Étienne Bordeleau - Latest

• Méthodologie de construction de séries de taux de défaut pour l’industrie canadienne

  Staff Discussion Paper 2013-2 Ramdane Djoudad, Étienne Bordeleau

  Default rates are series commonly used in stress testing. In Canada, as in many other countries, there are no historical series available for sectoral default rates on bank loans to firms.

  Content Type(s): Staff research, Staff discussion papers Topic(s): Econometric and statistical methods, Financial institutions, Financial stability JEL Code(s): C, C1, C13, C18, G, G2, G21, G3, G33

• The Impact of Liquidity on Bank Profitability

  Staff Working Paper 2010-38 Étienne Bordeleau, Christopher Graham

  The recent crisis has underlined the importance of sound bank liquidity management. In response, regulators are devising new liquidity standards with the aim of making the financial system more stable and resilient. In this paper, the authors analyse the impact of liquid asset holdings on bank profitability for a sample of large U.S. and Canadian banks.

  Content Type(s): Staff research, Staff working papers Topic(s): Financial institutions, Financial stability, Financial system regulation and policies JEL Code(s): G, G2, G21, G3, G32, G33

• Regulatory Constraints on Bank Leverage: Issues and Lessons from the Canadian Experience

  Staff Discussion Paper 2009-15 Étienne Bordeleau, Allan Crawford, Christopher Graham

  The Basel capital framework plays an important role in risk management by linking a bank's minimum capital requirements to the riskiness of its assets. Nevertheless, the risk estimates underlying these calculations may be imperfect, and it appears that a cyclical bias in measures of risk-adjusted capital contributed to procyclical increases in global leverage prior to the recent financial crisis.

  Content Type(s): Staff research, Staff discussion papers Topic(s): Financial institutions, Financial stability, Financial system regulation and policies JEL Code(s): G, G0, G01, G2, G21, G28
• June 21, 2009

  Regulatory Constraints on Leverage: The Canadian Experience

  Financial System Review - June 2009 Allan Crawford, Christopher Graham, Étienne Bordeleau

  Content Type(s): Publications, Financial System Review articles
• June 21, 2009

  Procyclicality and Compensation

  Financial System Review - June 2009 Étienne Bordeleau, Walter Engert

  Content Type(s): Publications, Financial System Review articles