C63 - Computational Techniques; Simulation Modeling - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T00:16:58+00:00Filling in the Blanks: Network Structure and Interbank Contagion
https://www.bankofcanada.ca/2014/06/working-paper-2014-26/
The network pattern of financial linkages is important in many areas of banking and finance. Yet bilateral linkages are often unobserved, and maximum entropy serves as the leading method for estimating counterparty exposures.2014-06-18T11:49:45+00:00enFilling in the Blanks: Network Structure and Interbank Contagion2014-06-18Econometric and statistical methodsFinancial institutionsFinancial stabilityWorking Paper 2014-26https://www.bankofcanada.ca/wp-content/uploads/2014/06/wp2014-26.pdfFilling in the Blanks: Network Structure and Interbank ContagionKartik AnandBen CraigGoetz von PeterJune 2014CC6C63DD8D85GG2G21LL1L14Stress 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 Approach2014-06-12