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Simulating the resilience of the Canadian banking sector under stress : an update of the Bank of Canada’s Top-Down Solvency Assessment Tool / Omar Abdelrahman, David Chen, Cameron MacDonald, Adi Mordel,...FB3-1/128-2025E-PDF

"We present a technical description of the Top-Down Solvency Assessment (TDSA) tool. As a solvency stress-testing tool, TDSA is used to assess the banking sector’s capital resilience to hypothetical future risk scenarios"--Abstract, page ii.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.956696&sl=0

Publication information
Department/Agency
  • Bank of Canada, issuing body.
TitleSimulating the resilience of the Canadian banking sector under stress : an update of the Bank of Canada’s Top-Down Solvency Assessment Tool / Omar Abdelrahman, David Chen, Cameron MacDonald, Adi Mordel, Guillaume Ouellet Leblanc.
Series title
  • Technical report = Rapport technique, 1919-689X ; 128
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • "Last updated: September 19, 2025."
  • Includes bibliographical references.
  • Includes abstract in French.
Publishing information
  • [Ottawa] : Bank of Canada = Banque du Canada, 2025.
  • ©2025
Author / Contributor
  • Abdelrahman, Omar, author.
Description1 online resource (ii, 87 pages) : charts.
Catalogue number
  • FB3-1/128-2025E-PDF
Subject terms
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