Financial institutions - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T12:38:43+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 2013GG0G01G2G21G28G3G32G33CoMargin
https://www.bankofcanada.ca/2013/12/working-paper-2013-47/
We present CoMargin, a new methodology to estimate collateral requirements for central counterparties (CCPs) in derivatives markets. CoMargin depends on both the tail risk of a given market participant and its interdependence with other participants.2013-12-20T10:09:24+00:00enCoMargin2013-12-20Econometric and statistical methodsFinancial institutionsFinancial marketsFinancial stabilityWorking Paper 2013-47https://www.bankofcanada.ca/wp-content/uploads/2013/12/wp2013-47.pdfCoMarginJorge Cruz LopezJeffrey H. HarrisChristophe HurlinChristophe PérignonDecember 2013GG1G13Lessons from the Financial Crisis: Bank Performance and Regulatory Reform
https://www.bankofcanada.ca/2013/12/discussion-paper-2013-4/
The financial systems of some countries fared materially better than others during the global financial crisis of 2007-09.2013-12-19T08:31:13+00:00enLessons from the Financial Crisis: Bank Performance and Regulatory Reform2013-12-19Financial institutionsFinancial system regulation and policiesDiscussion Paper 2013-04https://www.bankofcanada.ca/wp-content/uploads/2013/12/dp2013-04.pdfLessons from the Financial Crisis: Bank Performance and Regulatory ReformNeville ArjaniGraydon PaulinDecember 2013GG2G21G28Fragmentation in Canadian Equity Markets
https://www.bankofcanada.ca/wp-content/uploads/2013/11/boc-review-autumn13-garriott.pdf
Changes in technology and regulation have resulted in an increasing number of trading venues in equity markets in Canada. New trading platforms have intensified price competition and have encouraged innovation, and they do not appear to have segmented trade. But the increasingly complex market structure has necessitated investments in expensive technology and has introduced new operational risks. Regulatory responses should be carefully adapted to retain the competition and innovation associated with this market fragmentation.2013-11-14T08:08:53+00:00enFragmentation in Canadian Equity Markets2013-11-14Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults
https://www.bankofcanada.ca/2013/06/working-paper-2013-19/
This paper proposes a theoretical framework to analyze the relationship between credit shocks, firm defaults and volatility, and to study the impact of credit shocks on business cycle dynamics.2013-06-11T10:24:38+00:00enBusiness Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults2013-06-11Business fluctuations and cyclesCredit and credit aggregatesEconomic modelsFinancial institutionsWorking Paper 2013-19https://www.bankofcanada.ca/wp-content/uploads/2013/06/wp2013-19.pdfBusiness Cycle Effects of Credit Shocks in a DSGE Model with Firm DefaultsM. Hashem PesaranTengTeng XuJune 2013EE3E32E4E44GG2G21Countercyclical Bank Capital Requirement and Optimized Monetary Policy Rules
https://www.bankofcanada.ca/2013/04/working-paper-2013-8/
Using BoC-GEM-Fin, a large-scale DSGE model with real, nominal and financial frictions featuring a banking sector, we explore the macroeconomic implications of various types of countercyclical bank capital regulations. Results suggest that countercyclical capital requirements have a significant stabilizing effect on key macroeconomic variables, but mostly after financial shocks.2013-04-08T11:40:14+00:00enCountercyclical Bank Capital Requirement and Optimized Monetary Policy Rules2013-04-08Economic modelsFinancial institutionsFinancial stabilityInternational topicsWorking Paper 2013-08https://www.bankofcanada.ca/wp-content/uploads/2013/04/wp2013-08.pdfCountercyclical Bank Capital Requirement and Optimized Monetary Policy RulesCarlos De ResendeAli DibRené LalondeNikita PerevalovApril 2013EE3E32E4E44E5GG1G2Méthodologie de construction de séries de taux de défaut pour l’industrie canadienne
https://www.bankofcanada.ca/2013/03/discussion-paper-2013-2/
Default rates are series commonly used in stress testing. In Canada, as in many other countries, there are no historical series available for sectoral default rates on bank loans to firms.2013-03-07T09:29:18+00:00frMéthodologie de construction de séries de taux de défaut pour l’industrie canadienne2013-03-07Econometric and statistical methodsFinancial institutionsFinancial stabilityDiscussion Paper 2013-02https://www.bankofcanada.ca/wp-content/uploads/2013/03/dp2013-02.pdfMéthodologie de construction de séries de taux de défaut pour l’industrie canadienneRamdane DjoudadÉtienne BordeleauMarch 2013CC1C13C18GG2G21G3G33Real-financial Linkages through Loan Default and Bank Capital
https://www.bankofcanada.ca/2013/01/working-paper-2013-3/
Many studies in macroeconomics argue that financial frictions do not amplify the impacts of real shocks. This finding is based on models without endogenous default on loans and bank capital. Using a model featuring endogenous interactions between firm default and bank capital, this paper revisits the propagation mechanisms of real and financial shocks.2013-01-10T09:54:09+00:00enReal-financial Linkages through Loan Default and Bank Capital2013-01-10Financial institutionsFinancial stabilityFinancial system regulation and policiesInterest ratesWorking Paper 2013-3https://www.bankofcanada.ca/wp-content/uploads/2013/01/wp2013-03.pdfReal-financial Linkages through Loan Default and Bank CapitalTamon TakamuraJanuary 2013EE3E32E4E44E6E69