F31 - Foreign Exchange - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T13:03:11+00:00Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns
https://www.bankofcanada.ca/2017/05/staff-working-paper-2017-19/
Increased sovereign credit risk is often associated with sharp currency movements. Therefore, expectations of the probability of a sovereign default event can convey important information regarding future movements of exchange rates.2017-05-17T08:24:48+00:00enAssessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns2017-05-17Econometric and statistical methodsExchange ratesInternational financial marketsStaff Working Paper 2017-19https://www.bankofcanada.ca/wp-content/uploads/2017/05/swp2017-19.pdfAssessing the Predictive Ability of Sovereign Default Risk on Exchange Rate ReturnsClaudia ForoniFrancesco RavazzoloBarbara SadabaMay 2017CC2C22C5C52C53FF3F31Methodology for Assigning Credit Ratings to Sovereigns
https://www.bankofcanada.ca/2017/05/staff-discussion-paper-2017-7/
The investment of foreign exchange reserves or other asset portfolios requires an assessment of the credit quality of investment counterparties. Traditionally, foreign exchange reserve and asset managers have relied on credit rating agencies (CRAs) as the main source for credit assessments.2017-05-12T11:49:28+00:00enMethodology for Assigning Credit Ratings to Sovereigns2017-05-12Credit risk managementForeign reserves managementStaff Discussion Paper 2017-7https://www.bankofcanada.ca/wp-content/uploads/2017/05/sdp2017-7.pdfMethodology for Assigning Credit Ratings to SovereignsPhilippe MullerJérôme BourqueMay 2017FF3F31GG2G24G28G3G32Multilateral Development Bank Credit Rating Methodology: Overcoming the Challenges in Assessing Relative Credit Risk in Highly Rated Institutions Based on Public Data
https://www.bankofcanada.ca/2017/05/staff-discussion-paper-2017-6/
The investment of foreign exchange reserves or other asset portfolios requires an assessment of the credit quality of counterparties. Traditionally, foreign exchange reserve managers and other investors have relied on credit rating agencies (CRAs) as the main source for credit assessments.2017-05-12T11:33:49+00:00enMultilateral Development Bank Credit Rating Methodology: Overcoming the Challenges in Assessing Relative Credit Risk in Highly Rated Institutions Based on Public Data2017-05-12Credit risk managementForeign reserves managementStaff Discussion Paper 2017-6https://www.bankofcanada.ca/wp-content/uploads/2017/05/sdp2017-6.pdfMultilateral Development Bank Credit Rating Methodology: Overcoming the Challenges in Assessing Relative Credit Risk in Highly Rated Institutions Based on Public DataDavid Xiao ChenPhilippe MullerHawa WaguéMay 2017FF3F31GG2G24G28G3G32