Complementing the credit risk assessment of financial counterparties with market-based indicators / by Guillaume Ouellet Leblanc and Maarten R.C. van Oordt. : FB3-7/2017-15E-PDF
"The Bank’s internal credit risk assessment abilities are regularly enhanced. In this note, we present a recent innovation that extends the set of market-based indicators used in the credit risk assessment of financial counterparties. These indicators supplement existing fundamental quantitative and qualitative credit risk analysis by providing a timely reading of markets’ perceptions of the credit quality of financial counterparties"--Abstract, p. [iii].
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.846366&sl=1
Ministère/Organisme | Bank of Canada. |
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Titre | Complementing the credit risk assessment of financial counterparties with market-based indicators / by Guillaume Ouellet Leblanc and Maarten R.C. van Oordt. |
Titre de la série | Staff analytical note = Note analytique du personnel, 2369-9639 ; 2017-15 |
Type de publication | Série - Voir l'enregistrement principal |
Langue | [Anglais] |
Format | Électronique |
Document électronique | |
Note(s) | Cover title. Includes bibliographical references. Includes abstract in French. |
Information sur la publication | [Ottawa] : Bank of Canada, c2017. |
Auteur / Contributeur | Leblanc, Guillaume Ouellet. Van Oordt, Maarten R. C. |
Description | ii, 10 p. : col. charts |
Numéro de catalogue |
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Descripteurs | Financial institutions Credit Risk management |