Jason Allen - Latest - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feedsen2024-03-29T09:43:36+00:00Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada
https://www.bankofcanada.ca/2011/08/working-paper-2011-17/
This paper explores the reliability of using prices of credit default swap contracts (CDS) as indicators of default probabilities during the 2007/2008 financial crisis.2011-08-12T15:04:33+00:00enAnalyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada2011-08-12Financial institutionsFinancial marketsPayment clearing and settlement systemsWorking Paper 2011-17https://www.bankofcanada.ca/wp-content/uploads/2011/08/wp2011-17.pdfAnalyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of CanadaJason AllenAli HortaçsuJakub KastlAugust 2011EE4E42E5E58GG0G01G2G28Bank Loans for Private and Public Firms in a Credit Crunch
https://www.bankofcanada.ca/2011/05/working-paper-2011-13/
Banks reliance on short-term funding has increased over time. While an effective source of financing in good times, the 2007 financial crisis has exposed the vulnerability of banks and ultimately firms to such a liability structure.2011-05-16T14:11:34+00:00enBank Loans for Private and Public Firms in a Credit Crunch2011-05-16Financial institutionsWorking Paper 2011-13https://www.bankofcanada.ca/wp-content/uploads/2011/05/wp11-13.pdfBank Loans for Private and Public Firms in a Credit CrunchJason AllenTeodora PaligorovaMay 2011GG0G01G2G20Competition in the Canadian Mortgage Market
https://www.bankofcanada.ca/wp-content/uploads/2011/02/allen.pdf
This article begins with a brief examination of the Canadian mortgage market, focusing on the market’s evolution following changes to the Bank Act in 1992, which allowed chartered banks to enter the trust business, and the subsequent entrance of virtual banks and mortgage brokers.2011-02-17T10:30:41+00:00enCompetition in the Canadian Mortgage Market2011-02-17Discounting in Mortgage Markets
https://www.bankofcanada.ca/2011/02/working-paper-2011-3/
This paper studies discounting in mortgage markets. Using transaction-level data on Canadian mortgages, we document that over time there's been an increase in the average discount, along with substantial dispersion.2011-02-04T09:42:55+00:00enDiscounting in Mortgage Markets2011-02-04Financial institutionsFinancial servicesWorking Paper 2011-3https://www.bankofcanada.ca/wp-content/uploads/2011/02/wp11-3.pdfDiscounting in Mortgage MarketsJason AllenRobert ClarkJean-François HoudeFebruary 2011DD4GG2G21LL0