  It is well known that a classical dynamical $r$-matrix can be associated with
every finite-dimensional self-dual Lie algebra $\G$ by the definition
$R(\omega):= f(\mathrm{ad} \omega)$, where $\omega\in \G$ and $f$ is the
holomorphic function given by $f(z)={1/2}\coth \frac{z}{2}-\frac{1}{z}$ for
$z\in \C\setminus 2\pi i \Z^*$. We present a new, direct proof of the statement
that this canonical $r$-matrix satisfies the modified classical dynamical
Yang-Baxter equation on $\G$.
