Thibaut Duprey - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T11:47:27+00:00Bank 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 2016GG1G14G2G21LL1L13Dating Systemic Financial Stress Episodes in the EU Countries
https://www.bankofcanada.ca/2016/03/staff-working-paper-2016-11/
This paper introduces a new methodology to date systemic financial stress events in a transparent, objective and reproducible way. The financial cycle is captured by a monthly country-specific financial stress index.2016-03-18T08:34:32+00:00enDating Systemic Financial Stress Episodes in the EU Countries2016-03-18Business fluctuations and cyclesCentral bank researchEconometric and statistical methodsEconomic modelsFinancial marketsFinancial stabilityFinancial system regulation and policiesMonetary and financial indicatorsStaff Working Paper 2016-11https://www.bankofcanada.ca/wp-content/uploads/2016/03/swp2016-11.pdfDating Systemic Financial Stress Episodes in the EU CountriesBenjamin KlausTuomas PeltonenThibaut DupreyMarch 2016CC5C54GG0G01G1G15