Deposit run-off rate for "RSB Unaffiliated third-party sourced cashable term deposit" was modified - Appx 1.Ref Rates
2
August 5, 2014
Return template
Change
Cell references in formulas in row 1081 were modified from row 300 to row 305 - All worksheets
Cell references in formulas in row 1082 were modified from row 301 to row 306 - All worksheets
Date formula in row 5 was modified to reflect proper bucketing based on reporting date - All worksheets
Formulas in column W rows 1282-1518 ("Collateral" section) were modified to take reported values from column W rows 506-742 - All worksheets
Fillable cells in rows 293-295 and 297-300 under "CommCorp and Wholesale Demand" deposits were closed (except for the "Balance" column) - All worksheets
Cells in rows 215 and 487 for "FX and Cross Currency Swap Assets/Liabilities" were made fillable - 3.USD NCCF
Add
Formula for cell H991 for "FX and Cross Currency Swap Assets" was added - 1.Combined NCCF
3
September 15, 2014
Instructions
Change
Medium rated credit ratings was modified from "Aa1" to "A1" - Section 1.4 Securities Haircut Table
Instructions for Customer' BAs Issued were modified to be run off at 75% at each renewal time bucket - Section 3.5 Deposits - Other
Instructions for Wholesale BA Issuances were modified to be run off 100% at maturity - Section 3.6 Wholesale Funding
Example 8 was modified from wholesale BA issuance to customer's BA - Appendix Example 8
Cash flows in the example in the USD balance sheet were modified to flow in week 1 - Appendix Example 14
Return template
Change
Cells under R&SB term deposit (rows 246-287) were made fillable under additional time buckets - All worksheets
BAs under "Wholesale Issuance" (rows 314-316 and 1090-1092 under v1.2) were moved to "Other Deposits/Guarantees" (rows 309-311 and 1085-1087 under v1.3) - All worksheets
BAs under "Other Deposits/Guarantees" (rows 308 and 1083 under v1.2) were moved to "Wholesale Issuance" (rows 317 and 1093 under v1.3) - All worksheets
Subtotal formula in cell W1576 was modified - 3.USD NCCF
Add
Formulas were added to cells under R&SB term deposits (rows 1022-1063) under additional time buckets (also refer to change #9 above) - All worksheets
4
November 14, 2014
Return template
Change
Deposit run-off rates in rows 18, 31-36, and 45-50 in the Deposit Run-Off Table were modified - Appx 1.Ref Rates
Formulas in reference to the securities haircut table were modified to refer to the EUR or GBP column rather than the CAD column - 4.EUR NCCF, 5.GBP NCCF
FX Derivative memo section, rows 1557-1576, were made fillable - 3.USD NCCF
Cell H317, instructions for BAs under wholesale issuance, was modified - Appx 2.Instructions
Cell references to tab "4.EUR NCCF" in the summation formulas in rows 864-866, 902, 1013, 1521, and 1524-1546 were modified - 1.Combined NCCF
5
February 16, 2015
Instructions
Change
Instructions on filing were changed to 14 calendar days for direct clearers and 30 calendar days for indirect clearers - Preamble, Section 5.0
6
October 2018
Instructions
Change:
Filing instructions under General Instructions - Preamble
7
July 2019
Instructions
Change
LAR guideline release date - Section 1.0 Introduction
Instructions under General Instructions
Instructions under Inflows Overview - Section 2
LAR guideline page references - All
Add
Instructions for DRA Adjusted for Qualifying Equity Futures - Section 2.7
Example 15 - DRA Adjustment for Qualifying Equity Futures
Return template
Change
Wording changed under rows 236, 247, 283-289, 1014, 1025 and 1061-1067- All worksheets
Rows 238-239 and 1016-1017 under Retail and Small Business (RSB) Demand / Notice Deposits - All worksheets
Rows R15 and R16 under Retail and Small Business (RSB) Demand / Notice Deposits - Appx 1.Ref Rates
8
December 2019
Return template
Change
Formulas in column L-V rows 1016-1017 ("Retail and Small Business (RSB) Demand / Notice Deposit” section) were modified to reflect deposit run-off rates for months 2-12 - 2.CAD NCCF, 3.USD NCCF
Formulas in column I-K rows 1016-1017 ("Retail and Small Business (RSB) Demand / Notice Deposit” section) were modified to reflect the summation of the respective rows, 1016 and 1017, versus row 1015 - 4.EUR NCCF, 5.GBP NCCF, 6.Other(Incld) NCCF
9
September 2022
A comprehensive review of the NCCF filing and instructions were performed in 2022. Significant changes have been made effective Q2 2023. Changes to the NCCF return template include:
Removal of the unstructured (OSFI660) filing
Creation of a new RRS structured return (DT2)
Creation of the NCCF Streamlined unstructured template
All readers are encouraged to completely review the 2023 edition.
10
October 2023
Return template
Add
Assurance Attestation page effective Q1 2024:
DT2 Comprehensive NCCF
OSFI949 Streamlined NCCF
11
November 2024
Instructions
Delete
Contact person
Example 8
Change
Instructions under Application
Instructions under General Instructions
Run-off rate under 3.6 Wholesale Issuances – Banker’s Acceptances (BAs)
DT2 “Comprehensive” return template
Delete
Rows 535, 537, 1395 and 1397 under Off-Balance Sheet Items – All worksheets
Change
Wording changed under rows 534, 536, 538 to 541, 543, 544, 546 to 550, 1394, 1396, 1398 to 1401, 1403, 1404 and 1406 to 1410 under Off-Balance Sheet Items – All worksheets
Wording changed under rows 845, 848, 1705 and 1708 under Memo Items – All worksheets
Closed fields under rows 846 and 847 under Memo Items – All worksheets
Closed fields under column G and column W under Memo Items – All worksheets
Add
“Undrawn amounts related to committed credit facilities to non-financial corporate clients by credit quality” under Memo Items – All worksheets
