G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T17:58:13+00:00A Model of the EFA Liabilities
https://www.bankofcanada.ca/2011/12/discussion-paper-2011-11/
The authors describe the liabilities model of the Exchange Fund Account (EFA). The EFA is managed using an asset-liability matching framework that requires currency and duration matching of both sides of the balance sheet.2011-12-23T09:50:29+00:00enA Model of the EFA Liabilities2011-12-23Debt managementForeign reserves managementDiscussion Paper 2011-11https://www.bankofcanada.ca/wp-content/uploads/2011/12/dp2011-11.pdfA Model of the EFA LiabilitiesFrancisco RivadeneyraOumar DissouDecember 2011GG1G12G3G32Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach
https://www.bankofcanada.ca/2011/09/working-paper-2011-19/
In this paper, we define a financial institution’s contribution to financial systemic risk as the increase in financial systemic risk conditional on the crash of the financial institution. The higher the contribution is, the more systemically important is the institution for the system.2011-09-30T09:04:00+00:00enMeasuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach2011-09-30Econometric and statistical methodsFinancial institutionsFinancial stabilityFinancial system regulation and policiesWorking Paper 2011-19https://www.bankofcanada.ca/wp-content/uploads/2011/09/wp2011-19.pdfMeasuring Systemic Importance of Financial Institutions: An Extreme Value Theory ApproachToni GravelleFuchun LiSeptember 2011CC1C14C5C58GG2G21G3G32The Private Equity Premium Puzzle Revisited
https://www.bankofcanada.ca/2011/02/working-paper-2011-6/
In this paper, I extend the results of Moskowitz and Vissing-Jørgensen (2002) on the returns to entrepreneurial investments in the United States. First, following the authors’ methodology I replicate the original findings from the Survey of Consumer Finances (SCF) for the period 1989–1998 and show that the returns to private and public equity are similar.2011-02-22T08:43:38+00:00enThe Private Equity Premium Puzzle Revisited2011-02-22Financial marketsInterest ratesRecent economic and financial developmentsWorking Paper 2011-6https://www.bankofcanada.ca/wp-content/uploads/2011/02/wp11-6.pdfThe Private Equity Premium Puzzle RevisitedKatya KartashovaFebruary 2011GG1G11G12G2G24G3G31G32