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Treasury Risk Management Framework for the Government of Canada

Department of Finance Bank of Canada

Updated January 2008

PDF Version

Table of Contents

Purpose of This Document

Part I Background and Overview

Guiding Principles

Governance
Governance Structure

Part II Risk Management Policies for Domestic Funds Management

Domestic Debt Programs
RG Cash Management

Part III Foreign Currency Liabilities Programs and the Exchange Fund Account

Risk Management Policies for Foreign Currency Programs
Exchange Fund Account
Foreign Currency Liabilities

Credit Risk
Mitigating Credit Risk
Other Program-Specific Policies

Market Risk
Mitigating Market Risk
Measuring Market Risk
Reporting on Market Risk

Liquidity Risk
Mitigating Liquidity Risk
Monitoring Liquidity Risk

Legal Risk
Mitigating Legal Risk
Measuring Legal Risk

Operational Risk
Mitigating Operational Risk
Measuring Operational Risk

Part IV Public Accountability

Public Accountability
Internal Evaluation
External Evaluation
Public Reports
Review of Frameworks