Staff discussion papers
Canadian Bank Balance-Sheet Management: Breakdown by Types of Canadian Financial InstitutionsThe authors document leverage, capital and liquidity ratios of banks in Canada. These ratios are important indicators of different types of risk with respect to a bank’s balance‐sheet management. Particular attention is given to the observations by different types of banks, including small banks that historically received less attention.
Household Debt, Assets, and Income in Canada: A Microdata StudyThe authors use microdata from the 1999 and 2005 Surveys of Financial Security to identify changes in household debt, and discuss their potential implications for monetary policy and financial stability. They document an increase in the debt-income ratio, which rose from 0.75 to 0.95, on average.
Staff working papers
The Countercyclical Capital Buffer and International Bank Lending: Evidence from CanadaWe 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.
Bank of Canada Review articles
August 16, 2012