Miroslav Misina - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T11:43:18+00:00Sectoral Default Rates under Stress: The Importance of Non-Linearities
https://www.bankofcanada.ca/wp-content/uploads/2012/01/fsr-0607-misina-tessier.pdf
2012-01-24T16:23:41+00:00enSectoral Default Rates under Stress: The Importance of Non-Linearities2012-01-24Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector
https://www.bankofcanada.ca/wp-content/uploads/2012/01/fsr-0607-misina.pdf
2012-01-24T15:23:15+00:00enStress Testing the Corporate Loans Portfolio of the Canadian Banking Sector2012-01-24Procyclicality and Provisioning: Conceptual Issues, Approaches, and Empirical Evidence
https://www.bankofcanada.ca/wp-content/uploads/2012/01/fsr-0609-misina.pdf
2009-06-21T10:30:22+00:00enProcyclicality and Provisioning: Conceptual Issues, Approaches, and Empirical Evidence2009-06-21Credit, Asset Prices, and Financial Stress in Canada
https://www.bankofcanada.ca/wp-content/uploads/2012/01/fsr-1208-misina.pdf
2008-12-21T13:33:57+00:00enCredit, Asset Prices, and Financial Stress in Canada2008-12-21Non-Linearities, Model Uncertainty, and Macro Stress Testing
https://www.bankofcanada.ca/2008/09/working-paper-2008-30/
A distinguishing feature of macro stress testing exercises is the use of macroeconomic models in scenario design and implementation. It is widely agreed that scenarios should be based on "rare but plausible" events that have either resulted in vulnerabilities in the past or could do so in the future.2008-09-08T11:38:56+00:00enNon-Linearities, Model Uncertainty, and Macro Stress Testing2008-09-08Financial stabilityWorking Paper 2008-30 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-30.pdfNon-Linearities, Model Uncertainty, and Macro Stress TestingMiroslav MisinaDavid TessierSeptember 2008CC1C15GG2G21G3G33Bank of Canada Participation in the 2007 FSAP Macro Stress-Testing Exercise
https://www.bankofcanada.ca/wp-content/uploads/2012/01/fsr-0608-coletti.pdf
2008-06-21T16:43:11+00:00enBank of Canada Participation in the 2007 FSAP Macro Stress-Testing Exercise2008-06-21Credit, Asset Prices, and Financial Stress in Canada
https://www.bankofcanada.ca/2008/04/working-paper-2008-10/
Historical narratives typically associate financial crises with credit expansions and asset price misalignments. The question is whether some combination of measures of credit and asset prices can be used to predict these events.2008-04-08T12:03:27+00:00enCredit, Asset Prices, and Financial Stress in Canada2008-04-08Credit and credit aggregatesFinancial stabilityWorking Paper 2008-10 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-10.pdfCredit, Asset Prices, and Financial Stress in CanadaMiroslav MisinaGreg TkaczApril 2008EE5GG1G10Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector
https://www.bankofcanada.ca/2006/12/working-paper-2006-47/
Stress testing, at its most general level, is an investigation of the performance of an entity under abnormal operating conditions.2006-12-04T16:17:16+00:00enStress Testing the Corporate Loans Portfolio of the Canadian Banking Sector2006-12-04Financial institutionsFinancial stabilityWorking Paper 2006-47 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-47.pdfStress Testing the Corporate Loans Portfolio of the Canadian Banking SectorMiroslav MisinaDavid TessierShubhasis DeyDecember 2006CC1C15GG2G21G3G33Benchmark Index of Risk Appetite
https://www.bankofcanada.ca/2006/05/working-paper-2006-16/
Changes in investors' risk appetite have been used to explain a variety of phenomena in asset markets.2006-05-02T12:10:41+00:00enBenchmark Index of Risk Appetite2006-05-02Economic modelsFinancial marketsWorking Paper 2006-16 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-16.pdfBenchmark Index of Risk AppetiteMiroslav MisinaMay 2006GG1G12Risk Perceptions and Attitudes
https://www.bankofcanada.ca/2005/06/working-paper-2005-17/
Changes in risk perception have been used in various contexts to explain shorter-term developments in financial markets, as part of a mechanism that amplifies fluctuations in financial markets, as well as in accounts of "irrational exuberance."2005-06-01T13:57:30+00:00enRisk Perceptions and Attitudes2005-06-01Economic modelsFinancial marketsWorking Paper 2005-17 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-17.pdfRisk Perceptions and AttitudesMiroslav MisinaJune 2005DD8D81D84GG1G12