Mark Illing - Latest

• February 1, 2012

  Measuring Financial Stress

  Financial System Review - December 2003 Mark Illing, Ying Liu

  Content Type(s): Publications, Financial System Review articles

• Computing the Accuracy of Complex Non-Random Sampling Methods: The Case of the Bank of Canada's Business Outlook Survey

  Staff Working Paper 2009-10 Daniel de Munnik, David Dupuis, Mark Illing

  A number of central banks publish their own business conditions survey based on non-random sampling methods. The results of these surveys influence monetary policy decisions and thus affect expectations in financial markets. To date, however, no one has computed the statistical accuracy of these surveys because their respective non-random sampling method renders this assessment non-trivial.

  Content Type(s): Staff research, Staff working papers Topic(s): Central bank research, Econometric and statistical methods, Regional economic developments JEL Code(s): C, C4, C8, C81, C9, C90
• June 23, 2005

  A Brief Survey of Risk-Appetite Indexes

  Financial System Review - June 2005 Mark Illing, Meyer Aaron

  Content Type(s): Publications, Financial System Review articles
• December 23, 2004

  Basel II and Required Bank Capital

  Financial System Review - December 2004 Mark Illing, Graydon Paulin

  Content Type(s): Publications, Financial System Review articles

• The New Basel Capital Accord and the Cyclical Behaviour of Bank Capital

  Staff Working Paper 2004-30 Mark Illing, Graydon Paulin

  The authors conduct a counterfactual simulation of the proposed rules under the new Basel Capital Accord (Basel II), including the revised treatment of expected and unexpected credit losses proposed by the Basel Committee in October 2003.

  Content Type(s): Staff research, Staff working papers Topic(s): Financial institutions JEL Code(s): G, G2, G21, G28, K, K2, K23

• Essays on Financial Stability

  Technical Report No. 95 John Chant, Alexandra Lai, Mark Illing, Fred Daniel

  The four essays published here provide a useful overview for anyone interested in understanding the issues and policy environment surrounding financial system stability.

  Content Type(s): Staff research, Technical reports Topic(s): Financial institutions, Financial markets JEL Code(s): G, G2, G28

• An Index of Financial Stress for Canada

  Staff Working Paper 2003-14 Mark Illing, Ying Liu

  The authors develop an index of financial stress for the Canadian financial system. Stress is defined as the force exerted on economic agents by uncertainty and changing expectations of loss in financial markets and institutions.

  Content Type(s): Staff research, Staff working papers Topic(s): Financial institutions, Financial markets JEL Code(s): E, E5, G, G1, G10