Étienne Bordeleau - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T17:33:05+00:00Méthodologie de construction de séries de taux de défaut pour l’industrie canadienne
https://www.bankofcanada.ca/2013/03/discussion-paper-2013-2/
Default rates are series commonly used in stress testing. In Canada, as in many other countries, there are no historical series available for sectoral default rates on bank loans to firms.2013-03-07T09:29:18+00:00frMéthodologie de construction de séries de taux de défaut pour l’industrie canadienne2013-03-07Econometric and statistical methodsFinancial institutionsFinancial stabilityDiscussion Paper 2013-02https://www.bankofcanada.ca/wp-content/uploads/2013/03/dp2013-02.pdfMéthodologie de construction de séries de taux de défaut pour l’industrie canadienneRamdane DjoudadÉtienne BordeleauMarch 2013CC1C13C18GG2G21G3G33Regulatory Constraints on Bank Leverage: Issues and Lessons from the Canadian Experience
https://www.bankofcanada.ca/2009/12/discussion-paper-2009-15/
The Basel capital framework plays an important role in risk management by linking a bank's minimum capital requirements to the riskiness of its assets. Nevertheless, the risk estimates underlying these calculations may be imperfect, and it appears that a cyclical bias in measures of risk-adjusted capital contributed to procyclical increases in global leverage prior to the recent financial crisis.2009-12-01T11:50:45+00:00enRegulatory Constraints on Bank Leverage: Issues and Lessons from the Canadian Experience2009-12-01Financial institutionsFinancial stabilityFinancial system regulation and policiesDiscussion Paper 2009-15https://www.bankofcanada.ca/wp-content/uploads/2010/01/dp09-15.pdfÉtienne BordeleauAllan CrawfordChristopher GrahamDecember 2009GG0G01G2G21G28