Asymmetric systemic risk / by Radoslav Raykov and Consuelo Silva-Buston.: FB3-5/2022-19E-PDF
"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.
Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.910877&sl=0
| Department/Agency | Bank of Canada, issuing body. |
|---|---|
| Title | Asymmetric systemic risk / by Radoslav Raykov and Consuelo Silva-Buston. |
| Series title | Staff working paper = Document de travail du personnel, 1701-9397 ; 2022-19 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Note(s) | "Last updated: May 2, 2022." Includes bibliographical references (pages 29-32). |
| Publishing information | Ottawa, Ontario, Canada : Bank of Canada = Banque du Canada, 2022. ©2022 |
| Author / Contributor | Raykov, Radoslav S., author. |
| Description | 1 online resource (ii, 46 pages) : charts. |
| Catalogue number |
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| Subject terms | Financial services industry -- Canada. Risk-return relationships -- Econometric models -- Canada. Services financiers -- Canada. Rapport risque-rendement -- Modèles économétriques -- Canada. |
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