Francisco Rivadeneyra - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T19:10:18+00:00Modelling the Asset-Allocation and Liability Strategy for Canada’s Foreign Exchange Reserves
https://www.bankofcanada.ca/wp-content/uploads/2013/05/boc-review-spring13-rivadeneyra.pdf
The Bank of Canada recently developed an asset-liability-matching model to aid in the management of Canada’s foreign exchange reserves. The model allows policy-makers at the Bank and the Department of Finance to analyze asset-allocation and funding-mix decisions by quantifying both the risk-return and liquidity trade-offs for the assets, as well as the risk-cost trade-offs of the funding liabilities.2013-05-16T07:37:03+00:00enModelling the Asset-Allocation and Liability Strategy for Canada’s Foreign Exchange Reserves2013-05-16Financial Development and the Volatility of Income
https://www.bankofcanada.ca/2013/01/working-paper-2013-4/
This paper presents a general equilibrium model with endogenous collateral constraints to study the relationship between financial development and business cycle fluctuations in a cross-section of economies with different sizes of their financial sector.2013-01-30T10:48:33+00:00enFinancial Development and the Volatility of Income2013-01-30Credit and credit aggregatesFinancial stabilityWorking Paper 2013-4https://www.bankofcanada.ca/wp-content/uploads/2013/01/wp2013-04.pdfFinancial Development and the Volatility of IncomeTiago PinheiroFrancisco RivadeneyraMarc TeignierJanuary 2013EE3E32E6E60