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CICA 3862/IFRS 7 Risk Disclosure

CICA 3862/IFRS 7 Risk Disclosure helps Canadian pension plan sponsors meet the risk disclosure obligations of CICA 3862, which stipulates that audited financial statements of Canadian pension plans must incorporate information on the risk arising from financial instruments to which the plans are exposed.

A convenient and cost-effective solution for CICA 3862 requirements, this service aggregates the required risk disclosures and provides you with data on the following:

  • Credit risk exposure based on agency ratings
  • Liquidity risk determined by the “term-to-maturity” of portfolio holdings
  • Interest rate sensitivity of fixed income assets based on the impact of parallel yield curve movement
  • Foreign currency exposure and the effect of exchange rate movements
  • Asset sensitivity to relevant market indices

Using the comprehensive market data feed, technical expertise and infrastructure of our Risk and Investment Analytics group, CICA 3862/IFRS 7 Risk Disclosure delivers the necessary information to you electronically, based on your preferred frequency.