Financial stability - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T23:35:10+00:00A Counterfactual Valuation of the Stock Index as a Predictor of Crashes
https://www.bankofcanada.ca/2017/09/staff-working-paper-2017-38/
Stock market fundamentals would not seem to meaningfully predict returns over a shorter-term horizon—instead, I shift focus to severe downside risk (i.e., crashes).2017-09-20T11:43:44+00:00enA Counterfactual Valuation of the Stock Index as a Predictor of Crashes2017-09-20Asset pricingFinancial stabilityStaff Working Paper 2017-38https://www.bankofcanada.ca/wp-content/uploads/2017/09/swp2017-38.pdfA Counterfactual Valuation of the Stock Index as a Predictor of CrashesTom RobertsSeptember 2017GG0G01G1G12G17G19The MacroFinancial Risk Assessment Framework (MFRAF), Version 2.0
https://www.bankofcanada.ca/2017/09/technical-report-111/
This report provides a detailed technical description of the updated MacroFinancial Risk Assessment Framework (MFRAF), which replaces the version described in Gauthier, Souissi and Liu (2014) as the Bank of Canada’s stress-testing model for banks with a focus on domestic systemically important banks (D-SIBs).2017-09-14T11:59:57+00:00enThe MacroFinancial Risk Assessment Framework (MFRAF), Version 2.02017-09-14Financial stabilityFinancial system regulation and policiesTechnical Report No. 111https://www.bankofcanada.ca/wp-content/uploads/2017/09/tr111.pdfThe MacroFinancial Risk Assessment Framework (MFRAF), Version 2.0Jose FiqueSeptember 2017CC7C72EE5E58GG0G01G2G21G28