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3045 Results

Credit Risk and Collateral Demand in a Retail Payment System

Staff Discussion Paper 2016-16 Héctor Pérez Saiz, Gabriel Xerri
The recent financial crisis has led to the development of new regulations to control risk in designated payment systems, and the implementation of new credit risk management standards is one of the key issues. In this paper, we study various credit risk management schemes for the Canadian retail payment system (ACSS) that are designed to cover the exposure of a defaulting member.

Counterfeit Quality and Verification in a Monetary Exchange

Staff Working Paper 2011-4 Ben Fung, Enchuan Shao
Recent studies on counterfeiting in a monetary search framework show that counterfeiting does not occur in a monetary equilibrium. These findings are inconsistent with the observation that counterfeiting of bank notes has been a serious problem in some countries.
Content Type(s): Staff research, Staff working papers Research Topic(s): Bank notes JEL Code(s): D, D8, D82, D83, E, E4, E42, E5, E50

Multibank Holding Companies and Bank Stability

Staff Working Paper 2018-51 Radoslav Raykov, Consuelo Silva-Buston
This paper studies the relationship between bank holding company affiliation and the individual and systemic risk of banks. Using the 2005 hurricane season in the US as an exogenous shock to bank balance sheets, we show that banks that are part of a holding parent company are more resilient than independent banks.
Content Type(s): Staff research, Staff working papers Research Topic(s): Financial institutions, Financial stability JEL Code(s): G, G1, G2

The Canadian Debt-Strategy Model: An Overview of the Principal Elements

Staff Discussion Paper 2011-3 David Bolder, Simon Deeley
The Canadian Debt Strategy Model helps debt managers determine their optimal financing strategy. The model’s code and documentation are available to the public.

Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions

Staff Working Paper 2017-33 Antonio Diez de los Rios
This paper proposes a novel asymptotic least-squares estimator of multi-country Gaussian dynamic term structure models that is easy to compute and asymptotically efficient, even when the number of countries is relatively large—a situation in which other recently proposed approaches lose their tractability.

Search Frictions and Asset Price Volatility

Staff Working Paper 2010-1 B. Ravikumar, Enchuan Shao
We examine the quantitative effect of search frictions in product markets on asset price volatility. We combine several features from Shi (1997) and Lagos and Wright (2002) in a model without money. Households prefer special goods and general goods.
Content Type(s): Staff research, Staff working papers Research Topic(s): Financial markets, Market structure and pricing JEL Code(s): E, E4, E44, G, G1, G12
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