Department of Finance Canada
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Home > Activities and issues > The Swap Management Policy for the Government of Canada
January 2008
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