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008250325t20252025oncd    ob   f|0| 0 eng d
040 |aCaOODSP|beng|erda|cCaOODSP
043 |an-cn---
0861 |aFB3-7/2025-4E-PDF
1001 |aDuprey, Thibaut, |eauthor.
24510|aEffects of macroprudential policy announcements on perceptions of systemic risks / |cby Thibaut Duprey, Victoria Fernandes, Kerem Tuzcuoglu and Ruhani Walia.
264 1|a[Ottawa] : |bBank of Canada = Banque du Canada, |c2025.
264 4|c©2025
300 |a1 online resource (i, 13 pages) : |bcharts.
336 |atext|btxt|2rdacontent
337 |acomputer|bc|2rdamedia
338 |aonline resource|bcr|2rdacarrier
4901 |aStaff analytical note = |aNote analytique du personnel, |x2369-9639 ; |v2025-4
500 |a"Last updated: February 6, 2025."
504 |aIncludes bibliographical references.
520 |a"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.
650 0|aFinancial risk management|zCanada.
650 6|aFinances|xGestion du risque|zCanada.
7102 |aBank of Canada, |eissuing body.
830#0|aStaff analytical note (Bank of Canada)|v2025-4.|w(CaOODSP)9.807323
85640|qPDF|s797 KB|uhttps://publications.gc.ca/collections/collection_2025/banque-bank-canada/FB3-7-2025-4-eng.pdf