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2191 Results

Forecasting Banks’ Corporate Loan Losses Under Stress: A New Corporate Default Model

Technical report No. 122 Gabriel Bruneau, Thibaut Duprey, Ruben Hipp
We present a new corporate default model, one of the building blocks of the Bank of Canada’s bank stress-testing infrastructure. The model is used to forecast corporate loan losses of the Canadian banking sector under stress.
July 26, 2004

Bank of Canada supports the new International Journal of Central Banking

The Bank of Canada today announced plans to support the development of a new publication focused on central bank theory and practice and issued a call for research papers. The International Journal of Central Banking (IJCB) will be a joint project of the Bank for International Settlements (BIS), the European Central Bank, and each of the Group of Ten (G-10) central banks, with participation expected from other central banks.
Content Type(s): Press, Press releases

Liquidity risks at Canadian life insurance companies

Staff analytical note 2024-7 Patrick Aldridge, Stephane Gignac, Rishi Vala, Adrian Walton
We examine how life insurers manage liquidity risks created by their business model. We find that Canadian life insurers did not face significant liquidity draws and continued their usual investment behaviour during the COVID-19 crisis and as interest rates increased in 2022.
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