1.
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We estimate a perfect information static entry game to study the effect of cultural entry barriers on entry and competition in the retail banking industry. Canada provide[...]
2022 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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2.
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The data and programs replicate tables and figures from "Debt-relief programs and money left on the table: Evidence from Canada’s response to COVID-19", by Allen, Clark, [...]
2022 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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3.
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A view advanced in the aftermath of the late-2000s financial crisis is that lower than optimal interest rates lead to excessive risk taking by financial intermediaries. W[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
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4.
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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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5.
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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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6.
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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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7.
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Using detailed loan transactions-level data we examine the efficiency of an overnight interbank lending market, and the bargaining power of its participants. Our analysis[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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8.
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In October 2006, Dominion Bond Rating Service (DBRS) introduced new ratings for banks that account for the potential of government support. The rating changes are not a r[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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9.
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Some evidence points to the procyclicality of leverage among financial institutions leading to aggregate volatility. This procyclicality occurs when financial institution[...]
2010 | Text | Staff Working Paper - Document de travail du personnel |
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10.
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Using a rich sample of Canadian government securities auctions, we estimate the structural parameters of a share-auction model accounting for asymmetries across bidders. [...]
2009 | Text | Staff Working Paper - Document de travail du personnel |
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