Narrow search
Showing 1 - 10 of 88
Cover Image
Canadian Bank Balance-Sheet Management: Breakdown by Types of Canadian Financial Institutions
Chen, David Xiao; Damar, H. Evren; Soubra, Hani; … - Bank of Canada - 2012
The authors document leverage, capital and liquidity ratios of banks in Canada. These ratios are important indicators of different types of risk with respect to a bank’s balance-sheet management. Particular attention is given to the observations by different types of banks, including small...
Persistent link: https://www.econbiz.de/10010849976
Cover Image
Lessons from the Financial Crisis: Bank Performance and Regulatory Reform
Arjani, Neville; Paulin, Graydon - Bank of Canada - 2013
The financial systems of some countries fared materially better than others during the global financial crisis of 2007-09. The performance of the Canadian banking system during this period was relatively strong. Using a case study approach together with empirical analysis, we assess some of the...
Persistent link: https://www.econbiz.de/10010722802
Cover Image
Funding Advantage and Market Discipline in the Canadian Banking Sector
Beyhaghi, Mehdi; D'Souza, Chris; Roberts, Gordon S. - Bank of Canada - 2013
We employ a comprehensive data set and a variety of methods to provide evidence on the magnitude of large banks’ funding advantage in Canada, and on the extent to which market discipline exists across different securities issued by the Canadian banks. The banking sector in Canada provides a...
Persistent link: https://www.econbiz.de/10010723573
Cover Image
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 parts: whether to close and how to close. Assuming that the closure decision is credible, the welfare implications of two resolution regimes are considered. In one case, a...
Persistent link: https://www.econbiz.de/10005673267
Cover Image
Modelling Financial Instability: A Survey of the Literature
Lai, Alexandra - Bank of Canada - 2002
Persistent link: https://www.econbiz.de/10005808334
Cover Image
Competition in Banking: A Review of the Literature
Northcott, Carol Ann - Bank of Canada - 2004
competition on stability may be manageable through prudential regulation. Neither extreme (perfect competition nor monopoly) is … regulatory policies that promote competition, a well-developed financial system, the effects of branch networks, and the effect …
Persistent link: https://www.econbiz.de/10005808358
Cover Image
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 … incorporate charter value and competition for depositors into their risk-taking decision. The paper's main finding is that …
Persistent link: https://www.econbiz.de/10005808365
Cover Image
Subordinated Debt and Market Discipline in Canada
Caldwell, Greg - Bank of Canada - 2005
, are incorporated. Results for domestic banks show that, whenever there exists a high degree of gross impaired non-mortgage … loans and mortgage writeoffs relative to assets, banks are less likely to issue SD. In contrast, increases in past-due (but … still unimpaired) non-mortgage loans have a positive effect on SD issuance. This suggests that domestic banks 'time' their …
Persistent link: https://www.econbiz.de/10005808400
Cover Image
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
Cover Image
Estimation of the Default Risk of Publicly Traded Canadian Companies
Dionne, Georges; Laajimi, Sadok; Mejri, Sofiane; … - Bank of Canada - 2006
Two models of default risk are prominent in the financial literature: Merton's structural model and Altman's non-structural model. Merton's structural model has the benefit of being responsive, since the probabilities of default can continually be updated with the evolution of firms' asset...
Persistent link: https://www.econbiz.de/10005162405