Maarten van Oordt - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T13:52:15+00:00Complementing the Credit Risk Assessment of Financial Counterparties with Market-Based Indicators
https://www.bankofcanada.ca/2017/10/staff-analytical-note-2017-15/
The Bank’s internal credit risk assessment abilities are regularly enhanced. In this note, we present a recent innovation that extends the set of market-based indicators used in the credit risk assessment of financial counterparties.2017-10-17T15:02:19+00:00enComplementing the Credit Risk Assessment of Financial Counterparties with Market-Based Indicators2017-10-17