Abstract
This report reviews the use of quantitative tools to gauge market participants’ assessment of banking system resilience. These measures complement traditional balance-sheet metrics and suggest that markets consider large Canadian banks to be better placed to weather adverse shocks than banks in other advanced economies. Compared with regulatory capital ratios, however, the measures suggest less improvement in banking system resilience since the pre-crisis period.
| Original language | English |
|---|---|
| Journal | Bank of Canada Financial System Review |
| Publication status | Published - Jun 2017 |
Keywords
- Financial stability
- Systemic risk
- Banks
- Capital ratio
- Market information
- Financial crisis