International Banking - Annual Overview slide image

International Banking - Annual Overview

CANADIAN BAIL-IN RESOLUTION FRAMEWORK Principles based approach to bail-in conversion with no explicit conversion ratio • Eligibility criteria for bail-in debt and conversion into common shares under the CDIC Act 。 Senior unsecured debt with original term to maturity > 400 days, issued or re-opened by a D-SIB after regulations come into force 。 Tradeable and transferable; assigned a CUSIP, ISIN or similar designation o Excludes deposits, secured liabilities (e.g. covered bonds), eligible financial contracts (i.e. derivatives) and structured notes • Mechanism - designed using no creditor worse off principle 。 Upon determination by OSFI that a bank has ceased to be viable, CDIC will take temporary control/ownership and carry out bail-in conversion and/or other restructuring activities Creditors should not incur greater losses through bail-in resolution than if institution had been wound-up under normal insolvency proceedings 。 Respects relative creditor hierarchy; complete conversion of all subordinate ranking claims before converting any bail-in securities (including legacy non-NVCC capital securities) 。 Legacy debt not subject to the bail-in regime but subject to other resolution regimes available to CDIC Senior creditors should receive relatively better conversion terms vs. junior creditors Bail-in risk mitigated by extremely low probability of event • Principles based approach to bail-in conversion 。 No explicit conversion ratio Scotiabank® | 42
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