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Lessons from International Central Counterparties: Benchmarking and Analysis

Lazarow, Alexandre - Bank of Canada - 2011

Since the financial crisis, attention has focused on central counterparties (CCPs) as a solution to systemic risk for a variety of financial markets, ranging from repurchase agreements and options to swaps. However, internationally accepted standards and the academic literature have left...

Persistent link: https://www.econbiz.de/10009323064

Convergence of government bond yields in the euro zone : the role of policy harmonization

Côté, Denise; Graham, Christopher - 2004

Persistent link: https://www.econbiz.de/10002125859

Rollover Risk, Liquidity and Macroprudential Regulation

Ahnert, Toni - Bank of Canada - 2014

I study rollover risk in the wholesale funding market when intermediaries can hold liquidity ex ante and are subject to fire sales ex post. Precautionary liquidity restores multiple equilibria in a global rollover game. An intermediate liquidity level supports both the usual run equilibrium and...

Persistent link: https://www.econbiz.de/10010779301

Canadian Bank Balance-Sheet Management: Breakdown by Types of Canadian Financial Institutions

Chen, David Xiao; Damar, H. Evren; Soubra, Hani; … - Bank of Canada - 2012

of different types of risk with respect to a bank’s balance-sheet management. Particular attention is given to the …

Persistent link: https://www.econbiz.de/10010849976

Lessons from the Financial Crisis: Bank Performance and Regulatory Reform

Arjani, Neville; Paulin, Graydon - Bank of Canada - 2013

drawing useful lessons for regulatory reform. We argue that an important contributor to positive bank performance was a solid …

Persistent link: https://www.econbiz.de/10010722802

Funding Advantage and Market Discipline in the Canadian Banking Sector

Beyhaghi, Mehdi; D'Souza, Chris; Roberts, Gordon S. - Bank of Canada - 2013

have a funding advantage over small banks after controlling for bank-specific and market risk factors. Working with hand …

Persistent link: https://www.econbiz.de/10010723573

An Analysis of Closure Policy under Alternative Regulatory Structures

Caldwell, Greg - Bank of Canada - 2005

The author develops a theoretical model of bank closure. The regulatory decision about bank failure consists of two … efficient criterion. In the other case, a supervisor closes the bank while a deposit insurer resolves the closure on the basis … of least cost. The bank chooses the riskiness of its loan portfolio in response to the announced policy. The supervisor …

Persistent link: https://www.econbiz.de/10005673267

Modelling Financial Instability: A Survey of the Literature

Lai, Alexandra - Bank of Canada - 2002

Persistent link: https://www.econbiz.de/10005808334

Competition in Banking: A Review of the Literature

Northcott, Carol Ann - Bank of Canada - 2004

The author reviews the theoretical and empirical literature to examine the traditional perception that the following trade-off exists between economic efficiency and stability in the banking system: a competitive banking system is more efficient and therefore important to growth, but market...

Persistent link: https://www.econbiz.de/10005808358

Best Instruments for Market Discipline in Banking

Caldwell, Greg - Bank of Canada - 2007

The author develops a dynamic model of banking competition to determine which capital instrument is most effective in disciplining banks' risk choice. Comparisons are conducted between equity, subordinated debentures (SD), and uninsured deposits (UD) as funding sources. The model, adapted from...

Persistent link: https://www.econbiz.de/10005808365

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