G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T13:01:04+00:00What To Do about Bilateral Credit Limits in the LVTS When a Closure Is Anticipated: Risk versus Liquidity Sharing among LVTS Participants
https://www.bankofcanada.ca/2008/09/discussion-paper-2008-13/
The authors examine the effect of a trade-off between shared credit risk and liquidity efficiency, among participants in Tranche 2 of the Large Value Transfer System (LVTS T2), on their decisions to leave open, or close, their bilateral credit limits (BCLs) to a participant at risk of imminent closure.2008-09-25T14:22:00+00:00enWhat To Do about Bilateral Credit Limits in the LVTS When a Closure Is Anticipated: Risk versus Liquidity Sharing among LVTS Participants2008-09-25Financial institutionsFinancial servicesPayment clearing and settlement systemsDiscussion Paper 2008-13https://www.bankofcanada.ca/wp-content/uploads/2010/01/dp08-13.pdfWhat To Do about Bilateral Credit Limits in the LVTS When a Closure Is Anticipated: Risk versus Liquidity Sharing among LVTS ParticipantsSean O'ConnorGreg CaldwellSeptember 2008GG2G21LL1L13L14Market Structure and the Diffusion of E-Commerce: Evidence from the Retail Banking Industry
https://www.bankofcanada.ca/2008/09/working-paper-2008-32/
This paper studies the role that market structure plays in affecting the diffusion of electronic banking. Electronic banking (and electronic commerce more generally) reduces the cost of performing many types of transactions for firms.2008-09-18T12:58:21+00:00enMarket Structure and the Diffusion of E-Commerce: Evidence from the Retail Banking Industry2008-09-18Financial institutionsMarket structure and pricingWorking Paper 2008-32 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-32.pdfMarket Structure and the Diffusion of E-Commerce: Evidence from the Retail Banking IndustryJason AllenRobert ClarkJean-François HoudeSeptember 2008DD1D14D4GG2G21LL1Non-Linearities, Model Uncertainty, and Macro Stress Testing
https://www.bankofcanada.ca/2008/09/working-paper-2008-30/
A distinguishing feature of macro stress testing exercises is the use of macroeconomic models in scenario design and implementation. It is widely agreed that scenarios should be based on "rare but plausible" events that have either resulted in vulnerabilities in the past or could do so in the future.2008-09-08T11:38:56+00:00enNon-Linearities, Model Uncertainty, and Macro Stress Testing2008-09-08Financial stabilityWorking Paper 2008-30 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-30.pdfNon-Linearities, Model Uncertainty, and Macro Stress TestingMiroslav MisinaDavid TessierSeptember 2008CC1C15GG2G21G3G33