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Matlab and Stata code for replication of "Crisis Management in Canada: Analyzing Default Risk and Liquidity Demand during Financial Stress." Data was provided under an N[...]
2021 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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2.
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This paper explores the reliability of using prices of credit default swap contracts (CDS) as indicators of default probabilities during the 2007/2008 financial crisis. W[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
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3.
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Banks reliance on short-term funding has increased over time. While an effective source of financing in good times, the 2007 financial crisis has exposed the vulnerabilit[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
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4.
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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 m[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
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5.
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Bank liability guarantee schemes have traditionally been viewed as costless measures to shore up investor confidence and prevent bank runs. However, as the experiences of[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
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6.
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Using a new data set, we examine the characteristics and dynamics of cross-border mergers and acquisitions during emerging-market financial crises, that is, so-called “fi[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
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7.
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The authors use the Financial Stress Index created by the International Monetary Fund to predict the likelihood of financial stress events for five developed countries: C[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
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8.
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This paper studies a dynamic version of the Holmstrom-Tirole model of intermediated finance. I show that competitive equilibria are not constrained efficient when the eco[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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9.
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Recent reform proposals call for an elimination of the constant net asset value (NAV) or “buck” in money market mutual funds to reduce the occurrence of runs. Outside the[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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10.
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This paper applies a static model of an interest rate corridor to the Canadian data, and estimates the aggregate demand for central-bank settlement balances in the Large [...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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