Radoslav Raykov - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T14:18:35+00:00Systemic Risk and Portfolio Diversification: Evidence from the Futures Market
https://www.bankofcanada.ca/2021/10/staff-working-paper-2021-50/
This paper explores how the Canadian futures market contributed to banks’ systemic risk during the 2008 financial crisis. It finds that core banks as a whole traded against the periphery, in this way increasing their risk of simultaneous losses.2021-10-13T10:53:46+00:00enSystemic Risk and Portfolio Diversification: Evidence from the Futures Market2021-10-13Financial institutionsFinancial marketsStaff Working Paper 2021-50https://www.bankofcanada.ca/wp-content/uploads/2021/10/swp2021-50.pdfStaff Working Paper 2021-50Radoslav RaykovOctober 2021GG1G10G2G20