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2160 Results

February 15, 2018

Anchoring Expectations: Canada’s Approach to Price Stability

Remarks Lawrence L. Schembri Manitoba Association for Business Economists Winnipeg, Manitoba
Deputy Governor Lawrence Schembri examines the success of the Bank’s monetary policy framework and explains the review being undertaken before its renewal in 2021.

SME Failures Under Large Liquidity Shocks: An Application to the COVID-19 Crisis

We study the effects of financial frictions on firm exit when firms face large liquidity shocks. We develop a simple model of firm cost-minimization that introduces a financial friction that limits firms’ borrowing capacity to smooth temporary shocks to liquidity.

Decomposing Systemic Risk: The Roles of Contagion and Common Exposures

Staff working paper 2024-19 Grzegorz Halaj, Ruben Hipp
We examine systemic risks within the Canadian banking sector, decomposing them into three contribution channels: contagion, common exposures, and idiosyncratic risk. Through a structural model, we dissect how interbank relationships and market conditions contribute to systemic risk, providing new insights for financial stability.

Demographic Origins of the Decline in Labor’s Share

Staff working paper 2023-20 Andrew Glover, Jacob Short
Declining labour market dynamism of workers results in an increasing wedge between their earnings and their marginal product as they age. This wedge and the demographic shift in the earnings shares of older workers can account for 59% of the decline in labor’s share of earnings in the United States.

Inflation Targeting and Liquidity Traps Under Endogenous Credibility

Staff working paper 2019-9 Cars Hommes, Joep Lustenhouwer
Policy implications are derived for an inflation-targeting central bank, whose credibility is endogenous and depends on its past ability to achieve its targets. This is done in a New Keynesian framework with heterogeneous and boundedly rational expectations.

Anticipating changes in bank capital buffer requirements

Staff analytical note 2025-27 Josef Schroth
Time-varying capital buffer requirements are a powerful tool that allow bank regulators to avoid severe financial stress without the cost of imposing very high levels of capital. However, this tool is only effective if banks understand how it is used. I present a model that banks and financial market participants can use to anticipate how time-varying capital buffer requirements change over time.
June 22, 2011

Financial System Review - June 2011

Financial System Review - June 2011
In this issue of the Financial System Review, the Bank of Canada’s Governing Council judges that, although the Canadian finan­cial system is currently on a sound footing, risks to its stability remain elevated and have edged higher since December 2010.
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