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Financial Structure and Economic Growth: A Non-Technical Survey
Dolar, Veronika; Meh, Césaire - Bank of Canada - 2002
Persistent link: https://www.econbiz.de/10005673279
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Modelling Financial Instability: A Survey of the Literature
Lai, Alexandra - Bank of Canada - 2002
Persistent link: https://www.econbiz.de/10005808334
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Leverage, Balance Sheet Size and Wholesale Funding
Damar, H. Evren; Meh, Césaire A.; Terajima, Yaz - Bank of Canada - 2010
Some evidence points to the procyclicality of leverage among financial institutions leading to aggregate volatility. This procyclicality occurs when financial institutions finance their assets with non-equity funding (i.e., debt financed asset expansions). Wholesale funding is an important...
Persistent link: https://www.econbiz.de/10008765827
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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
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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
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
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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
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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
this natural experiment to evaluate the consequences of bail out expectations for bank behavior using a difference in …
Persistent link: https://www.econbiz.de/10010559813
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Efficiency and Bargaining Power in the Interbank Loan Market
Allen, Jason; Chapman, James; Echenique, Federico; … - Bank of Canada - 2012
persists throughout our sample. The level of inefficiency matches distinct phases of both the Bank of Canada’s operations as …
Persistent link: https://www.econbiz.de/10010575508
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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 …
Persistent link: https://www.econbiz.de/10008502640
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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