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Our File: P1650-7
November 29, 2012
TO:
Chief Financial Officers of Select Banks
FROM:
Molly Sweet
Director, FRFI Data Management
SUBJECT: Market Risk (BK) Dimensional Return
Please note that the requirement for your institution to historically re-file the BK Market Risk return
from January 2012, as stated in our Annual Update Memo dated September 21, 2012, has now been
cancelled. Given the significant changes to the BK Market Risk return that become effective
April 2013, OSFI does not wish to further add to the filing burden.
If you have any questions, please contact Carole Gagnon at [email protected] .
cc:
Canadian Bankers Association
255 Albert Street
Ottawa, Canada
K1A 0H2
www.osfi-bsif.gc.ca
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