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9249 Results

Challenges in Implementing Worst-Case Analysis

Staff Working Paper 2018-47 Jon Danielsson, Lerby Ergun, Casper G. de Vries
Worst-case analysis is used among financial regulators in the wake of the recent financial crisis to gauge the tail risk. We provide insight into worst-case analysis and provide guidance on how to estimate it. We derive the bias for the non-parametric heavy-tailed order statistics and contrast it with the semi-parametric extreme value theory (EVT) approach.
Content Type(s): Staff research, Staff working papers Topic(s): Financial stability JEL Code(s): C, C0, C01, C1, C14, C5, C58

Market Size and Entry in International Trade: Product Versus Firm Fixed Costs

Staff Working Paper 2018-43 Walter Steingress
This paper develops a theoretical framework to infer the nature of fixed costs from the relationship between entry patterns in international markets and destination market size. If fixed costs are at the firm level, firms take advantage of an intrafirm spillover by expanding firm-level product range (scope).
September 6, 2018

An Update on Canada’s Economic Resilience

Remarks Carolyn A. Wilkins Saskatchewan Trade & Export Partnership Regina, Saskatchewan
Senior Deputy Governor Wilkins discusses economic developments since the July Monetary Policy Report and Governing Council’s deliberations leading to yesterday’s policy rate decision.

Furor over the Fed : Presidential Tweets and Central Bank Independence

Staff Analytical Note 2019-33 Antoine Camous, Dmitry Matveev
We illustrate how market data can be informative about the interactions between monetary and fiscal policy. Federal funds futures are private contracts that reflect investor’s expectations about monetary policy decisions.
December 12, 2019

The Bank of Canada’s plans for 2020

Speech summary Stephen S. Poloz Empire Club of Canada Toronto, Ontario
In his traditional year-end speech, Governor Stephen S. Poloz described some of the long-term forces affecting the global and Canadian economies that will shape the Bank’s work in 2020.

Loan Insurance, Market Liquidity, and Lending Standards

Staff Working Paper 2019-47 Toni Ahnert, Martin Kuncl
We examine loan insurance—credit risk transfer upon origination—in a model in which lenders can screen, learn loan quality over time, and can sell loans. Some lenders with low screening ability insure, benefiting from higher market liquidity of insured loans while forgoing the option to exploit future information about loan quality.
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