Maarten van Oordt - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T13:45:48+00:00Modelling the Macrofinancial Effects of a House Price Correction in Canada
https://www.bankofcanada.ca/2018/11/staff-analytical-note-2018-36/
We use a suite of risk-assessment models to examine the possible impact of a hypothetical house price correction, centred in the Toronto and Vancouver areas. We also assume financial stress significantly amplifies the macroeconomic impact of the house price decline.2018-11-14T09:00:37+00:00enModelling the Macrofinancial Effects of a House Price Correction in Canada2018-11-14Complementing the Credit Risk Assessment of Financial Counterparties with Market-Based Indicators
https://www.bankofcanada.ca/2017/10/staff-analytical-note-2017-15/
The Bank’s internal credit risk assessment abilities are regularly enhanced. In this note, we present a recent innovation that extends the set of market-based indicators used in the credit risk assessment of financial counterparties.2017-10-17T15:02:19+00:00enComplementing the Credit Risk Assessment of Financial Counterparties with Market-Based Indicators2017-10-17Implementing Market-Based Indicators to Monitor Vulnerabilities of Financial Institutions
https://www.bankofcanada.ca/2016/06/staff-analytical-note-2016-5/
This note introduces several market-based indicators and examines how they can further inform the Bank of Canada’s vulnerability assessment of Canadian financial institutions. Market-based indicators of leverage suggest that the solvency risk for major Canadian banks has increased since the beginning of the oil-price correction in the second half of 2014.2016-06-10T10:53:38+00:00enImplementing Market-Based Indicators to Monitor Vulnerabilities of Financial Institutions2016-06-10