Quantifying contagion risk in funding markets : a model-based stress-testing approach / by Kartik Anand, Céline Gauthier and Moez Souissi.: FB3-2/115-32E-PDF

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Publication information
Department/Agency Bank of Canada.
Title Quantifying contagion risk in funding markets : a model-based stress-testing approach / by Kartik Anand, Céline Gauthier and Moez Souissi.
Series title Bank of Canada working paper ;2015-321701-9397
Publication type Series - View Master Record
Language [English]
Format Electronic
Electronic document
Note(s) "August 2015."
Includes bibliographical references.
Publishing information Ottawa : Bank of Canada. 2015.
Author / Contributor Anand, Kartik.
Souissi, Moez.
Gauthier, Céline.
Description iii, 34 p. : graphs, tables.
Catalogue number
  • FB3-2/115-32E-PDF
Subject terms Economic analysis
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