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.
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| Department/Agency | Bank of Canada. |
|---|---|
| Title | The framework for risk identification and assessment / Cameron MacDonald and Virginie Traclet. |
| Series title | Technical report = Rapport technique, 1919-689X ; no. 113 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| 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. |
| Description | iii, 52 p. |
| Catalogue number |
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| Subject terms | Risk management Economic analysis |
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