A Barometer of Canadian Financial System Vulnerabilities /

Summary

This note presents a composite indicator of Canadian financial system vulnerabilities—the Vulnerabilities Barometer. It aims to complement the Bank of Canada’s vulnerabilities assessment by adding a quantitative and synthesized perspective to the more granular (distributional) analysis presented in the Financial System Review.

Tags

economics economy financial market finance recession banking debt economic growth household debt mathematics bank oil price bank of canada gdp business cycle deleveraging downturn financial crisis of 2007–2008 cyclical moving average debt-to-gdp ratios deleveraged deleverage