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Bank of Canada RSS Feedsen2024-03-29T02:19:02+00:00Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests
https://www.bankofcanada.ca/2018/11/staff-working-paper-2018-54/
How much capital do banks need as a buffer to absorb severe shocks? By using historical stock market data, market-based stress tests help estimate the magnitude of capital buffers necessary to absorb severe but plausible shocks.2018-11-06T15:19:51+00:00enCalibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests2018-11-06Financial institutionsFinancial stabilityFinancial system regulation and policiesStaff Working Paper 2018-54https://www.bankofcanada.ca/wp-content/uploads/2018/11/swp2018-54.pdfCalibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress TestsMaarten van OordtNovember 2018GG1G10G2G21G28