G0 - General - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T14:11:44+00:00Funding Advantage and Market Discipline in the Canadian Banking Sector
https://www.bankofcanada.ca/2013/12/working-paper-2013-50/
We employ a comprehensive data set and a variety of methods to provide evidence on the magnitude of large banks’ funding advantage in Canada, and on the extent to which market discipline exists across different securities issued by the Canadian banks.2013-12-23T07:44:08+00:00enFunding Advantage and Market Discipline in the Canadian Banking Sector2013-12-23Financial institutionsInterest ratesWorking Paper 2013-50https://www.bankofcanada.ca/wp-content/uploads/2013/12/wp2013-50.pdfFunding Advantage and Market Discipline in the Canadian Banking SectorMehdi BeyhaghiChris D'SouzaGordon S. RobertsDecember 2013GG0G01G2G21G28G3G32G33Assessing Financial System Vulnerabilities: An Early Warning Approach
https://www.bankofcanada.ca/wp-content/uploads/2013/11/boc-review-autumn13-pasricha.pdf
This article focuses on a quantitative method to identify financial system vulnerabilities, specifically, an imbalance indicator model (IIM) and its application to Canada. An IIM identifies potential vulnerabilities in a financial system by comparing current economic and financial data with data from periods leading up to past episodes of financial stress. It complements other sources of information - including market intelligence and regular monitoring of the economy - that policy-makers use to assess vulnerabilities.2013-11-14T08:09:13+00:00enAssessing Financial System Vulnerabilities: An Early Warning Approach2013-11-14The ‘Celtic Crisis’: Guarantees, Transparency and Systemic Liquidity Risk
https://www.bankofcanada.ca/2013/09/working-paper-2013-31/
Bank liability guarantee schemes have traditionally been viewed as costless measures to shore up investor confidence and prevent bank runs. However, as the experiences of some European countries, most notably Ireland, have demonstrated, the credibility and effectiveness of these guarantees are crucially intertwined with the sovereign’s funding risks.2013-09-05T10:50:21+00:00enThe ‘Celtic Crisis’: Guarantees, Transparency and Systemic Liquidity Risk2013-09-05Financial stabilityFinancial system regulation and policiesWorking Paper 2013-31https://www.bankofcanada.ca/wp-content/uploads/2013/09/wp2013-31.pdfThe ‘Celtic Crisis’: Guarantees, Transparency and Systemic Liquidity RiskPhilipp KönigKartik AnandFrank HeinemannSeptember 2013DD8D89GG0G01G2G28Fire-Sale FDI or Business as Usual?
https://www.bankofcanada.ca/2013/06/working-paper-2013-17/
Using a new data set, we examine the characteristics and dynamics of cross-border mergers and acquisitions during emerging-market financial crises, that is, so-called “fire-sale FDI.” Our findings shed fresh light on whether the transactions undertaken during crisis periods differ in fundamental ways from those undertaken during more tranquil periods.2013-06-11T08:36:37+00:00enFire-Sale FDI or Business as Usual?2013-06-11Financial marketsInternational financial marketsInternational topicsWorking Paper 2013-17https://www.bankofcanada.ca/wp-content/uploads/2013/06/wp2013-17.pdfFire-Sale FDI or Business as Usual?Ron AlquistRahul MukherjeeLinda TesarJune 2013FF2F21GG0G01G3G34A Semiparametric Early Warning Model of Financial Stress Events
https://www.bankofcanada.ca/2013/05/working-paper-2013-13/
The authors use the Financial Stress Index created by the International Monetary Fund to predict the likelihood of financial stress events for five developed countries: Canada, France, Germany, the United Kingdom and the United States.2013-05-14T12:28:51+00:00enA Semiparametric Early Warning Model of Financial Stress Events2013-05-14Econometric and statistical methodsFinancial stabilityWorking Paper 2013-13https://www.bankofcanada.ca/wp-content/uploads/2013/05/wp2013-13.pdfA Semiparametric Early Warning Model of Financial Stress EventsIan ChristensenFuchun LiMay 2013CC1C12C14GG0G01G1G17