G01 - Financial Crises - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T14:02:32+00:00Stress Testing the Canadian Banking System: A System-Wide Approach
https://www.bankofcanada.ca/wp-content/uploads/2014/06/fsr-june2014-anand.pdf
Stress testing is an important tool used by financial authorities and entities around the world to evaluate potential risks to the financial system. Kartik Anand, Guillaume Bédard-Pagé and Virginie Traclet discuss different stress-testing approaches, with emphasis on the innovative and analytically rigorous model developed by the Bank of Canada: the MacroFinancial Risk Assessment Framework (MFRAF). They also present the stress-test results obtained in the context of the 2013 Canada Financial Sector Assessment Program led by the International Monetary Fund, including the important contributions made by the use of MFRAF in the exercise.2014-06-12T10:30:47+00:00enStress Testing the Canadian Banking System: A System-Wide Approach2014-06-12Rollover Risk, Liquidity and Macroprudential Regulation
https://www.bankofcanada.ca/2014/06/working-paper-2014-23/
I study rollover risk in the wholesale funding market when intermediaries can hold liquidity ex ante and are subject to fire sales ex post.2014-06-05T07:59:20+00:00enRollover Risk, Liquidity and Macroprudential Regulation2014-06-05Financial institutionsFinancial system regulation and policiesWorking Paper 2014-23https://www.bankofcanada.ca/wp-content/uploads/2014/06/wp2014-23.pdfRollover Risk, Liquidity and Macroprudential RegulationToni AhnertJune 2014GG0G01G1G11G2G28Monetary Policy Transmission during Financial Crises: An Empirical Analysis
https://www.bankofcanada.ca/2014/06/working-paper-2014-21/
This paper studies the effects of a monetary policy expansion in the United States during times of high financial stress. The analysis is carried out by introducing a smooth transition factor model where the transition between states (“normal” and high financial stress) depends on a financial conditions index.2014-06-05T07:01:27+00:00enMonetary Policy Transmission during Financial Crises: An Empirical Analysis2014-06-05Econometric and statistical methodsFinancial marketsMonetary policy transmissionWorking Paper 2014-21https://www.bankofcanada.ca/wp-content/uploads/2014/06/wp2014-21.pdfMonetary Policy Transmission during Financial Crises: An Empirical AnalysisTatjana DahlhausJune 2014CC1C11C3C32EE3E32E4E44GG0G01