| 000 | 00000nam 2200000za 4500 |
| 001 | 9.862218 |
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| 003 | CaOODSP |
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| 005 | 20221107160946 |
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| 007 | cr ||||||||||| |
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| 008 | 180920s2018 oncd ob f000 0 eng d |
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| 040 | |aCaOODSP|beng |
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| 041 | |aeng|bfre |
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| 086 | 1 |aFB3-5/2018-47E-PDF |
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| 100 | 1 |aDanielsson, Jon. |
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| 245 | 10|aChallenges in implementing worst-case analysis |h[electronic resource] / |cby Jon Danielsson, Lerby M. Ergun and Casper G. de Vries. |
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| 260 | |a[Ottawa] : |bBank of Canada, |c2018. |
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| 300 | |a26 p. : |bcharts (some col.) |
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| 490 | 1 |aBank of Canada staff working paper, |x1701-9397 ; |v2018-47 |
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| 500 | |a"September 2018." |
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| 504 | |aIncludes bibliographical references (p. 18-19). |
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| 520 | 3 |a"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. |
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| 546 | |aIncludes abstract in French. |
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| 693 | 4|aInvestments |
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| 693 | 4|aFinancial risk |
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| 693 | 4|aRisk assessment |
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| 700 | 1 |aErgun, Lerby M. |
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| 700 | 1 |aDe Vries, Casper G. |
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| 710 | 2 |aBank of Canada. |
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| 830 | #0|aStaff working paper (Bank of Canada)|x1701-9397 ; |v2018-47.|w(CaOODSP)9.806221 |
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| 856 | 40|qPDF|s620 KB|uhttps://publications.gc.ca/collections/collection_2018/banque-bank-canada/FB3-5-2018-47-eng.pdf |
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