<?xml version="1.0" encoding="UTF-8"?>
<data>
<terms url="https://www.bankofcanada.ca/terms/"></terms>
<groupDetail>
    <label>… resulting in a more pronounced impact on corporate bond price</label>
    <description><![CDATA[Liquidity risk premium

Note: The liquidity risk premium is the compensation for risk beyond expected default.

Sources: Bloomberg Finance L.P., Morningstar Direct and Bank of Canada calculations

Last observation: 2018]]></description>
    <link>https://www.bankofcanada.ca/?p=205094</link>
</groupDetail>
<seriesDetail>
<series id="FSR_2019_C19_S00">
<label>Global financial crisis (2008)_Peak quarterly increase in recent historical stress event</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="FSR_2019_C19_S01">
<label>Global financial crisis (2008)_100-basis-point risk scenario in bond fund stress test</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="FSR_2019_C19_S02">
<label>Taper tantrum (2013)_Peak quarterly increase in recent historical stress event</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="FSR_2019_C19_S03">
<label>Taper tantrum (2013)_100-basis-point risk scenario in bond fund stress test</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="FSR_2019_C19_S04">
<label>Oil price shock (2015)_Peak quarterly increase in recent historical stress event</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="FSR_2019_C19_S05">
<label>Oil price shock (2015)_100-basis-point risk scenario in bond fund stress test</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="FSR_2019_C19_S06">
<label>2007_Peak quarterly increase in recent historical stress event</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="FSR_2019_C19_S07">
<label>2007_100-basis-point risk scenario in bond fund stress test</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="FSR_2019_C19_S08">
<label>2018_Peak quarterly increase in recent historical stress event</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="FSR_2019_C19_S09">
<label>2018_100-basis-point risk scenario in bond fund stress test</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
</seriesDetail>
<observations>
<o d="2019-05-15"><v s="FSR_2019_C19_S00">165</v><v s="FSR_2019_C19_S01">0</v><v s="FSR_2019_C19_S02">8</v><v s="FSR_2019_C19_S03">0</v><v s="FSR_2019_C19_S04">50</v><v s="FSR_2019_C19_S05">0</v><v s="FSR_2019_C19_S06">0</v><v s="FSR_2019_C19_S07">44</v><v s="FSR_2019_C19_S08">0</v><v s="FSR_2019_C19_S09">93</v></o>
</observations>
</data>