Guillaume Bédard-Pagé - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T14:19:21+00:00Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach
https://www.bankofcanada.ca/2019/04/technical-report-115/
This report provides a detailed technical description of a stress test model for investment funds called Ceto.2019-04-11T16:25:19+00:00enBond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach2019-04-11Economic modelsFinancial institutionsFinancial marketsFinancial stabilityTechnical Report 115https://www.bankofcanada.ca/wp-content/uploads/2019/04/tr115.pdfBond Funds and Fixed-Income Market Liquidity: A Stress-Testing ApproachRohan AroraGuillaume Bédard-PagéGuillaume Ouellet LeblancRyan ShotlanderApril 2019GG1G12G14G2G20G23