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9409 Results

Filling in the Blanks: Network Structure and Interbank Contagion

Staff Working Paper 2014-26 Kartik Anand, Ben Craig, Goetz von Peter
The network pattern of financial linkages is important in many areas of banking and finance. Yet bilateral linkages are often unobserved, and maximum entropy serves as the leading method for estimating counterparty exposures.

Consumer Attitudes and the Epidemiology of Inflation Expectations

Staff Working Paper 2014-28 Michael Ehrmann, Damjan Pfajfar, Emiliano Santoro
This paper studies the formation of consumers’ inflation expectations using micro-level data from the Michigan Survey. It shows that beyond the well-established socio-economic determinants of inflation expectations such as gender, income or education, other characteristics such as the households’ financial situation and their purchasing attitudes also matter.
Content Type(s): Staff research, Staff working papers Research Topic(s): Inflation and prices JEL Code(s): C, C5, C53, D, D8, D84, E, E3, E31
June 12, 2014

Stress Testing the Canadian Banking System: A System-Wide Approach

Stress testing is an important tool used by financial authorities and entities around the world to evaluate potential risks to the financial system. Kartik Anand, Guillaume Bédard-Pagé and Virginie Traclet discuss different stress-testing approaches, with emphasis on the innovative and analytically rigorous model developed by the Bank of Canada: the MacroFinancial Risk Assessment Framework (MFRAF). They also present the stress-test results obtained in the context of the 2013 Canada Financial Sector Assessment Program led by the International Monetary Fund, including the important contributions made by the use of MFRAF in the exercise.
Content Type(s): Publications, Financial System Review articles Research Topic(s): Financial institutions, Financial stability JEL Code(s): C, C6, C63, G, G0, G01, G2, G21
January 14, 2008

Backgrounder on Questions in the Business Outlook Survey Concerning Past Sales and Credit Conditions

Starting with the winter 2007–08 survey, the results of two additional questions became included in the Business Outlook Survey (BOS) publication: the balance of opinion on past sales and the balance of opinion on credit conditions. This backgrounder briefly describes the two questions and presents the correlations between the responses and relevant economic data.
Content Type(s): Background materials
March 18, 2014

Demographics, Crisis Aftermath Pose Limits to Growth, Says Bank of Canada Governor Stephen S. Poloz

Demographic forces and the hangover from the global financial crisis together are putting limits on economic growth, Bank of Canada Governor Stephen S. Poloz said today in Halifax. “A period of subdued growth after a financial crisis can still be regarded as cyclical, in the sense that it will eventually prove to be temporary,” Governor […]
Content Type(s): Press, Press releases
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