The countercyclical capital buffer and international bank lending : evidence from Canada / by David Chen and Christian Friedrich. : FB3-5/2021-61E-PDF
"We examine the impact of the recently introduced Basel III countercyclical capital buffer (CCyB) on foreign lending activities of Canadian banks. Using panel data for the six largest Canadian banks and their foreign activities in up to 94 countries, we explore the variation in CCyB rates across countries to overcome the identification challenge associated with limited time-series evidence on the use of the CCyB in individual jurisdictions"--Abstract.
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.905822&sl=1
| Ministère/Organisme | Bank of Canada, issuing body. |
|---|---|
| Titre | The countercyclical capital buffer and international bank lending : evidence from Canada / by David Chen and Christian Friedrich. |
| Titre de la série | Staff working paper = Document de travail du personnel, 1701-9397 ; 2021-61 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Électronique |
| Document électronique | |
| Note(s) | "Last updated: November 29, 2021." Includes bibliographical references (pages 30-31). |
| Information sur la publication | Ottawa, Ontario, Canada : Bank of Canada = Banque du Canada, 2021. ©2021 |
| Auteur / Contributeur | Chen, David, author. |
| Description | 1 online resource (ii, 47 pages) : charts. |
| Numéro de catalogue |
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| Descripteurs | Banks and banking -- Risk management -- Econometric models. Bank loans -- Econometric models. Banques -- Gestion du risque -- Modèles économétriques. Prêts bancaires -- Modèles économétriques. |