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| 01550cam 2200301za 4500 |
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| 001 | 9.864472 |
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| 003 | CaOODSP |
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| 005 | 20221107161542 |
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| 007 | cr ||||||||||| |
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| 008 | 181108s2018 onca ob f000 0 eng d |
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| 040 | |aCaOODSP|beng |
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| 041 | |aeng|bfre |
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| 086 | 1 |aFB3-5/2018-54E-PDF |
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| 100 | 1 |aVan Oordt, Maarten R. C. |
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| 245 | 10|aCalibrating the magnitude of the countercyclical capital buffer using market-based stress tests |h[electronic resource] / |cby Maarten R. C. van Oordt. |
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| 260 | |a[Ottawa] : |bBank of Canada, |c2018. |
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| 300 | |aii, 43 p. : |bcol. ill. |
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| 490 | 1 |aBank of Canada staff working paper, |x1701-9397 ; |v2018-54 |
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| 500 | |a"November 2018." |
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| 504 | |aIncludes bibliographical references (p. 30-35). |
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| 520 | 3 |a"This paper proposes a novel methodology to calibrate the magnitude of the cap on the countercyclical capital buffer (CCyB) using market-based stress tests. The macroprudential authority in our paper aims to contain the possibility of a breach of a minimum capital ratio in the event of a severe system-wide shock within a certain permissible failure probability"--Abstract, p. ii. |
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| 546 | |aIncludes abstract in French. |
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| 693 | 4|aBank capital |
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| 693 | 4|aBanks and banking, International |
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| 693 | 4|aInternational finance |
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| 710 | 2 |aBank of Canada. |
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| 830 | #0|aStaff working paper (Bank of Canada)|x1701-9397 ; |v2018-54.|w(CaOODSP)9.806221 |
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| 856 | 40|qPDF|s603 KB|uhttps://publications.gc.ca/collections/collection_2018/banque-bank-canada/FB3-5-2018-54-eng.pdf |
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