00000nam 2200000zi 4500 9.910877 CaOODSP 20221107182229 m o d f cr |n||||||||| 220504t20222022oncd ob f|0| 0 eng d CaOODSP eng rda CaOODSP n-cn--- FB3-5/2022-19E-PDF Raykov, Radoslav S., author. Asymmetric systemic risk / by Radoslav Raykov and Consuelo Silva-Buston. Ottawa, Ontario, Canada : Bank of Canada = Banque du Canada, 2022. ©2022 1 online resource (ii, 46 pages) : charts. text txt rdacontent computer c rdamedia online resource cr rdacarrier Staff working paper = Document de travail du personnel, 1701-9397 ; 2022-19 "Last updated: May 2, 2022." Includes bibliographical references (pages 29-32). "Bank regulation is based on the premise that risks spill over more easily from large banks to the banking system than vice versa. On the contrary, we document that risk transmission is stronger in the system-to-bank direction. We term this asymmetric systemic risk, measure it with net exposure metrics, and explore the consequences and channels behind it"--Abstract. Financial services industry Canada. Risk-return relationships Econometric models Canada. Services financiers Canada. Rapport risque-rendement Modèles économétriques Canada. Bank of Canada, issuing body. Staff working paper (Bank of Canada) 2022-19. (CaOODSP)9.806221 PDF 720 KB https://publications.gc.ca/collections/collection_2022/banque-bank-canada/FB3-5-2022-19-eng.pdf