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Funding Advantage and Market Discipline in the Canadian Banking Sector
Beyhaghi, Mehdi; D'Souza, Chris; Roberts, Gordon S. - Bank of Canada - 2013
Canadian banks. The banking sector in Canada provides a unique setting in which to examine market discipline along with the …
Persistent link: https://www.econbiz.de/10010723573
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What Matters in Determining Capital Surcharges for Systemically Important Financial Institutions?
Gauthier, Céline; Gravelle, Toni; Liu, Xuezhi; … - Bank of Canada - 2011
different network structures of the banking system that are characterized by two different centrality measures. Their main …
Persistent link: https://www.econbiz.de/10009364337
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Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings
Gauthier, Céline; He, Zhongfang; Souissi, Moez - Bank of Canada - 2010
We offer a multi-period systemic risk assessment framework with which to assess recent liquidity and capital regulatory requirement proposals in a holistic way. Following Morris and Shin (2009), we introduce funding liquidity risk as an endogenous outcome of the interaction between market...
Persistent link: https://www.econbiz.de/10008692892
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Regulatory Constraints on Bank Leverage: Issues and Lessons from the Canadian Experience
Bordeleau, Etienne; Crawford, Allan; Graham, Christopher - Bank of Canada - 2009
The Basel capital framework plays an important role in risk management by linking a bank's minimum capital requirements to the riskiness of its assets. Nevertheless, the risk estimates underlying these calculations may be imperfect, and it appears that a cyclical bias in measures of...
Persistent link: https://www.econbiz.de/10008502640
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Banks’ Financial Distress, Lending Supply and Consumption Expenditure
Damar, H. Evren; Group, Reint; Mordel, Adi - Bank of Canada - 2014
The paper employs a unique identification strategy that links survey data on household consumption expenditure to bank-level data in order to estimate the effects of bank financial distress on consumer credit and consumption expenditures. Specifically, we show that households whose banks were...
Persistent link: https://www.econbiz.de/10010762051
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Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach
Gravelle, Toni; Li, Fuchun - Bank of Canada - 2011
the proxy for Canadian banking sector, we apply these measures to identify systemically important banks in Canadian … banking sector and major risk contributors from international financial institutions to Canadian banking sector. The empirical … Asian banks, the crashes of U.S. banks, on average, are the most damaging to the Canadian banking sector, while the risk …
Persistent link: https://www.econbiz.de/10009326653
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Ownership Concentration and Competition in Banking Markets
Lai, Alexandra; Solomon, Raphael - Bank of Canada - 2006
authors show that an economy with blockholders often leads to a more competitive banking sector. Hence, a restriction on the …
Persistent link: https://www.econbiz.de/10005162422
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Trade Credit and Credit Rationing in Canadian Firms
Cunningham, Rose - Bank of Canada - 2004
Burkart and Ellingsen's (2004) model of trade credit and bank credit rationing predicts that trade credit will be used by medium-wealth and low-wealth firms to help ease bank credit rationing. The author tests these and other predictions of Burkart and Ellingsen's model using a large sample of...
Persistent link: https://www.econbiz.de/10005162524
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The Impact of Liquidity on Bank Profitability
Bordeleau, Étienne; Graham, Christopher - Bank of Canada - 2010
The recent crisis has underlined the importance of sound bank liquidity management. In response, regulators are devising new liquidity standards with the aim of making the financial system more stable and resilient. In this paper, the authors analyse the impact of liquid asset holdings on bank...
Persistent link: https://www.econbiz.de/10008765829
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The Ex-Ante Versus Ex-Post Effect of Public Guarantees
Damar, H. Evren; Gropp, Reint; Mordel, Adi - Bank of Canada - 2012
In October 2006, Dominion Bond Rating Service (DBRS) introduced new ratings for banks that account for the potential of government support. The rating changes are not a reflection of any changes in the respective banks’ credit fundamentals. We use this natural experiment to evaluate the...
Persistent link: https://www.econbiz.de/10010559813