Shubhasis Dey

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Staff Working Papers

Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector

Staff Working Paper 2006-47 Miroslav Misina, David Tessier, Shubhasis Dey
Stress testing, at its most general level, is an investigation of the performance of an entity under abnormal operating conditions.
Content Type(s): Staff Research, Staff Working Papers Topic(s): Financial Institutions, Financial stability JEL Code(s): C, C1, C15, G, G2, G21, G3, G33

Lines of Credit and Consumption Smoothing: The Choice between Credit Cards and Home Equity Lines of Credit

Staff Working Paper 2005-18 Shubhasis Dey
The author models the choice between credit cards and home equity lines of credit (HELOCs) within a framework where consumers hold lines of credit as instruments of consumption smoothing across state and time.
Content Type(s): Staff Research, Staff Working Papers Topic(s): Credit and credit aggregates JEL Code(s): D, D1, D8, D81

Determinants of Borrowing Limits on Credit Cards

Staff Working Paper 2005-7 Shubhasis Dey, Gene Mumy
The difference between actual borrowings and borrowing limits alone generates information asymmetry in the credit card market.