Moez Souissi - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T09:06:25+00:00Understanding 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+00:00enUnderstanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings2010-11-16Financial stabilityFinancial system regulation and policiesWorking Paper 2010-29https://www.bankofcanada.ca/wp-content/uploads/2010/11/wp10-29.pdfUnderstanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset HoldingsCéline GauthierZhongfang HeMoez SouissiNovember 2010CC1C15C8C81EE4E44GG0G01G2G21Macroprudential Regulation and Systemic Capital Requirements
https://www.bankofcanada.ca/2010/01/working-paper-2010-4/
In the aftermath of the financial crisis, there is interest in reforming bank regulation such that capital requirements are more closely linked to a bank's contribution to the overall risk of the financial system. In our paper we compare alternative mechanisms for allocating the overall risk of a banking system to its member banks.2010-01-26T09:44:52+00:00enMacroprudential Regulation and Systemic Capital Requirements2010-01-26Financial stabilityWorking Paper 2010-4https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp10-4.pdfMacroprudential Regulation and Systemic Capital RequirementsCéline GauthierAlfred LeharMoez SouissiJanuary 2010CC1C15C8C81EE4E44GG2G21