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008260814e20260724oncd    ob   f000 0 eng d
040 |aCaOODSP|beng|erda|cCaOODSP
043 |an-cn---
0861 |aFB3-5/2026-26E-PDF
1001 |aHipp, Ruben, |eauthor.
24510|aFrom stress to strategy : |bhow banks balance the scales / |cRuben Hipp, Javier Ojea-Ferreiro.
264 1|a[Ottawa] : |bBank of Canada = Banque du Canada, |cJuly 24, 2026.
264 4|c©2026
300 |a1 online resource (41 pages) : |bgraphs.
336 |atext|btxt|2rdacontent
337 |acomputer|bc|2rdamedia
338 |aonline resource|bcr|2rdacarrier
4901 |aStaff working paper = |aDocument de travail du personnel, |x1701-9397 ; |v2026-26
500 |aTitle from cover.
504 |aIncludes bibliographical references (pages 29-32).
5203 |a"This paper introduces a partial equilibrium stress-testing model in which heterogeneous banks optimize portfolios subject to regulatory constraints, with endogenous price effects and managerial buffers arising from a Nash equilibrium. Applied to Canada's Big Six banks, the framework is used to illustrate three applications"--Abstract, page 1.
650 0|aEquilibrium (Economics)|xEconometric models.
650 0|aBanks and banking|zCanada|xEconometric models.
650 6|aÉquilibre (Économie politique)|xModèles économétriques.
650 6|aBanques|zCanada|xModèles économétriques.
7102 |aBank of Canada, |eissuing body.
830#0|aStaff working paper (Bank of Canada)|x1701-9397 ; |v2026-26.|w(CaOODSP)9.806221
85640|qPDF|s1.25 MB|uhttps://publications.gc.ca/collections/collection_2026/banque-bank-canada/FB3-5-2026-26-eng.pdf