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040 |aCaOODSP|beng|erda|cCaOODSP
043 |an-cn---
0861 |aFB3-5/2021-61E-PDF
1001 |aChen, David, |eauthor.
24514|aThe countercyclical capital buffer and international bank lending : |bevidence from Canada / |cby David Chen and Christian Friedrich.
264 1|aOttawa, Ontario, Canada : |bBank of Canada = Banque du Canada, |c2021.
264 4|c©2021
300 |a1 online resource (ii, 47 pages) : |bcharts.
336 |atext|btxt|2rdacontent
337 |acomputer|bc|2rdamedia
338 |aonline resource|bcr|2rdacarrier
4901 |aStaff working paper = |aDocument de travail du personnel, |x1701-9397 ; |v2021-61
500 |a"Last updated: November 29, 2021."
504 |aIncludes bibliographical references (pages 30-31).
520 |a"We examine the impact of the recently introduced Basel III countercyclical capital buffer (CCyB) on foreign lending activities of Canadian banks. Using panel data for the six largest Canadian banks and their foreign activities in up to 94 countries, we explore the variation in CCyB rates across countries to overcome the identification challenge associated with limited time-series evidence on the use of the CCyB in individual jurisdictions"--Abstract.
650 0|aBanks and banking|xRisk management|xEconometric models.
650 0|aBank loans|xEconometric models.
650 6|aBanques|xGestion du risque|xModèles économétriques.
650 6|aPrêts bancaires|xModèles économétriques.
7102 |aBank of Canada, |eissuing body.
830#0|aStaff working paper (Bank of Canada)|v2021-61.|w(CaOODSP)9.806221
85640|qPDF|s1.25 MB|uhttps://publications.gc.ca/collections/collection_2021/banque-bank-canada/FB3-5-2021-61-eng.pdf