Sample Letter on Credit Facilities

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Title Credit Risk Data Business and
      of Report
      Data Definitions
Sub-Title
              Wholesale Transaction
(at least 5 vertical spaces)
              Internal Ratings Based Approach
         (Graphic element /
         image could be
         inserted here, if
             Last Updated: January 15, 2008
             Version 5.0

(at least 5 vertical spaces)
              January 15, 2008
              For Data Submissions after Feb 29, 2008 (Q1/2008)

Date
Author’s Name
(if applicable)
                                                                                                                                                                                     UNCLASSIFIED


                                                                                              Wholesale Transaction Data Field Definitions


ID    Field Name                    Description                                                                                     Data Type             Priority       Standard
                                                                                                                                    Numerical, Decimal,
                                                                                                                                                          Mandatory or   Example: which reference tables (data
      Sample Field                  Full Description                                                                                Percentage, Dollar
                                                                                                                                                          Optional       modifiers) apply?
                                                                                                                                    Amount, etc.


      Institution Identification    The unique Financial Institution of Canada code, assigned by OSFI, to each participating                                             IDs that have already been assigned to FI's in
 1                                                                                                                                  Alphanumeric(4)       Mandatory
      Number                        institution. All correspondence involving data should be coded with this ID.                                                         the FIRS database




      Reporting Date of
 2                                  The last day of each fiscal quarter.                                                            Numeric(8)            Mandatory      None
      Information


                                                                                  Common Risk Level -Common Risk Record (10)

                                                                                                                                                                         Currently investigating what type of standard
 3    Common Risk Number            The unique code assigned by the Financial Institution to identify a Common Risk.                Alphanumeric(15)      Mandatory      will be appropriate. If no Common Risk name
                                                                                                                                                                         is assigned, use Borrower Number ID#11.




      Common Risk KMV                                                                                                                                                    KMV Common Risk-unique Identification
 4                                  The identifying number assigned by Moody's KMV to identity the Common Risk , if available.      Alphanumeric(15)      Optional
      Identification Number                                                                                                                                              number




                                    The name of the Common Risk in which the borrower belongs. Should be the legal name of                                               If no Common Risk name has been assigned,
 5    Common Risk Name                                                                                                              Alphanumeric(100)     Mandatory
                                    the entity, but a construct used for Risk Management purposes will be acceptable.                                                    use Borrower Name - ID#14.




      Common Risk Total             The Credit Risk exposure authorized to the Common Risk - committed, uncommitted, and
 6    Authorized - Canadian         unadvised. In Canadian dollar equivalent at reporting date. Net of any Write-offs [not net of   Numeric(15)           Mandatory      Rounded to the nearest dollar
      dollar Equivalent             any Provisions]. See Note 5



      Common Risk Potential      The total amount of authorized Credit Risk exposure available to the Common Risk - whether
 7    Exposure - Canadian dollar committed, uncommitted, or unadvised - which could be utilized. In Canadian dollar equivalent Numeric(15)                Mandatory      Rounded to the nearest dollar
      Equivalent                 at reporting date. Net of any Write-offs [not net of any Provisions]. See Table 3



                                    The total Credit Risk exposure outstanding (i.e., the amount of the authorized exposure in
      Common Risk Total
                                    ID#6 which is utilized by the Common Risk. In Canadian dollar equivalent at reporting date. It
 8    Outstanding - Canadian                                                                                                       Numeric(15)            Mandatory      Rounded to the nearest dollar
                                    is derived from the total outstanding for all reported borrowers within a Common Risk . Net of
      dollar equivalent
                                    any Write-offs [not net of any Provisions].



      Common Risk Country           Country code of the Common Risk's incorporation of business - i.e., country of residence. If                                         Use the standard country names list
 9                                                                                                                                  Alphanumeric(2)       Mandatory
      Code of Incorporation         the Common Risk is a construct, use the country code applicable to the primary borrower.                                             established by ISO (3166)




 10   Parent Identification (SNC)   Name, Address, and Industry information for a Parent Organization.                              Alphanumeric(100)     Optional       None



                                                                              Borrower [Counterparty] Level - Borrower Record (20)


                                    The unique code assigned by the Financial Institution to identity a Counterparty. OSFI will map
 11   Borrower Number                                                                                                               Alphanumeric(15)      Mandatory      None
                                    that number to an internal OSFI number.




 12   Borrower KMV ID               The unique code assigned by Moody's KMV to identify a Counterparty, if available                Alphanumeric(15)      Optional       KMV borrower-unique Identification Number




 13   Borrower Ticker Symbol        Stock exchange ticker symbol used to identify publicly held companies                           Alphanumeric(8)       Optional       None




 14   Borrower Name                 The legal name of the Counterparty [i.e., borrower/obligor]                                     Alphanumeric(100)     Mandatory      None




                                                                                                                                                                         BIRR code inline with Wholesale Portfolio BIRR
      Borrower Internal Risk        Risk rating assigned to the Counterparty by the Financial Institution (reflecting a risk of                                          declarations. It should be a valid BIRR code
 15                                                                                                                                 Numeric(4)            Mandatory
      Rating                        default).                                                                                                                            within the selected Risk Rating System ( Field
                                                                                                                                                                         ID #95).




                                                                                                         Page 2 of 10
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                                                                                              Wholesale Transaction Data Field Definitions


ID    Field Name                    Description                                                                                         Data Type             Priority       Standard
                                                                                                                                        Numerical, Decimal,
                                                                                                                                                              Mandatory or   Example: which reference tables (data
      Sample Field                  Full Description                                                                                    Percentage, Dollar
                                                                                                                                                              Optional       modifiers) apply?
                                                                                                                                        Amount, etc.


                                  The Credit Risk exposure authorized to the Counterparty - committed, uncommitted, and
      Borrower Total Authorized -
 16                               unadvised in Canadian dollar equivalent at reporting date. Net of any Write-offs [not net of any Numeric(15)                Mandatory      Rounded to the nearest dollar
      Canadian dollar equivalent
                                  Provisions].



      Borrower Potential         The total amount of authorized Credit Risk exposure available to the Counterparty - whether
 17   Exposure - Canadian dollar committed, uncommitted, or unadvised - which could be utilized. In Canadian dollar equivalent Numeric(15)                    Mandatory      Rounded to the nearest dollar
      Equivalent                 at reporting date. Net of any Write-offs [not net of any Provisions]. See Table 3



                                   The total Credit Risk exposure outstanding (i.e., the utilized amount of the committed,
      Borrower Total Outstanding uncommitted, and unadvised authorized) to the Counterparty in Canadian dollar equivalent at
 18                                                                                                                                     Numeric(15)           Mandatory      Rounded to the nearest dollar
      - Canadian dollar equivalent reporting date. It can be derived from the total of all facility outstandings to the Counterparty.
                                   Net of any Write-offs [not net of any Provisions].


      Secondary Industry                                                                                                                                                     1 = Canadian SIC Codes [Stats Can]; 2 = US
                                    Industry Classification System used by the Financial Institution [a flag to indicate what is the
 19   Classification System                                                                                                             Numeric(1)            Optional       SIC Codes; 3 = NAIC Codes. Must be
                                    nature of the next two lines]
      Code2                                                                                                                                                                  provided with Field ID 21



                                                                                                                                                                             As per NAICS mapping, 2002 version.3. All
      Primary Industry                                                                                                                                                       institutions must report NAICS codes, they are
 20                                 Primary Industry Code in NAICS.3                                                                    Alphanumeric(6)       Mandatory
      Classification Code                                                                                                                                                    required to map NAICs to the OSFI Industry
                                                                                                                                                                             Primary Key values.



      Secondary Industry                                                                                                                                                     As per Industry Classification System from
 21                                 Valid secondary industry code from one of the Industry Classification Systems in ID#19 4            Alphanumeric(6)       Optional
      Classification Code                                                                                                                                                    ID#19




      Borrower Country of           Standard two-letter code assigned by the Financial Institution to identify the country of                                                Use the standard country names list
 22                                                                                                                                     Alphanumeric(2)       Mandatory
      Residence                     residence of the Counterparty                                                                                                            established by ISO (3166)




      Borrower Province, or State                                                                                                                                            Standard province/state code. If Country is not
 23                               The standard two-letter postal code (e.g. Ontario = ON, Texas = TX)                                   Alphanumeric(2)       Mandatory
      Code of Residence                                                                                                                                                      USA or Canada, provide 'NA'.




                                    The first and the last name of the person who would be OSFI's point of reference during an on-
 24   Contact Name                  site review of the account. For preparation of Credit Data Summaries used during on-site       Alphanumeric(40)           Optional       Last name, first name
                                    reviews




                                    The telephone number of the person who would be OSFI's point of reference during an on-site
 25   Contact Phone Number                                                                                                      Alphanumeric(20)              Optional       Area code, plus telephone number
                                    review of the account. For preparation of Credit Data Summaries used during on-site reviews




                                    Higher risk borrowers the Financial Institution is managing through special attention, watch list,
 26   Watch List                                                                                                                       Numeric(1)             Mandatory      1=Yes; 2=No
                                    or heightened monitoring




                                                                                                                                                                             See Table C - As per Basel II categorization of
                                                                                                                                                                             exposures, asset classes and subclasses that
                                                                                                                                                                             are required include the following: Bank,
                                    Flag indicating if the borrower is identified as Small or Medium Enterprise, Corporate, or
 27   Borrower Portfolio                                                                                                                Numeric(1)            Mandatory      Sovereign, Project Finance, Object Finance,
                                    Commercial for Basel II purposes
                                                                                                                                                                             Commodities Finance, Income-producing Real
                                                                                                                                                                             Estate, High Volatility Commercial Real Estate,
                                                                                                                                                                             and SME's treated as Corporate.11




 28   Borrower Annual Revenues The Counterparty's annual revenues in Canadian dollar equivalent.                                        Numeric(15)           Optional       Rounded to the nearest dollar




      Industry Portfolio            The most granular Industry Portfolio to which the Counterparty is assigned for internal risk
 29                                                                                                                                     Alphanumeric(30)      Mandatory      None
      Classification                management or reporting purposes




                                    The total provisions (if any) set up to reflect an expected loss against the Counterparty's
 30   Specific Allowance            exposure. Cumulative specific provisions taken less cumulative write-offs. In Canadian dollar       Numeric(15)           Mandatory      Rounded to the nearest dollar
                                    equivalent



                                                                                                         Page 3 of 10
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                                                                                          Wholesale Transaction Data Field Definitions


ID    Field Name                Description                                                                                         Data Type             Priority       Standard
                                                                                                                                    Numerical, Decimal,
                                                                                                                                                          Mandatory or   Example: which reference tables (data
      Sample Field              Full Description                                                                                    Percentage, Dollar
                                                                                                                                                          Optional       modifiers) apply?
                                                                                                                                    Amount, etc.


                                The permanent reduction in the carrying value of the loan in Canadian dollar equivalent, during                                          Rounded to the nearest dollar. If no Write-offs,
 31   Write Offs                                                                                                                Numeric(15)               Mandatory
                                the reporting quarter.                                                                                                                   provide '0' (zero).




      Date of Financial
 32                             Date of Financial Institution's most recent write-off in the reporting quarter.                     Numeric(8)            Optional       None
      Institution's Write Off




                                The total recovered of previously written off amounts through collection efforts, realization of                                         Rounded to the nearest dollar. If no
 33   Recoveries                                                                                                                    Numeric(15)           Mandatory
                                collateral, etc. in Canadian dollar equivalent, during the reporting quarter.                                                            Recoveries, provide '0' (zero).




 34   Date of Recovery          Date of most recent recovery in the reporting quarter.                                              Numeric(8)            Optional       None




                                Sum of all provisions established for probable losses on non-accrual loans assigned to an                                                In accordance with OSFI's Capital Adequacy
 35   Specific Provisions                                                                                                           Numeric(15)           Mandatory
                                individual borrower within the reporting quarter. In Canadian dollar equivalent.                                                         Report Guideline




                                A probabalistic assessment of the potential for losses and the amount of capital needed to                                               In accordance with OSFI's Capital Adequacy
 36   Economic Capital                                                                                                              Numeric(15)           Mandatory
                                support a given set of business activities or risks at the borrower level.                                                               Report Guideline


                                Exposure Classes of Internal Ratings Based approach Banks: the categorization of banking                                                 See Table C, In accordance with OSFI's
 37   Exposure Classes                                                                                                              Alphanumeric(2)       Mandatory
                                book exposures into Internal Ratings Based asset classes.                                                                                Capital Adequacy Report Guideline.11

      Borrower Probability of
                                An internal estimate of the Probability of Default for a borrower risk rating grade used in
 38   Default for Regulatory                                                                                                        Numeric(6)            Mandatory      Rounded to 2 decimal places
                                determining regulatory capital requirements of an exposure.
      Capital



      Borrower Probability of
                                An internal estimate of the Probability of Default for a given borrower risk rating grade used in
 39   Default for Economic                                                                                                          Numeric(6)            Mandatory      Rounded to 2 decimal places
                                determining economic capital requirements of an exposure.
      Capital




      Borrower Regulatory       The total aggregated amount of Internal Ratings Based approach regulatory capital applied to
 40                                                                                                                                 Numeric(15)           Mandatory      Rounded to the nearest dollar
      Capital                   the borrower's name.




      External Borrower         SNC Borrower Identification Number. Regulatory identification number for U.S. exposures.
 41                                                                                                                                 Alphanumeric(15)      Optional       None
      Identification Number     Placeholder for Canadian exposures.




                                                                                                                                                                         RRS code inline with Wholesale Portfolio RRS
 95   Risk Rating System        The Counterparty's Risk Rating System assigned by the Financial Institution.                        Numeric(4)            Mandatory
                                                                                                                                                                         declarations


                                                                               Facility and Product Level -Facility Record (30)



 42   Facility Number           The unique code assigned by the FI to identity a facility.                                          Alphanumeric(25)      Mandatory      None




 43   Primary Facility Type     Primary type of product authorized for the facility                                                 Alphanumeric(8)       Mandatory      See Table A, for expected values.11




                                Secondary type of product authorized for the facility - if a multi-product facility with all products
                                                                                                                                                                         See Table A, for expected value ; used only if
 44   Secondary Facility Type   recorded as a single facility for MIS purposes; record the product ranked second by                   Alphanumeric(8)     Optional
                                                                                                                                                                         multi-product facilities are recorded.11
                                importance.




                                                                                                      Page 4 of 10
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                                                                                                  Wholesale Transaction Data Field Definitions


ID    Field Name                   Description                                                                                       Data Type             Priority       Standard
                                                                                                                                     Numerical, Decimal,
                                                                                                                                                           Mandatory or   Example: which reference tables (data
      Sample Field                 Full Description                                                                                  Percentage, Dollar
                                                                                                                                                           Optional       modifiers) apply?
                                                                                                                                     Amount, etc.


                                                                                                                                                                          Use the standard country names list
 45   Facility Country of Risk     Standard two-letter code assigned by the FI to identity the country of ultimate risk of the facility Alphanumeric(2)    Mandatory
                                                                                                                                                                          established by ISO (3166)




                                   Standard two-letter code assigned by the FI to identity the physical location of ID#39 for the                                         Use the standard country names list
 46   Booking Point Country                                                                                                          Alphanumeric(2)       Optional
                                   facility                                                                                                                               established by ISO (3166)




 47   Booking Point Transit        Booking point transit number of the facility - to reflect the office in which booked.             Alphanumeric(10)      Mandatory      None




                                                                                                                                                                          FRR code inline with Wholesale Portfolio BIRR
                                                                                                                                                                          declarations. It should be a valid FRR code
 48   Facility Risk Rating         Risk rating assigned to the facility by the FI (reflecting a risk of loss).                       Numeric(4)            Mandatory
                                                                                                                                                                          within the selected Risk Rating System ( Field
                                                                                                                                                                          ID #96).



                                                                                                                                                                          Standard three letter mnemonic used for
 49   Facility Currency            The base, or primary, currency in which the facility is documented with the Counterparty          Alphanumeric(3)       Mandatory
                                                                                                                                                                          currency




                                   The total amount of authorized Credit Risk exposure for the facility - committed, uncommitted,
 50   Facility Total Authorized                                                                                                      Numeric(15)           Mandatory      Rounded to the nearest dollar
                                   and unadvised. In the Facility Currency. Net of any write-offs [not net of any Provisions].




                                   The total outstanding amount of the facility. In the Facility Currency. Net of any Write-offs [not
 51   Facility Total Outstanding                                                                                                      Numeric(15)          Mandatory      Rounded to the nearest dollar
                                   net of any Provisions].


                                                                                                                                                                          Rounded to the nearest dollar - where there is
                                                                                                                                                                          unadvised or undrawn amounts and these
                                  The total amount of authorized Credit Risk exposure for the facility - committed, uncommitted,
      Facility Total Authorized -                                                                                                                                         amount are available or accessible to the
 52                               and unadvised. In Canadian dollar equivalent at reporting date. Net of any write-offs [not net     Numeric(15)           Mandatory
      Canadian dollar Equivalent                                                                                                                                          account holder without any further/ or
                                  of any Provisions].
                                                                                                                                                                          additional credit authorization/approval, these
                                                                                                                                                                          amounts must be included.


                                    The total amount of authorized Credit Risk exposure for the facility - whether committed,
      Facility Potential Exposure -
 53                                 uncommitted, or unadvised which could be utilized. In Canadian dollar equivalent at reporting    Numeric(15)           Mandatory      Rounded to the nearest dollar
      Canadian dollar Equivalent
                                    date. Net of any Write-offs [not net of any Provisions]. See Table 3




      Facility Total Outstanding - The total exposure outstanding under the facility. In Canadian dollar equivalent at reporting
 54                                                                                                                                  Numeric(15)           Mandatory      Rounded to the nearest dollar
      Canadian dollar Equivalent date. Net of any Write-offs [not net of any Provisions].




      Facility Total Outstanding -
                                   The total exposure outstanding under the facility. In Canadian dollar equivalent at reporting
 55   Canadian dollar Equivalent,                                                                                                    Numeric(15)           Mandatory      Rounded to the nearest dollar.
                                   date for on-balance sheet products. Net of any Write-offs [not net of any Provisions].
      on- Balance Sheet



      Facility Total Outstanding -
                                   The total exposure outstanding under the facility. In Canadian dollar equivalent at reporting
 56   Canadian dollar Equivalent,                                                                                                    Numeric(15)           Mandatory      Rounded to the nearest dollar.
                                   date for off-balance sheet products. Net of any Write-offs [not net of any Provisions].
      off-Balance Sheet




                                                                                                                                                                          1=Committed; 2=Uncommitted; 3=Unadvised;
 57   Exposure Type                One of Committed/Uncommitted/Unadvised                                                            Numeric(1)            Mandatory      11




      Shared and/or Linked                                                                                                                                                1=Shared; 2=Linked; 3=Shared/Linked; 4=not a
 58                                Indicator of whether this is a "shared" or "linked" facility                                      Numeric(1)            Mandatory
      Facility                                                                                                                                                            shared/linked facility; 11




                                   Maximum Amount this borrower or facility can draw against the total shared/linked facility, in
 59   Maximum Amount Draw          the Facility Currency, assuming no existing drawdown. Net of any Write-offs [not net of any       Numeric(15)           Optional       Rounded to the nearest dollar
                                   Provisions].




                                                                                                           Page 5 of 10
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                                                                                           Wholesale Transaction Data Field Definitions


ID    Field Name                Description                                                                                        Data Type             Priority       Standard
                                                                                                                                   Numerical, Decimal,
                                                                                                                                                         Mandatory or   Example: which reference tables (data
      Sample Field              Full Description                                                                                   Percentage, Dollar
                                                                                                                                                         Optional       modifiers) apply?
                                                                                                                                   Amount, etc.


                                Percentage this borrower or facility can draw against the shared/linked facility - i.e., ID#50 as a
 60   Percentage Draw           percentage of the total shared/linked facility authorized amount [which may differ from ID#50, if Numeric(3)             Optional       Rounded to the nearest whole percentage
                                the total is capped]




 61   Review Date               The currently scheduled review date for Counterparty exposure                                      Numeric(8)            Mandatory      None




                                Status; if in default, the triggering event. The selection of the triggering event should be in
 62   Facility Status                                                                                                              Alphanumeric(2)       Mandatory      See table 1.11
                                accordance with the Capital Adequacy Report Guideline.




 63   Default Date              Date of default or triggering event. This date must be consistent between reporting period.        Alphanumeric(8)       Optional       None




 64   Hedging Status            Indicate whether the exposure has been hedged, by a qualifying hedging technique.                  Numeric(1)            Mandatory      1=Yes, completely; 2=Yes, partially; 3=No; 11




 65   Hedging Percentage        Indicates the amount of hedge as percentage of outstanding exposure at reporting date.9            Numeric(3)            Optional       Rounded to the nearest whole percentage




      Cash and/or Marketable
 66                             Indicator whether the collateral taken is cash and/or marketable security                          Numeric(1)            Mandatory      1=Yes; 2=No; 11
      Security




 67   Primary Collateral        Type of collateral securing the facility.                                                          Alphanumeric(8)       Mandatory      See Table B.11




 68   Seniority Profile         Indicate whether the facility is senior or subordinated                                            Numeric(2)            Mandatory      See Table 2.11




 69   Syndicated Facilities     Indicate whether the facility is syndicated                                                        Numeric(1)            Mandatory      1=Yes; 2=No; 11




                                                                                                                                                                        1=Agent or Co-agent; 2=Participant; 3=Not
 70   Syndicate Role            If syndicated, indicate the Financial Institution's role in the syndicate                          Numeric(1)            Mandatory
                                                                                                                                                                        syndicated; 11




                                The total provisions (if any) set up to reflect the amount of loss expected on the facility.
 71   Specific Allowance                                                                                                           Numeric(15)           Mandatory      Rounded to the nearest dollar
                                Cumulative specific provisions taken less cumulative Write-offs. In the Facility Currency




                                The permanent reduction in the carrying value of the loan in the Facility Currency, during the                                          Rounded to the nearest dollar. If no Write-offs,
 72   Write Offs                                                                                                                   Numeric(15)           Mandatory
                                reporting quarter.                                                                                                                      provide '0' (zero).




      Date of Financial
 73                             Date of Financial Institution's most recent Write Off in the reporting quarter.                    Numeric(8)            Optional       None
      Institution's Write Off




                                The total recovered of previously written off amounts through collection efforts, realization of                                        Rounded to the nearest dollar. If no Recovery/
 74   Recoveries                                                                                                                   Numeric(15)           Mandatory
                                collateral, etc. in currency of facility, during the reporting quarter.                                                                 Write-offs, provide '0' (zero).




                                                                                                       Page 6 of 10
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                                                                                              Wholesale Transaction Data Field Definitions


ID    Field Name                   Description                                                                                      Data Type             Priority       Standard
                                                                                                                                    Numerical, Decimal,
                                                                                                                                                          Mandatory or   Example: which reference tables (data
      Sample Field                 Full Description                                                                                 Percentage, Dollar
                                                                                                                                                          Optional       modifiers) apply?
                                                                                                                                    Amount, etc.



 75   Date of Recovery             Date of most recent recovery in the reporting quarter.                                           Numeric(8)            Optional       None




                                                                                                                                                                         1 = Guarantee, 2 = Standby Letter of Credit, 3=
 76   Guarantee Type               The type of guarantee used to mitigate a facility's credit risk.                                 Numeric(1)            Mandatory
                                                                                                                                                                         No Guarantee




                                                                                                                                                                         Rounded to the nearest dollar. Data is required
 77   Guarantee Amount             The value of the guarantee used to mitigate a facility's credit risk.                            Numeric(15)           Optional
                                                                                                                                                                         unless 'No Guarantee' declared in Field ID 76.




                                                                                                                                                                         Data is required unless 'No Guarantee'
 78   Guarantor Name               The legal name of the guarantor.                                                                 Alphanumeric(100)     Optional
                                                                                                                                                                         declared in Field ID 76.



      Guarantor Internal Risk                                                                                                                                            Data is required unless 'No Guarantee'
 79                                The internal borrower risk rating assigned to the guarantor by the FI.                           Alphanumeric(15)      Optional
      Rating                                                                                                                                                             declared in Field ID 76.



      Guarantor (PD) Probability
                                   An internal estimate of the Probability of Default associated with a guarantor's internal risk                                        Rounded to 2 decimal places. Data is required
 80   of Default for Regulatory                                                                                                     Numeric(6)            Optional
                                   rating used in determining regulatory capital.                                                                                        unless 'No Guarantee' declared in Field ID 76.
      Capital



      Guarantor Probability of
                                   An internal estimate of Probability of Default for each borrower risk rating grade used in                                            Rounded to 2 decimal places. Data is required
 81   Default for Economic                                                                                                          Numeric(6)            Optional
                                   determining economic capital.                                                                                                         unless 'No Guarantee' declared in Field ID 76.
      Capital




      Whether facility is in
                                                                                                                                                                         1=Banking Book; 2=Trading Facilities /
 82   banking book or trading      Please refer to OSFI's Capital Adequacy Report Guideline.                                        Numeric(1)            Mandatory
                                                                                                                                                                         Products
      book




                                   Sum of all provisions established for probable losses on the non-accrual loan within the
 83   Specific Provisions                                                                                                           Numeric(15)           Mandatory      Rounded to the nearest dollar
                                   reporting quarter. In the Facility Currency.




      Accrual or Non Accrual
 84                                Specifies whether or not a loan is classified as accrual or non-accrual                          Numeric(1)            Mandatory      1=Accrual; 2=Non-Accrual
      Account




                                   Effective maturity assumed for IRB capital requirements, as outlined in OSFI's Capital
 85   Effective Maturity                                                                                                            Numeric(6)            Mandatory      Rounded to 1 decimal place
                                   Adequacy Report Guideline.




      Whether the facility is a
 86                                SNC Facility ID for U.S. exposures. Placeholder for Canadian exposures.                          Numeric(1)            Optional       1=Yes; 2=No
      SNC credit




                                                                                                                                                                         1= Pass, 2 = Special Mention, 3 =
 87   SNC Rating                   Ratings assigned by SNC.                                                                         Numeric(1)            Optional
                                                                                                                                                                         Substandard, 4 = Doubtful, 5 = Loss and Blank




      Agent/Participant bank
                                   In the current SNC program, and as a new data element, the agent would be required to
 88   share of committed                                                                                                            Numeric(6)            Optional       Rounded to the nearest two decimal points
                                   provide the utilized exposure for each participant.
      exposure




      Loss Given Default for
 89                                An internal estimate of the recovery rate for IRB regulatory capital.                            Numeric(6)            Mandatory      Rounded to the nearest two decimal points
      Regulatory Capital




                                                                                                           Page 7 of 10
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                                                                                          Wholesale Transaction Data Field Definitions


ID    Field Name                 Description                                                                                      Data Type             Priority       Standard
                                                                                                                                  Numerical, Decimal,
                                                                                                                                                        Mandatory or   Example: which reference tables (data
      Sample Field               Full Description                                                                                 Percentage, Dollar
                                                                                                                                                        Optional       modifiers) apply?
                                                                                                                                  Amount, etc.


      Loss Given Default for
 90                              An internal estimate of the recovery rate for internal economic capital.                         Numeric(6)            Mandatory      Rounded to the nearest two decimal points
      Economic Capital



                                 An internal estimate that predicts gross dollar exposure upon the default of the obligor (i.e.
      Exposure at Default for    current outstanding amounts plus an estimate of additional drawings up to the time of default
 91                                                                                                                               Numeric(15)           Mandatory      Rounded to the nearest dollar
      Regulatory Capital         and after) used in determining the Internal Ratings Based capital requirement for a group of
                                 similar exposures, expressed as a dollar amount.



      Exposure at Default for    An internal estimate for economic capital of the expected gross dollar exposure for each
 92                                                                                                                               Numeric(15)           Mandatory      Rounded to the nearest dollar
      Economic Capital           facility upon a borrower's default.




                                 A probabalistic assessment of the potential for losses to determine the amount of economic
 93   Economic Capital                                                                                                            Numeric(15)           Mandatory      Rounded to the nearest dollar
                                 capital needed to support a facility's credit risk, which is used internally by the bank.




      Internal Ratings Based     The minimum amount of regulatory capital required under OSFI's Capital Adequacy Guideline
 94                                                                                                                               Numeric(15)           Mandatory      Rounded to the nearest dollar
      Regulatory Capital         to meet a facility's target level of capital adequacy associated with credit risk.




                                                                                                                                                                       RRS code inline with Wholesale Portfolio RRS
 96   Risk Rating System         The Counterparty's Risk Rating System assigned by the Financial Institution.                     Numeric(4)            Mandatory
                                                                                                                                                                       declarations




Notes:
 1 Borrowers are to include all government, Financial Institution, Corporate, and Commercial names with Common Risk exposure greater than the level determined by OSFI . All
      intragroup and reconciliation accounts are to be excluded.
 2    Exposure must include all facilities - committed, uncommitted, or unadvised - whether authorized at the FI or any of its subsidiaries or affiliates.
 3    "Exposure", "facility", and "product" are intended to capture all "Banking book" exposure, plus trading products such as FX, futures/forwards, money market lines, swaps, CP purchases etc.,
      which appear on the credit applications.
 4    For linked and shared accounts, Facility and Borrower authorized amounts must show the maximum available to each Borrower, i.e., authorized exposure adjusted to reflect drawdowns.
      Common Risk Authorized amounts must be adjusted to show the total available at that level. A "linked" facility is one which has availability to more than one Counterparty/product within a
      Connection - with a cap less than the sum of the individual limits. A "shared" facility is one available to more than one Counterparty/product within a Connection - with full availability to each
      Counterparty/product [see Table 3].
 5    "Authorized" means an approved exposure which can be used by the business unit without referral to the approving officer.
 6    Authorized amounts must include all exposure prior to any netting from hedging and prior to any participation where the FI is responsible to the agent for funding.
 7    A "Qualifying hedging technique" is one which qualifies for preferential Regulatory Capital treatment.
 8    FIs expected to input values found in Table A for IDs# 43, 44 and descriptions thereof.
 9    FIs expected to input values found in Table B -collateral types- for ID# 67 and descriptions thereof.
 10 All Dollar Amount fields are required in Canadian Dollar equivalent unless otherwise stated in the Description.
 11 Unknown options have been removed, however submitting unknown options in Q1 and Q2 2008 will not trigger rejection.




                                                                                                     Page 8 of 10
                                                                                                                              OSFI-BSIF    UNCLASSIFIED




Table 1: Facility Status11                                                               Table 2: Seniority Profile11
Code Description                                                                         Code Description
  01    Non-default                                                                       01   Senior
  02    Default (Bankruptcy filing)                                                       02   Mezzanine
  03    Default (90 days past due)                                                        03   Senior Subordinated
  04    Default (Distressed restructuring)                                                04   Junior Subordinated
  05    Default (Write-off/Specific Provision)                                            05   Super Priority
  06    Default (Unlikely to pay)                                                         06   Pari Passu
  07    Default (Distressed Sale)
  08    Default (Other)




Table 3: Linked/Shared facilities
Shared $100MM revolver loan facility available to counterparties A, B, and C:
At Facility level, show three facilities:
        $100MM revolver loan to Counterparty A in ID#50 (Facility Total Authorized - Orig Curr)
        $100MM revolver loan to Counterparty B in ID#50 (Facility Total Authorized - Orig Curr)
        $100MM revolver loan to Counterparty C in ID#50 (Facility Total Authorized - Orig Curr)
      If different products are available to the different counterparties, show these, as applicable at the Facility level, for the
      particular Counterparty.
At Counterparty level show: The CAD equivalent of $100MM Authorized to Counterparty A in ID#16 (Borrower Total Authorized
in CAD)
At Counterparty level show: The CAD equivalent of $100MM Authorized to Counterparty B in ID#16 (Borrower Total Authorized
in CAD)
At Counterparty level show: The CAD equivalent of $100MM Authorized to Counterparty C in ID#16 (Borrower Total Authorized
in CAD)
At Common Risk level show: The CAD equivalent of $100MM Authorized in ID#6 (Common Risk Total Authorized in CAD)
Linked $100MM facility available by demand loans up to $60MM &/or L/Cs up to $80MM:
At Facility level, show two facilities:
        $60MM Demand Loans in ID#50 (Facility Total Authorized - Orig Curr)
        $80MM L/Cs in ID#50 (Facility Total Authorized - Orig Curr)
At Counterparty level show: The CAD equivalent of $100MM Authorized in ID#16 (Borrower Total Authorized in CAD)
At Common Risk level show: The CAD equivalent of $100MM Authorized in ID#6 (Common Risk Total Authorized in CAD)

Potential Exposure ID for Shared/Linked Facilities:

When there is no outstanding, ID#53 (Facility Potential Exposure - CAD) will equal ID#52 (Facility Total Authorized - CAD).

When any amount is outstanding, ID#53 (Facility Potential Exposure - CAD) must be adjusted downward, as appropriate,
to reflect the reduced undrawn amount under the facilities and to show the maximum exposure if this facility were to
utilize all remaining undrawn exposure.
Example: $100MM shared facility, with $40MM drawn by Counterparty A, $0MM drawn by Counterparty B, and $25MM
drawn by Counterparty C
        Counterparty A: Potential Exposure, ID#53 = $75MM [the $40MM drawn by A, plus the $35MM undrawn part of the facility]
        Counterparty B: Potential Exposure, ID#53 = $35MM [$0 drawn by B, plus the $35MM undrawn part of the facility]
       Counterparty C: Potential Exposure, ID#53 = $60MM [$25MM drawn by C, plus the $35MM undrawn part of the facility]
At the Borrower level, ID#17 (Borrower Potential Exposure - CAD) is adjusted for outstandings to different counterparties
in the same manner as ID#53 (Facility Potential Exposure - CAD), above.
At the Common Risk level, ID#7 (Common Risk Potential Exposure - CAD) is similarly adjusted for potential exposure to
different counterparties in ID#17 (Borrower Potential Exposure - CAD), to show a maximum Potential Exposure of
$100MM.




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                                                                                                                             OSFI-BSIF    UNCLASSIFIED




                                Table A: Facility Type11                                             Table B: Collateral11
Code   Description                              Code Description                         Code   Description
 01    Revolver Loan                             16 Receivable Financing facility         01    Non-marketable Securities
 02    Term Loan - Bullet                        17 Debtor in Possession facility         02    Accounts Receivable
 03    Term Loan - Amortizing                    18 Other Trading facility                03    Inventory
 04    Bridge Loan                               97 Other loan facility                   04    Fixed Assets and/or Equipment
 05    Demand Loan                               98 Other non-loan facility               05    Commercial Real Estate
 06    Overdraft                                                                          06    Residential Real Estate
 08    Derivative - FX, Futures, Interest/Cross Currency Swap                             07    Other Real Property
 09    Derivative - Credit                                                                08    Intangibles/Franchise Value
 10    Derivative - Other                                                                 09    Express-written Guarantee
 11    Letter of Credit/Letter of Guarantee                                               10    Secured - other
 12    Guarantees                                                                         11    GSA - General Security Agreement
 13    Other off-balance sheet facilities                                                 12    Accounts Receivable and Inventory
 14    Asset Based Securitizations                                                        13    Unsecured
 15    Project Finance facility                                                           14    Cash
                                                                                          15    Marketable Securities




                                                                   Table C: Exposure Classes
                     11                               Wholesale Portfolio (BB)                                                      Exposure Class (BF) -
       Description
                                                        Exposure Classes                  Borrower Portfolio - Field ID 27              Field ID 37
       Total Wholesale                                         1800                                     -                                    -
       Total Corporate                                         1801                                     -                                    -
       Bank                                                    1802                                     1                                       08
       Sovereign                                               1803                                     2                                       09
       Project Finance                                         1804                                     3                                       01
       Object Finance                                          1805                                     4                                       02
       Commodities Finance                                     1806                                     5                                       03
       Income Producing Real Estate                            1807                                     6                                       04
       High Volatility Real Estate                             1808                                     7                                       05
       SMEs Treated as Corporate                               1809                                     8                                       06
       Other Corporate                                         1810                                     9                                       07
       Equity                                                    -                                      -                                       10
       Purchased Receivables                                     -                                      -                                       11

       Legend: - = No values




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