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| 01721cam 2200325za 4500 |
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| 001 | 9.846366 |
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| 003 | CaOODSP |
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| 005 | 20221107153203 |
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| 007 | cr ||||||||||| |
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| 008 | 171031s2017 oncd ob f000 0 eng d |
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| 040 | |aCaOODSP|beng |
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| 041 | |aeng|bfre |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-7/2017-15E-PDF |
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| 100 | 1 |aLeblanc, Guillaume Ouellet. |
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| 245 | 10|aComplementing the credit risk assessment of financial counterparties with market-based indicators |h[electronic resource] / |cby Guillaume Ouellet Leblanc and Maarten R.C. van Oordt. |
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| 260 | |a[Ottawa] : |bBank of Canada, |cc2017. |
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| 300 | |aii, 10 p. : |bcol. charts |
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| 490 | 1 |aStaff analytical note = Note analytique du personnel, |x2369-9639 ; |v2017-15 |
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| 500 | |aCover title. |
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| 504 | |aIncludes bibliographical references. |
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| 520 | 3 |a"The Bank’s internal credit risk assessment abilities are regularly enhanced. In this note, we present a recent innovation that extends the set of market-based indicators used in the credit risk assessment of financial counterparties. These indicators supplement existing fundamental quantitative and qualitative credit risk analysis by providing a timely reading of markets’ perceptions of the credit quality of financial counterparties"--Abstract, p. [iii]. |
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| 546 | |aIncludes abstract in French. |
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| 692 | 07|2gccst|aFinancial institutions |
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| 692 | 07|2gccst|aCredit |
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| 692 | 07|2gccst|aRisk management |
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| 700 | 1 |aVan Oordt, Maarten R. C. |
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| 710 | 2 |aBank of Canada. |
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| 830 | #0|aStaff analytical note,|x2369-9639 ; |v2017-15|w(CaOODSP)9.807323 |
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| 856 | 40|qPDF|s551 KB|uhttps://publications.gc.ca/collections/collection_2017/banque-bank-canada/FB3-7-2017-15-eng.pdf |
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