00000nam 2200000zi 4500 9.949497 CaOODSP 20250821075127 m o d f cr |n||||||||| 250325t20252025oncd ob f|0| 0 eng d CaOODSP eng rda CaOODSP n-cn--- FB3-7/2025-4E-PDF Duprey, Thibaut, author. Effects of macroprudential policy announcements on perceptions of systemic risks / by Thibaut Duprey, Victoria Fernandes, Kerem Tuzcuoglu and Ruhani Walia. [Ottawa] : Bank of Canada = Banque du Canada, 2025. ©2025 1 online resource (i, 13 pages) : charts. text txt rdacontent computer c rdamedia online resource cr rdacarrier Staff analytical note = Note analytique du personnel, 2369-9639 ; 2025-4 "Last updated: February 6, 2025." Includes bibliographical references. "Macroprudential policy (MPP) measures aim to increase the resilience of the financial system by reducing systemic risks, and as a result preserve overall financial stability. In Canada, some MPPs have effectively reduced the risk of a boom-bust cycle in credit and house prices, dampening the risks of an economic downturn in the medium run (Duprey and Ueberfeldt 2018, 2020). However, it is not clear how announcements of MPPs affect the way financial markets perceive systemic risks. In this paper, we first introduce a comprehensive history of broadly defined MPP events in Canada since the 1980s. Then, we document the short-run effects of MPP announcements on market-based measures of systemic risk"--Introduction, page 1. Financial risk management Canada. Finances Gestion du risque Canada. Bank of Canada, issuing body. Staff analytical note (Bank of Canada) 2025-4. (CaOODSP)9.807323 PDF 797 KB https://publications.gc.ca/collections/collection_2025/banque-bank-canada/FB3-7-2025-4-eng.pdf