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Bank of Canada RSS Feedsen2024-03-29T14:03:12+00:00Understanding Systemic Risk in the Banking Sector: A MacroFinancial Risk Assessment Framework
https://www.bankofcanada.ca/wp-content/uploads/2012/05/boc-review-spring12-gauthier.pdf
The MacroFinancial Risk Assessment Framework (MFRAF) models the interconnections between liquidity and solvency in a financial system, with multiple institutions linked through an interbank network. The MFRAF integrates funding liquidity risk as an endogenous outcome of the interactions between solvency risk and the liquidity profiles of banks, which is a complementary approach to the new […]2012-05-17T10:21:49+00:00enUnderstanding Systemic Risk in the Banking Sector: A MacroFinancial Risk Assessment Framework2012-05-17