1.
|
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 rétrospect[...]
2013 | Texte | Staff Discussion Paper - Document d’analyse du personnel |
|
2.
|
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 |
|
3.
|
A large body of empirical literature investigates differences in financing structures across firms. Private firms’ financing receives little attention due to the lack of [...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
|
4.
|
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 |
|
5.
|
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 |
|
6.
|
An international initiative to increase the use of central clearing for OTC derivatives emerged as one of the reactions to the 2008 financial crisis. The move to central [...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
|
7.
|
We build a dynamic capital structure model to study the link between systematic risk exposure and debt maturity, as well as their joint impact on the term structure of cr[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
|
8.
|
Since the financial crisis, attention has focused on central counterparties (CCPs) as a solution to systemic risk for a variety of financial markets, ranging from repurch[...]
2011 | Text | Staff Discussion Paper - Document d’analyse du personnel |
|
9.
|
The authors describe the liabilities model of the Exchange Fund Account (EFA). The EFA is managed using an asset-liability matching framework that requires currency and d[...]
2011 | Text | Staff Discussion Paper - Document d’analyse du personnel |
|
10.
|
In this paper, I extend the results of Moskowitz and Vissing-Jørgensen (2002) on the returns to entrepreneurial investments in the United States. First, following the aut[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
|