August 16, 2012
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August 16, 2012
An Analysis of Indicators of Balance-Sheet Risks at Canadian Financial Institutions
This article examines four indicators of balance-sheet risks—leverage, capital, asset liquidity and funding—among different types of financial institutions in Canada over the past three decades. It also discusses relevant developments in the banking sector that could have contributed to the observed dynamics. The authors find that the various risk indicators decreased during the period for most of the non-Big Six financial institutions, but remained relatively unchanged for the Big Six banks. In addition, the balance-sheet risk indicators became more heterogeneous across financial institutions. The observed overall decline and increased heterogeneity follow certain regulatory changes, such as the introduction of the liquidity guidelines on funding in 1995 and the implementation of bank-specific leverage requirements in 2000. Given that these regulations required more balance-sheet risk management, they have likely contributed to the increased resilience of the banking sector.
Content Type(s):
Publications,
Bank of Canada Review articles
Topic(s):
Financial institutions,
Financial stability,
Financial system regulation and policies
JEL Code(s):
G,
G2,
G21,
G28
August 16, 2012
This issue features three articles that present research and analysis by Bank of Canada staff. The first updates previous Bank estimates of measurement bias in the Canadian consumer price index; the second uses a new term-structure model to analyze the relationship between the short-term policy rate and long-term interest rates; and the third examines indicators of balance-sheet risks at financial institutions in Canada.
Bank of Canada Review - Summer 2012
Content Type(s):
Publications,
Bank of Canada Review
August 10, 2012
Weekly Financial Statistics - 10 August 2012
Content Type(s):
Publications,
Historical: Weekly Financial Statistics
August 3, 2012
Weekly Financial Statistics - 3 August 2012
Content Type(s):
Publications,
Historical: Weekly Financial Statistics
July 27, 2012
Weekly Financial Statistics - 27 July 2012
Content Type(s):
Publications,
Historical: Weekly Financial Statistics
July 26, 2012
Banking and Financial Statistics - 26 July 2012
Content Type(s):
Publications,
Historical: Banking and Financial Statistics
July 20, 2012
Weekly Financial Statistics - 20 July 2012
Content Type(s):
Publications,
Historical: Weekly Financial Statistics
July 18, 2012
The Bank projects that the economy will grow by 2.1 per cent in 2012, 2.3 per cent in 2013 and 2.5 per cent in 2014. The economy is expected to reach full capacity in the second half of 2013.
Monetary Policy Report – July 2012
Content Type(s):
Publications,
Monetary Policy Report
July 13, 2012
Weekly Financial Statistics - 13 July 2012
Content Type(s):
Publications,
Historical: Weekly Financial Statistics