Maarten van Oordt - Bank Publications - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T07:44:50+00:00Implementing Market-Based Indicators to Monitor Vulnerabilities of Financial Institutions
https://www.bankofcanada.ca/2016/06/staff-analytical-note-2016-5/
This note introduces several market-based indicators and examines how they can further inform the Bank of Canada’s vulnerability assessment of Canadian financial institutions. Market-based indicators of leverage suggest that the solvency risk for major Canadian banks has increased since the beginning of the oil-price correction in the second half of 2014.2016-06-10T10:53:38+00:00enImplementing Market-Based Indicators to Monitor Vulnerabilities of Financial Institutions2016-06-10Timing of Banks’ Loan Loss Provisioning During the Crisis
https://www.bankofcanada.ca/2016/06/staff-working-paper-2016-27/
We estimate a panel error correction model for loan loss provisions, using unique supervisory data on flow of funds into and out of the allowance for loan losses of 25 Dutch banks in the post-2008 crisis period. We find that these banks aim for an allowance of 49% of impaired loans.2016-06-08T08:36:05+00:00enTiming of Banks’ Loan Loss Provisioning During the Crisis2016-06-08Financial institutionsFinancial stabilityStaff Working Paper 2016-27https://www.bankofcanada.ca/wp-content/uploads/2016/06/swp2016-27.pdfTiming of Banks’ Loan Loss Provisioning During the CrisisLeo de HaanMaarten van OordtJune 2016GG0G01G2G21G3G32