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| 01836nam 2200361zi 4500 |
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| 001 | 9.910877 |
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| 003 | CaOODSP |
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| 005 | 20221107182229 |
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| 006 | m o d f |
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| 007 | cr |n||||||||| |
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| 008 | 220504t20222022oncd ob f|0| 0 eng d |
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| 040 | |aCaOODSP|beng|erda|cCaOODSP |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-5/2022-19E-PDF |
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| 100 | 1 |aRaykov, Radoslav S., |eauthor. |
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| 245 | 10|aAsymmetric systemic risk / |cby Radoslav Raykov and Consuelo Silva-Buston. |
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| 264 | 1|aOttawa, Ontario, Canada : |bBank of Canada = Banque du Canada, |c2022. |
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| 264 | 4|c©2022 |
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| 300 | |a1 online resource (ii, 46 pages) : |bcharts. |
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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 |aStaff working paper = |aDocument de travail du personnel, |x1701-9397 ; |v2022-19 |
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| 500 | |a"Last updated: May 2, 2022." |
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| 504 | |aIncludes bibliographical references (pages 29-32). |
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| 520 | |a"Bank regulation is based on the premise that risks spill over more easily from large banks to the banking system than vice versa. On the contrary, we document that risk transmission is stronger in the system-to-bank direction. We term this asymmetric systemic risk, measure it with net exposure metrics, and explore the consequences and channels behind it"--Abstract. |
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| 650 | 0|aFinancial services industry|zCanada. |
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| 650 | 0|aRisk-return relationships|xEconometric models|zCanada. |
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| 650 | 6|aServices financiers|zCanada. |
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| 650 | 6|aRapport risque-rendement|xModèles économétriques|zCanada. |
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| 710 | 2 |aBank of Canada, |eissuing body. |
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| 830 | #0|aStaff working paper (Bank of Canada)|v2022-19.|w(CaOODSP)9.806221 |
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| 856 | 40|qPDF|s720 KB|uhttps://publications.gc.ca/collections/collection_2022/banque-bank-canada/FB3-5-2022-19-eng.pdf |
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