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Les taux de défaut sont des séries couramment utilisées dans les simulations de crise. Au Canada comme dans beaucoup d'autres pays, on ne dispose pas de séries rétrospectives relatives aux taux de défaut sectoriels sur les prêts bancaires aux entreprises. La connaissance de ces taux est...
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resolution regimes are considered. In one case, a meta-regulator supervises, closes, and resolves failed banks using an ex post … can limit risk-shifting incentives of banks ex ante by raising capital requirements. The cost of this decision is a …
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The main consequence of globalization is to accelerate the process of concentrating the wealth all around the world. Nevertheless, it did not contribute to solve the contradictions of capitalism which is not able to boost a long-time accumulation. Therefore, there are tremendous pressures to...
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set in. On the one hand, the worrying attrition in the number of correspondent banks, characteristic of "de-risking" or … difficulty and high cost of collecting financial data condemn local banks to use the "standard" risk analysis model of prudential …
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