G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T16:01:56+00:00Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector
https://www.bankofcanada.ca/2006/12/working-paper-2006-47/
Stress testing, at its most general level, is an investigation of the performance of an entity under abnormal operating conditions.2006-12-04T16:17:16+00:00enStress Testing the Corporate Loans Portfolio of the Canadian Banking Sector2006-12-04Financial institutionsFinancial stabilityWorking Paper 2006-47 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-47.pdfStress Testing the Corporate Loans Portfolio of the Canadian Banking SectorMiroslav MisinaDavid TessierShubhasis DeyDecember 2006CC1C15GG2G21G3G33Credit in a Tiered Payments System
https://www.bankofcanada.ca/2006/10/working-paper-2006-36/
Payments systems are typically characterized by some degree of tiering, with upstream firms (clearing agents) providing settlement accounts to downstream institutions that wish to clear and settle payments indirectly in these systems (indirect clearers).2006-10-01T16:47:09+00:00enCredit in a Tiered Payments System2006-10-01Financial institutionsFinancial servicesMarket structure and pricingPayment clearing and settlement systemsWorking Paper 2006-36 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-36.pdfCredit in a Tiered Payments SystemAlexandra LaiNikil ChandeSean O'ConnorOctober 2006GG2G21LL1L12L13L2L22Are Canadian Banks Efficient? A Canada–U.S. Comparison
https://www.bankofcanada.ca/2006/09/working-paper-2006-33/
The authors compare the efficiency of Canada's largest banks with U.S. commercial banks over the past 20 years. Efficiency is measured in three ways.2006-09-03T16:18:40+00:00enAre Canadian Banks Efficient? A Canada–U.S. Comparison2006-09-03Financial institutionsWorking Paper 2006-33 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-33.pdfAre Canadian Banks Efficient? A Canada–U.S. ComparisonJason AllenWalter EngertYing LiuSeptember 2006CC3C33DD2D24GG2G21Estimation of the Default Risk of Publicly Traded Canadian Companies
https://www.bankofcanada.ca/2006/08/working-paper-2006-28/
Two models of default risk are prominent in the financial literature: Merton's structural model and Altman's non-structural model.2006-08-03T15:42:19+00:00enEstimation of the Default Risk of Publicly Traded Canadian Companies2006-08-03Credit and credit aggregatesDebt managementEconometric and statistical methodsFinancial marketsRecent economic and financial developmentsWorking Paper 2006-28 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-28.pdfEstimation of the Default Risk of Publicly Traded Canadian CompaniesGeorges DionneSadok LaajimiSofiane MejriMadalina PetrescuAugust 2006GG2G21G24G28G3G33Examining the Trade-Off between Settlement Delay and Intraday Liquidity in Canada's LVTS: A Simulation Approach
https://www.bankofcanada.ca/2006/06/working-paper-2006-20/
The author explores a fundamental trade-off that occurs between settlement delay and intraday liquidity in the daily operation of large-value payment systems (LVPS), with specific application to Canada's Large Value Transfer System (LVTS).2006-06-01T12:48:35+00:00enExamining the Trade-Off between Settlement Delay and Intraday Liquidity in Canada's LVTS: A Simulation Approach2006-06-01Payment clearing and settlement systemsWorking Paper 2006-20 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-20.pdfExamining the Trade-Off between Settlement Delay and Intraday Liquidity in Canada’s LVTS: A Simulation ApproachNeville ArjaniJune 2006EE4E47GG2G21Ownership Concentration and Competition in Banking Markets
https://www.bankofcanada.ca/2006/03/working-paper-2006-7/
Many countries prohibit large shareholdings in their domestic banks.The authors examine whether such a restriction restrains competition in a duopolistic loan market. Blockholders may influence managers' output decisions by choosing capital structure, as in Brander and Lewis (1986).2006-03-05T12:43:08+00:00enOwnership Concentration and Competition in Banking Markets2006-03-05Financial institutionsFinancial servicesFinancial system regulation and policiesWorking Paper 2006-7 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-7.pdfOwnership Concentration and Competition in Banking MarketsAlexandra LaiRaphael SolomonMarch 2006GG2G21G28G3G32LL1L10