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Bank of Canada

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Publications and Research

Periodicals

Financial System Review

June 2007

Financial System Review - June 2007
Developments and Trends
  • Financial System Risk Assessment
    • Overall Assessment
    • The Macrofinancial Environment
      • The international environment
      • Highlighted Issue: Recent developments in the U.S. subprime mortgage market and their impact on the Canadian financial system
      • Canadian developments
    • The Financial System
    • Financial markets
    • Financial institutions
    • Highlighted Issue: What is driving the current low spreads on risky assets?
    • Highlighted Issue: Structured finance: The changing nature of credit markets
  • Important Financial System Developments
    • Amendments to the Financial Institutions Legislation
    • The Mortgage Insurance Market
    • Highlighted Issue: Asset-backed commercial paper: Recent trends and developments
Reports
  • Introduction
  • Bank of Canada Oversight Activities during 2006 under the Payment Clearing and Settlement Act
  • An Overview of Risk Management at Canadian Banks
  • Sectoral Default Rates under Stress: The Importance of Non-Linearities
Research Summaries
  • Introduction
  • Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector
  • Modelling Payments Systems: A Review of the Literature
  • The Impact of Electronic Trading Platforms on the Brokered Interdealer Market for Government of Canada Benchmark Bonds
  • Price Formation and Liquidity Provision in the Markets for European and Canadian Government Securities

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