G01 - Financial Crises - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T17:48:05+00:00Regulatory Constraints on Bank Leverage: Issues and Lessons from the Canadian Experience
https://www.bankofcanada.ca/2009/12/discussion-paper-2009-15/
The Basel capital framework plays an important role in risk management by linking a bank's minimum capital requirements to the riskiness of its assets. Nevertheless, the risk estimates underlying these calculations may be imperfect, and it appears that a cyclical bias in measures of risk-adjusted capital contributed to procyclical increases in global leverage prior to the recent financial crisis.2009-12-01T11:50:45+00:00enRegulatory Constraints on Bank Leverage: Issues and Lessons from the Canadian Experience2009-12-01Financial institutionsFinancial stabilityFinancial system regulation and policiesDiscussion Paper 2009-15https://www.bankofcanada.ca/wp-content/uploads/2010/01/dp09-15.pdfÉtienne BordeleauAllan CrawfordChristopher GrahamDecember 2009GG0G01G2G21G28Short Changed? The Market's Reaction to the Short Sale Ban of 2008
https://www.bankofcanada.ca/2009/08/working-paper-2009-23/
Do short sales restrictions have an impact on security prices? We address this question in the context of a natural experiment surrounding the short sale ban of 2008 using a comprehensive sample of Canadian stocks cross-listed in the U.S.2009-08-12T16:10:05+00:00enShort Changed? The Market's Reaction to the Short Sale Ban of 20082009-08-12Financial marketsInternational topicsWorking Paper 2009-23 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp09-23.pdfShort Changed? The Market's Reaction to the Short Sale Ban of 2008Louis GagnonJonathan WitmerAugust 2009FF3F30GG0G01G1G18G2G20Testing for Financial Contagion with Applications to the Canadian Banking System
https://www.bankofcanada.ca/2009/05/working-paper-2009-14/
The author proposes a new test for financial contagion based on a non-parametric measure of the cross-market correlation. The test does not depend on the assumption that the data are drawn from a given probability distribution; therefore, it allows for maximal flexibility in fitting into the data.2009-05-03T11:26:49+00:00enTesting for Financial Contagion with Applications to the Canadian Banking System2009-05-03Central bank researchEconometric and statistical methodsFinancial stabilityWorking Paper 2009-14 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp09-14.pdfTesting for Financial Contagion with Applications to the Canadian Banking SystemFuchun LiMay 2009CC1C12GG0G01G1G15