| 000 | 00000nam 2200000za 4500 |
| 001 | 9.864472 |
|---|
| 003 | CaOODSP |
|---|
| 005 | 20221107161542 |
|---|
| 007 | cr ||||||||||| |
|---|
| 008 | 181108s2018 onca ob f000 0 eng d |
|---|
| 040 | |aCaOODSP|beng |
|---|
| 041 | |aeng|bfre |
|---|
| 086 | 1 |aFB3-5/2018-54E-PDF |
|---|
| 100 | 1 |aVan Oordt, Maarten R. C. |
|---|
| 245 | 10|aCalibrating the magnitude of the countercyclical capital buffer using market-based stress tests |h[electronic resource] / |cby Maarten R. C. van Oordt. |
|---|
| 260 | |a[Ottawa] : |bBank of Canada, |c2018. |
|---|
| 300 | |aii, 43 p. : |bcol. ill. |
|---|
| 490 | 1 |aBank of Canada staff working paper, |x1701-9397 ; |v2018-54 |
|---|
| 500 | |a"November 2018." |
|---|
| 504 | |aIncludes bibliographical references (p. 30-35). |
|---|
| 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. |
|---|
| 546 | |aIncludes abstract in French. |
|---|
| 693 | 4|aBank capital |
|---|
| 693 | 4|aBanks and banking, International |
|---|
| 693 | 4|aInternational finance |
|---|
| 710 | 2 |aBank of Canada. |
|---|
| 830 | #0|aStaff working paper (Bank of Canada)|x1701-9397 ; |v2018-54.|w(CaOODSP)9.806221 |
|---|
| 856 | 40|qPDF|s603 KB|uhttps://publications.gc.ca/collections/collection_2018/banque-bank-canada/FB3-5-2018-54-eng.pdf |
|---|