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This paper illustrates the reliability assessment methods used in the interconnection benefit evaluation of the proposed Western Canada Grid interconnecting the three Canadian provinces of Alberta, Saskatchewan, and Manitoba. A method of choosing compatible risk indices for the three systems used in the Load Carrying Capability (LCC) evaluation is presented. These standard risk indices are obtained from the system studies without considering the grid interconnection. A study year is selected during which each system has a risk level that approaches the design limit. The reliability benefits with the grid are obtained as the improvement in the LCC's of the three systems with the grid compared to those without the grid for the 1999 study year. The effects of increasing the capacity of the grid tap at Saskatoon on the reliability performance of the Saskatchewan and Manitoba systems are investigated. Finally, the areas which need further investigation in the reliability assessment of the Western Canada Grid are identified.