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Record W3125871417 · doi:10.36334/modsim.2011.d6.allen

Peas in a pod: Canadian and Australian banks before and during a Global Financial Crisis

2011· article· en· W3125871417 on OpenAlexaboutno aff
David E. Allen, Raymond Boffey, Robert Powell

Bibliographic record

VenueChan, F., Marinova, D. and Anderssen, R.S. (eds) MODSIM2011, 19th International Congress on Modelling and Simulation. · 2011
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicBanking stability, regulation, efficiency
Canadian institutionsnot available
FundersAustralian Research Council
KeywordsPoint of deliveryFinancial crisisFinancial systemBusinessFinanceEconomicsAgronomyKeynesian economics

Abstract

fetched live from OpenAlex

In the aftermath of the Global Financial Crisis (GFC), the Canadian and Australian banking systems have been singled out by some commentators as having performed better than many other banking systems, particularly those in Europe, America and the United Kingdom.Banks in both Canada and Australia, for instance, have continued to report enviable earnings, sound capital levels, and high credit ratings both before and during the GFC.The G-20 and the European Union have tried to identify the features of the Canadian and Australian financial systems which have underpinned this success in order to use them in shaping a revised international regulatory framework.One area of focus has been the regulations governing "quality of capital".Despite these apparent successes, there is some evidence that both Canadian and Australian banks experienced considerable deterioration in the market value of their assets during the GFC.In this paper we use the KMV / Merton structural methodology, which incorporates market asset values, to examine default probabilities of 9 listed Canadian banks and 13 Australian listed banks in both a pre-GFC period (2000)(2001)(2002)(2003)(2004)(2005)(2006) and a GFC period (2007)(2008).We also modify the model to incorporate conditional probability of default which measures extreme credit risk.This paper finds that bank risk was significantly similar for Australian and Canadian Banks during the GFC period.This includes an assessment of impaired assets, Value at Risk (VaR) and Distance to Default (DD), as well as the extreme measures of Conditional VaR (CVaR), and Conditional Distance to Default (CDD); metrics which confirm the two countries similarities in terms of a significant increase in credit risk between pre-GFC and GFC periods.The extent of this increase was, however, far more pronounced for Australia, which was coming off a lower base.Bank risk for both countries was found to be far lower than for global counterparts due to factors such as sound regulatory control and low levels of involvement in sub-prime lending.This could provide lessons for global banks on risk management.A key conclusion of the paper is that it is important that fluctuating market values, especially the extreme fluctuations which are measured by CVaR and CDD, are a key consideration when determining risk management criteria such as capital adequacy.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.006
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.032
Threshold uncertainty score0.125

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.006
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0020.004
Science and technology studies0.0040.002
Scholarly communication0.0020.001
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0020.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.046
GPT teacher head0.258
Teacher spread0.212 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations3
Published2011
Admission routes1
Has abstractyes

Explore more

Same venueChan, F., Marinova, D. and Anderssen, R.S. (eds) MODSIM2011, 19th International Congress on Modelling and Simulation.Same topicBanking stability, regulation, efficiencyFrench-language works237,207