Credit risk management - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T16:53:29+00:00The Countercyclical Capital Buffer and International Bank Lending: Evidence from Canada
https://www.bankofcanada.ca/2021/11/staff-working-paper-2021-61/
We examine the impact of the CCyB on foreign lending activities of Canadian banks. We show that the announcement of a tightening in another country’s CCyB leads to a decrease in the growth rate of cross-border lending between Canadian banks and borrowers in that other country.2021-11-29T11:21:19+00:00enThe Countercyclical Capital Buffer and International Bank Lending: Evidence from Canada2021-11-29Credit risk managementFinancial institutionsFinancial stabilityFinancial system regulation and policiesInternational topicsStaff Working Paper 2021-61https://www.bankofcanada.ca/wp-content/uploads/2021/11/swp2021-61.pdfStaff Working Paper 2021-61David Xiao ChenChristian FriedrichNovember 2021EE3E32FF2F21F3F32GG2G21G28Updated Methodology for Assigning Credit Ratings to Sovereigns
https://www.bankofcanada.ca/2021/11/staff-discussion-paper-2021-16/
We update the Bank of Canada’s credit rating methodology for sovereigns, including our approach to assessing their fiscal position and monetary policy flexibility. We also explicitly consider climate-related factors.2021-11-15T15:21:31+00:00enUpdated Methodology for Assigning Credit Ratings to Sovereigns2021-11-15Credit risk managementForeign reserves managementStaff Discussion Paper 2021-16https://www.bankofcanada.ca/wp-content/uploads/2021/11/sdp2021-16.pdfStaff Discussion Paper 2021-16Karim McDanielsNico PaleschSanjam SuriZacharie QuivigerJohn WalshNovember 2021FF3F31GG2G24G28G3G32An Optimal Macroprudential Policy Mix for Segmented Credit Markets
https://www.bankofcanada.ca/2021/06/staff-working-paper-2021-31/
How can macroprudential policy and monetary policy stabilize segmented credit markets? Is there a trade-off between financial stability and price stability? I use a theoretical model to evaluate the performance of alternative policies and find the optimal mix of macroprudential and monetary policy in response to aggregate shocks.2021-06-28T12:54:51+00:00enAn Optimal Macroprudential Policy Mix for Segmented Credit Markets2021-06-28Business fluctuations and cyclesCredit and credit aggregatesCredit risk managementFinancial stabilityFinancial system regulation and policiesStaff Working Paper 2021-31https://www.bankofcanada.ca/wp-content/uploads/2021/06/swp2021-31.pdfAn Optimal Macroprudential Policy Mix for Segmented Credit MarketsJelena ZivanovicJune 2021EE3E30E4E44E5E50Can regulating bank capital help prevent and mitigate financial downturns?
https://www.bankofcanada.ca/2021/06/staff-analytical-note-2021-12/
Countercyclical capital buffers are regulatory measures developed in response to the global financial crisis of 2008–09. This note focuses on how time-varying capital buffers can improve financial stability in Canada2021-06-01T14:00:43+00:00enCan regulating bank capital help prevent and mitigate financial downturns?2021-06-01A Generalized Endogenous Grid Method for Default Risk Models
https://www.bankofcanada.ca/2021/03/staff-working-paper-2021-11/
Models with default options are hard to solve. We propose an extension of the endogenous grid method that solves default risk models more efficiently and accurately.2021-03-12T13:14:25+00:00enA Generalized Endogenous Grid Method for Default Risk Models2021-03-12Credit and credit aggregatesCredit risk managementStaff Working Paper 2021-11https://www.bankofcanada.ca/wp-content/uploads/2021/03/swp2021-11.pdfStaff Working Paper 2021-11Youngsoo JangSoyoung LeeMarch 2021CC6C63EE3E37