G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T12:41:18+00:00Non-Bank Investors and Loan Renegotiations
https://www.bankofcanada.ca/2016/12/staff-working-paper-2016-60/
We document that the structure of syndicates affects loan renegotiations. Lead banks with large retained shares have positive effects on renegotiations. In contrast, more diverse syndicates deter renegotiations, but only for credit lines.2016-12-22T11:46:34+00:00enNon-Bank Investors and Loan Renegotiations2016-12-22Financial institutionsFinancial system regulation and policiesStaff Working Paper 2016-60https://www.bankofcanada.ca/wp-content/uploads/2016/12/swp2016-60.pdfNon-Bank Investors and Loan RenegotiationsTeodora PaligorovaJoão SantosDecember 2016GG2G21G23Bank Screening Heterogeneity
https://www.bankofcanada.ca/2016/12/staff-working-paper-2016-56/
Production efficiency and financial stability do not necessarily go hand in hand. With heterogeneity in banks’ abilities to screen borrowers, the market for loans becomes segmented and a self-competition mechanism arises. When heterogeneity increases, the intensive and extensive margins have opposite effects.2016-12-13T11:58:20+00:00enBank Screening Heterogeneity2016-12-13Financial institutionsFinancial stabilityFinancial system regulation and policiesStaff Working Paper 2016-56https://www.bankofcanada.ca/wp-content/uploads/2016/12/swp2016-56.pdfBank Screening HeterogeneityThibaut DupreyDecember 2016GG1G14G2G21LL1L13Credit Risk and Collateral Demand in a Retail Payment System
https://www.bankofcanada.ca/2016/07/staff-discussion-paper-2016-16/
The recent financial crisis has led to the development of new regulations to control risk in designated payment systems, and the implementation of new credit risk management standards is one of the key issues. In this paper, we study various credit risk management schemes for the Canadian retail payment system (ACSS) that are designed to cover the exposure of a defaulting member.2016-07-27T07:41:33+00:00enCredit Risk and Collateral Demand in a Retail Payment System2016-07-27Econometric and statistical methodsFinancial stabilityPayment clearing and settlement systemsStaff Discussion Paper 2016-16https://www.bankofcanada.ca/wp-content/uploads/2016/07/sdp2016-16.pdfCredit Risk and Collateral Demand in a Retail Payment SystemHéctor Pérez SaizGabriel XerriJuly 2016CC5C58GG2G21G23International Banking and Cross-Border Effects of Regulation: Lessons from Canada
https://www.bankofcanada.ca/2016/07/staff-working-paper-2016-34/
We study how changes in prudential requirements affect cross-border lending of Canadian banks by utilizing an index that aggregates adjustments in key regulatory instruments across jurisdictions.2016-07-22T13:03:56+00:00enInternational Banking and Cross-Border Effects of Regulation: Lessons from Canada2016-07-22Financial institutionsFinancial stabilityFinancial system regulation and policiesStaff Working Paper 2016-34https://www.bankofcanada.ca/wp-content/uploads/2016/07/swp2016-34.pdfInternational Banking and Cross-Border Effects of Regulation: Lessons from CanadaH. Evren DamarAdi MordelJuly 2016FF3F34GG0G01G2G21Financial Inclusion—What’s it Worth?
https://www.bankofcanada.ca/2016/07/staff-working-paper-2016-30/
The paper studies the determinants of being unbanked in the euro area and the United States as well as the effects of being unbanked on wealth accumulation. Based on household-level data from The Eurosystem Household Finance and Consumption Survey and the U.S. Survey of Consumer Finances, it first documents that there are, respectively, 3.6 per cent and 7.5 per cent of unbanked households in the two economies.2016-07-18T09:53:56+00:00enFinancial Inclusion—What’s it Worth?2016-07-18Econometric and statistical methodsFinancial servicesFinancial system regulation and policiesHousingStaff Working Paper 2016-30https://www.bankofcanada.ca/wp-content/uploads/2016/07/swp2016-30.pdfFinancial Inclusion—What’s it Worth?Miguel AmpudiaMichael EhrmannJuly 2016DD1D14GG2G21G28Implementing 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 2016GG0G01G2G21G3G32On the Nexus of Monetary Policy and Financial Stability: Is the Financial System More Resilient?
https://www.bankofcanada.ca/2016/05/staff-discussion-paper-2016-12/
Monetary policy and financial stability are closely intertwined, and the resilience of the financial system carries weight in this relationship. This paper explores whether the financial system is more resilient as a result of the G20’s post-crisis agenda for financial regulatory reform.2016-05-27T14:17:32+00:00enOn the Nexus of Monetary Policy and Financial Stability: Is the Financial System More Resilient?2016-05-27Financial stabilityFinancial system regulation and policiesMonetary policy frameworkStaff Discussion Paper 2016-12https://www.bankofcanada.ca/wp-content/uploads/2016/05/sdp2016-12.pdfOn the Nexus of Monetary Policy and Financial Stability: Is the Financial System More Resilient?Patricia Palhau MoraMichael JanuskaMay 2016EE5E52GG0G01G2G21G23G28Asset Encumbrance, Bank Funding and Financial Fragility
https://www.bankofcanada.ca/2016/04/staff-working-paper-2016-16/
In this piece we show that a limit on the level of asset encumbrance and minimum capital requirements are effective tools for minimizing the incentive for banks to take excessive risk.2016-04-14T11:10:57+00:00enAsset Encumbrance, Bank Funding and Financial Fragility2016-04-14Financial institutionsFinancial stabilityFinancial system regulation and policiesStaff Working Paper 2016-16https://www.bankofcanada.ca/wp-content/uploads/2016/04/swp2016-16.pdfAsset Encumbrance, Bank Funding and Financial FragilityKartik AnandPrasanna GaiJames ChapmanToni AhnertApril 2016DD8D82GG0G01G2G21G28Measuring Systemic Risk Across Financial Market Infrastructures
https://www.bankofcanada.ca/2016/03/staff-working-paper-2016-10/
We measure systemic risk in the network of financial market infrastructures (FMIs) as the probability that two or more FMIs have a large credit risk exposure to the same FMI participant.2016-03-15T08:37:05+00:00enMeasuring Systemic Risk Across Financial Market Infrastructures2016-03-15Econometric and statistical methodsFinancial stabilityPayment clearing and settlement systemsStaff Working Paper 2016-10https://www.bankofcanada.ca/wp-content/uploads/2016/03/swp2016-10.pdfMeasuring Systemic Risk Across Financial Market InfrastructuresFuchun LiHéctor Pérez SaizMarch 2016CC5C58GG2G21G23