| 000 | 00000nam 2200000zi 4500 |
| 001 | 9.871711 |
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| 003 | CaOODSP |
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| 005 | 20221107163449 |
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| 006 | a o f000 | |
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| 007 | cr ||||||||||| |
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| 008 | 190417t20192019oncd #ot f|0| 0 eng |
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| 040 | |aCaOODSP|beng |
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| 041 | |aeng|bfre |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-1/115-2019E-PDF |
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| 100 | 1 |aArora, Rohan, |eauthor. |
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| 245 | 10|aBond funds and fixed-income market liquidity : |ba stress-testing approach / |cRohan Arora, Guillaume Bédard-Pagé, Guillaume Ouellet Leblanc and Ryan Shotlander. |
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| 264 | 1|aOttawa, Ontario, Canada : |bBank of Canada, |c2019. |
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| 264 | 4|c©2019 |
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| 300 | |a1 online resource (iv, 42 pages) : |bgraphs. |
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| 336 | |atext|btxt|2rdacontent |
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| 337 | |acomputer|bc|2rdamedia |
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| 338 | |aonline resource|bcr|2rdacarrier |
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| 490 | 1 |aTechnical report = Rapport technique, |x1919-689X ; |vno. 115 |
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| 500 | |a"April 2019." |
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| 504 | |aIncludes bibliographic references. |
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| 520 | |a"This report provides a detailed technical description of a stress test model for investment funds called Ceto. The model quantifies how asset from investment funds could amplify a sudden decline in asset prices through the liquidity risk premium of the corporate bond market"--Abstract, page ii. |
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| 546 | |aIncludes abstract in French. |
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| 692 | 07|2gccst|aInvestments |
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| 700 | 1 |aBédard-Pagé, Guillaume, |eauthor. |
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| 700 | 1 |aOuellet Leblanc, Guillaume, |eauthor. |
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| 700 | 1 |aShotlander, Ryan, |eauthor. |
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| 710 | 2 |aBank of Canada. |
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| 830 | #0|aTechnical report (Bank of Canada)|x1919-689X ; |vno. 115.|w(CaOODSP)9.505019 |
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| 856 | 40|qPDF|s1.31 MB|uhttps://publications.gc.ca/collections/collection_2019/banque-bank-canada/FB3-1-115-2019-eng.pdf |
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