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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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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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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
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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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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
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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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Subordinated Debt and Market Discipline in Canada
Caldwell, Greg - Bank of Canada - 2005
environment in Canada, and conducts a Tobit analysis of factors that affect a bank's decision to issue SD. He also constructs a …
Persistent link: https://www.econbiz.de/10005808400
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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