00000nam 2200000za 4500 9.862218 CaOODSP 20221107160946 cr ||||||||||| 180920s2018 oncd ob f000 0 eng d CaOODSP eng eng fre FB3-5/2018-47E-PDF Danielsson, Jon. Challenges in implementing worst-case analysis [electronic resource] / by Jon Danielsson, Lerby M. Ergun and Casper G. de Vries. [Ottawa] : Bank of Canada, 2018. 26 p. : charts (some col.) Bank of Canada staff working paper, 1701-9397 ; 2018-47 "September 2018." Includes bibliographical references (p. 18-19). "Worst-case analysis is used among financial regulators in the wake of the recent financial crisis to gauge the tail risk. We provide insight into worst-case analysis and provide guidance on how to estimate it"--Abstract, p. ii. Includes abstract in French. Investments Financial risk Risk assessment Ergun, Lerby M. De Vries, Casper G. Bank of Canada. Staff working paper (Bank of Canada) 1701-9397 ; 2018-47. (CaOODSP)9.806221 PDF 620 KB https://publications.gc.ca/collections/collection_2018/banque-bank-canada/FB3-5-2018-47-eng.pdf