{
"groupDetail": {
"label": "Market participants would meet most increases in margin requirements using assets and cash",
"description": "Degree to which increases in margin requirements that would be met with each funding source\n\nThe index is a weighted average ranking of each response. For the index, we assign different values to each response option: all: 3 points; most: 2 points; some: 1 point; none: 0 points. The weights are the frequency of each response. We have combined responses for increases in initial margin and variation margin due to similarity among responses. For improved comparability, we have also rescaled the blue bars in units of the yellow bars.\n\nBank of Canada",
"link": "https://www.bankofcanada.ca/?p=233304"
},
"terms": {
"url": "https://www.bankofcanada.ca/terms/"
},
"seriesDetail": {
"FSR_2023_C9_S1": {
"label": "Increases in margin requirements that are smaller than those produced by stress tests",
"description": "",
"dimension": {
"key": "k",
"name": "Category"
}
},
"FSR_2023_C9_S2": {
"label": "Increases in margin requirements that are greater than those produced by stress tests",
"description": "",
"dimension": {
"key": "k",
"name": "Category"
}
}
},
"observations": [
{
"k": "Pledge asset holdings",
"FSR_2023_C9_S1": {
"v": "1.53"
},
"FSR_2023_C9_S2": {
"v": "1.21"
}
},
{
"k": "Pledge cash on hand",
"FSR_2023_C9_S1": {
"v": "0.55"
},
"FSR_2023_C9_S2": {
"v": "0.41"
}
},
{
"k": "Raise cash through securities financing markets",
"FSR_2023_C9_S1": {
"v": "0.36"
},
"FSR_2023_C9_S2": {
"v": "0.48"
}
},
{
"k": "Sell assets to raise cash",
"FSR_2023_C9_S1": {
"v": "0.34"
},
"FSR_2023_C9_S2": {
"v": "0.53"
}
},
{
"k": "Rehypothecate and pledge margin received",
"FSR_2023_C9_S1": {
"v": "0.26"
},
"FSR_2023_C9_S2": {
"v": "0.22"
}
},
{
"k": "Raise cash through other sources",
"FSR_2023_C9_S1": {
"v": "0.13"
},
"FSR_2023_C9_S2": {
"v": "0.22"
}
},
{
"k": "Raise cash through credit lines",
"FSR_2023_C9_S1": {
"v": "0.11"
},
"FSR_2023_C9_S2": {
"v": "0.20"
}
}
]
}