Orgyia leucostigma is a US species and not found in your aera. This is a caterpillar from the same subfamily: Erebidae, Lymantriinae, Olene mendosa.
http://www.flickr.com/photos/lennyworthington/6891930275/
http://www.photographersdirect.com/buyers/stockphoto.asp?imageid=3113677
This is a tussock moth larva.
They typically have four sets of dorsal bristles and various other adornments. Yours is quite spectacular. The moths are dull and some species have females with no wings at all.
http://www.projectnoah.org/spottings/7993881
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