Guillaume Ouellet Leblanc is a Senior Economist in the Market Risks and Vulnerabilities Division of the Financial Markets Department. Prior to his current role, he held various positions in the Financial Stability and Funds Management and Banking departments. Guillaume holds a M.A. in Economics from the Catholic University of Louvain (Belgium).
The Bank’s internal credit risk assessment abilities are regularly enhanced. In this note, we present a recent innovation that extends the set of market-based indicators used in the credit risk assessment of financial counterparties.