Technical reports

Simulating the Resilience of the Canadian Banking Sector Under Stress: An Update of the Bank of Canada’s Top-Down Solvency Assessment Tool

Technical Report No. 128 Omar Abdelrahman, David Xiao Chen, Cameron MacDonald, Adi Mordel, Guillaume Ouellet Leblanc
We present a technical description of the Top-Down Solvency Assessment (TDSA) tool. As a solvency stress-testing tool, TDSA is used to assess the banking sector’s capital resilience to hypothetical future risk scenarios.
Content Type(s): Staff research, Technical reports Research Topic(s): Economic models, Financial institutions, Financial stability, Financial system regulation and policies JEL Code(s): C, C2, C22, C5, C52, C53, G, G1, G17, G2, G21, G28

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