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2333
result(s)
January 24, 2012
An Overview of Risk Management at Canadian Banks
Content Type(s):
Publications,
Financial System Review articles
A Model of the EFA Liabilities
Staff Discussion Paper 2011-11
Francisco Rivadeneyra,
Oumar Dissou
The authors describe the liabilities model of the Exchange Fund Account (EFA). The EFA is managed using an asset-liability matching framework that requires currency and duration matching of both sides of the balance sheet.
Content Type(s):
Staff research,
Staff discussion papers
Topic(s):
Debt management,
Foreign reserves management
JEL Code(s):
G,
G1,
G12,
G3,
G32
Bank Leverage Regulation and Macroeconomic Dynamics
Staff Working Paper 2011-32
Ian Christensen,
Césaire Meh,
Kevin Moran
This paper assesses the merits of countercyclical bank balance sheet regulation for the stabilization of financial and economic cycles and examines its interaction with monetary policy.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Economic models,
Financial institutions,
Financial system regulation and policies,
Monetary policy framework,
Monetary policy transmission
JEL Code(s):
E,
E4,
E44,
E5,
E52,
G,
G2,
G21
Do Low Interest Rates Sow the Seeds of Financial Crises?
Staff Working Paper 2011-31
Simona Cociuba,
Malik Shukayev,
Alexander Ueberfeldt
A view advanced in the aftermath of the late-2000s financial crisis is that lower than optimal interest rates lead to excessive risk taking by financial intermediaries.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Financial system regulation and policies,
Monetary policy transmission
JEL Code(s):
D,
D5,
D53,
E,
E4,
E44,
E5,
E52,
G,
G2,
G28