C6 - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T01:14:09+00:00Stressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions
https://www.bankofcanada.ca/2021/07/staff-working-paper-2021-35/
Our stress-testing tool considers banks under stress that can strategically manage their balance sheets. Using confidential Canadian supervisory data, we assess whether bank behaviour to maximize shareholder value can amplify a hypothetical stress scenario.2021-07-20T09:01:22+00:00enStressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions2021-07-20Central bank researchEconomic modelsFinancial institutionsFinancial stabilityFinancial system regulation and policiesStaff Working Paper 2021-35https://www.bankofcanada.ca/wp-content/uploads/2021/07/swp2021-35.pdfStaff Working Paper 2021-35Grzegorz HalajSofia PriazhkinaJuly 2021CC6C63C7C72GG2G21