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Swap Management Policy for the Government of Canada

January 2008

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PDF Version: Swap Management Policy for the Government of Canada

Table of Contents

1. Purpose of Policy

2. Purpose of Swap Program

3. Governance

4. Documentation

5. Permitted Instruments

6. Use of Swaps

6.1 Strategic Plan

6.2 Execution

6.3 Eligibility Criteria and Exposure Limits

6.3.1 Eligible Swap Counterparties

6.3.2 Credit Support Annex

6.3.3 Exposure limits

6.3.4 Eligible Collateral and Haircuts

6.3.5 Collateral Management

7. Prohibited Activities

8. Risk Management and Performance Reporting

9. Review

Date Modified: 2008-10-08

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