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2024-03-29T14:07:11+00:00
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Adverse Selection, Liquidity, and Market Breakdown
https://www.bankofcanada.ca/2010/12/working-paper-2010-32/
This paper studies the interaction between adverse selection, liquidity risk and beliefs about systemic risk in determining market liquidity, asset prices and welfare. Even a small amount of adverse selection in the asset market can lead to fire-sale pricing and possibly to a market breakdown if it is accompanied by a flight-to-liquidity, a misassessment of systemic risk, or uncertainty about asset values.
2010-12-13T15:02:52+00:00
en
Adverse Selection, Liquidity, and Market Breakdown
2010-12-13
Financial institutions
Financial markets
Financial stability
Adverse Selection, Liquidity, and Market Breakdown
https://www.bankofcanada.ca/wp-content/uploads/2010/12/wp10-32.pdf
Adverse Selection, Liquidity, and Market Breakdown
Koralai Kirabaeva
December 2010
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D8
D82
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G01
G1
G11
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Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings
https://www.bankofcanada.ca/2010/11/working-paper-2010-29/
We offer a multi-period systemic risk assessment framework with which to assess recent liquidity and capital regulatory requirement proposals in a holistic way.
2010-11-16T10:39:04+00:00
en
Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings
2010-11-16
Financial stability
Financial system regulation and policies
Working Paper 2010-29
https://www.bankofcanada.ca/wp-content/uploads/2010/11/wp10-29.pdf
Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings
CĂ©line Gauthier
Zhongfang He
Moez Souissi
November 2010
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C1
C15
C8
C81
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E4
E44
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G01
G2
G21
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Financial Stress, Monetary Policy, and Economic Activity
https://www.bankofcanada.ca/2010/05/working-paper-2010-12/
This paper examines empirically the impact of financial stress on the transmission of monetary policy shocks in Canada. The model used is a threshold vector autoregression in which a regime change occurs if financial stress conditions cross a critical threshold.
2010-05-21T13:24:59+00:00
en
Financial Stress, Monetary Policy, and Economic Activity
2010-05-21
Financial stability
Monetary policy and uncertainty
Working Paper 2010-12
https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp10-12.pdf
Financial Stress, Monetary Policy, and Economic Activity
Fuchun Li
Pierre St-Amant
May 2010
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C01
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E5
E50
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