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The framework for risk identification and assessment / Cameron MacDonald and Virginie Traclet.: FB3-1/113-2018E-PDF

"Risk assessment models are an important component of the Bank’s analytical tool kit for assessing the resilience of the financial system. We describe the Framework for Risk Identification and Assessment (FRIDA), a suite of models developed at the Bank of Canada to quantify the impact of financial stability risks to the broader economy and a range of financial system participants (households, businesses and banks)"--Abstract, p. ii.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.864750&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleThe framework for risk identification and assessment / Cameron MacDonald and Virginie Traclet.
Series title
  • Technical report = Rapport technique, 1919-689X ; no. 113
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • "Novmber 2018."
  • Includes bibliographic references.
  • Includes abstract in French.
Publishing information
  • Ottawa : Bank of Canada, 2018.
Author / Contributor
  • MacDonald, Cameron.
  • Traclet, Virginie.
Descriptioniii, 52 p.
Catalogue number
  • FB3-1/113-2018E-PDF
Subject terms
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