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Alejandro Garcia

Personal Details

First Name:Alejandro
Middle Name:
Last Name:Garcia
Suffix:
RePEc Short-ID:pga275
[This author has chosen not to make the email address public]
Risk Quantification Division Office of the Superintendent of Financial Institutions

Affiliation

Office of the Superintendent of Financial Institutions Canada
Government of Canada

Ottawa, Canada
http://www.osfi-bsif.gc.ca/
RePEc:edi:osfgvca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Annetta Ho & Sriram Darbha & Yuliya Gorelkina & Alejandro García, 2022. "The Relative Benefits and Risks of Stablecoins as a Means of Payment: A Case Study Perspective," Discussion Papers 2022-21, Bank of Canada.
  2. Alejandro García & Bena Lands & Dennis Yanchus, 2021. "Stablecoin Assessment Framework," Discussion Papers 2021-6, Bank of Canada.
  3. Dylan Hogg, 2021. "Analyzing supply and demand for business loans using microdata from the Senior Loan Officer Survey," Staff Analytical Notes 2021-13, Bank of Canada.
  4. Alejandro García & Josef Schroth, 2021. "Can regulating bank capital help prevent and mitigate financial downturns?," Staff Analytical Notes 2021-12, Bank of Canada.
  5. Alejandro García & Josef Schroth, 2021. "La réglementation des fonds propres bancaires peut-elle prévenir ou atténuer les turbulences financières?," Staff Analytical Notes 2021-12fr, Bank of Canada.
  6. Alejandro García & Bena Lands & Xuezhi Liu & Joshua Slive, 2020. "The potential effect of a central bank digital currency on deposit funding in Canada," Staff Analytical Notes 2020-15, Bank of Canada.
  7. Alejandro García & Andrei Prokopiw, 2010. "Market Expectations and Option Prices: Evidence for the Can$/US$ Exchange Rate," Discussion Papers 10-2, Bank of Canada.
  8. Alejandro García & Andrei Prokopiw, 2009. "Measures of Aggregate Credit Conditions and Their Potential Use by Central Banks," Discussion Papers 09-12, Bank of Canada.
  9. Alejandro García & Ramazan Gençay, 2007. "Managing Adverse Dependence for Portfolios of Collateral in Financial Infrastructures," Staff Working Papers 07-25, Bank of Canada.
  10. Alejandro García & Ramazan Gençay, 2006. "Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events," Staff Working Papers 06-17, Bank of Canada.
    repec:bca:bocadp:24-11 is not listed on IDEAS

Articles

  1. Lorie Zorn & Alejandro García, 2011. "Central Bank Collateral Policy: Insights from Recent Experience," Bank of Canada Review, Bank of Canada, vol. 2011(Spring), pages 37-45.
  2. Alejandro García & Jun Yang, 2009. "Understanding Corporate Bond Spreads Using Credit Default Swaps," Bank of Canada Review, Bank of Canada, vol. 2009(Autumn), pages 27-35.
  3. Garcia, Alejandro & Gencay, Ramazan, 2007. "Applications of extreme value theory to collateral valuation," Journal of Financial Transformation, Capco Institute, vol. 20, pages 88-93.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Annetta Ho & Sriram Darbha & Yuliya Gorelkina & Alejandro García, 2022. "The Relative Benefits and Risks of Stablecoins as a Means of Payment: A Case Study Perspective," Discussion Papers 2022-21, Bank of Canada.

    Cited by:

    1. Djogbenou, Antoine & Inan, Emre & Jasiak, Joann, 2023. "Time-varying coefficient DAR model and stability measures for stablecoin prices: An application to Tether," Journal of International Money and Finance, Elsevier, vol. 139(C).

  2. Alejandro García & Bena Lands & Dennis Yanchus, 2021. "Stablecoin Assessment Framework," Discussion Papers 2021-6, Bank of Canada.

    Cited by:

    1. Maarten van Oordt, 2022. "The Emerging Autonomy–Stability Choice for Stablecoins," Tinbergen Institute Discussion Papers 22-015/IV, Tinbergen Institute.

  3. Dylan Hogg, 2021. "Analyzing supply and demand for business loans using microdata from the Senior Loan Officer Survey," Staff Analytical Notes 2021-13, Bank of Canada.

    Cited by:

    1. Ty Kreitman & Todd Kuethe & David B. Oppedahl & Francisco Scott, 2022. "The Supply and Demand of Agricultural Loans," Research Working Paper RWP 22-06, Federal Reserve Bank of Kansas City.

  4. Alejandro García & Josef Schroth, 2021. "Can regulating bank capital help prevent and mitigate financial downturns?," Staff Analytical Notes 2021-12, Bank of Canada.

    Cited by:

    1. Jing Yang & Hélène Desgagnés & Grzegorz Halaj & Yaz Terajima, 2022. "COVID and Financial Stability: Practice Ahead of Theory," Discussion Papers 2022-18, Bank of Canada.

  5. Alejandro García & Bena Lands & Xuezhi Liu & Joshua Slive, 2020. "The potential effect of a central bank digital currency on deposit funding in Canada," Staff Analytical Notes 2020-15, Bank of Canada.

    Cited by:

    1. Andrew Usher & Edona Reshidi & Francisco Rivadeneyra & Scott Hendry, 2021. "The Positive Case for a CBDC," Discussion Papers 2021-11, Bank of Canada.
    2. Jiaqi Li, 2021. "Predicting the Demand for Central Bank Digital Currency: A Structural Analysis with Survey Data," Staff Working Papers 21-65, Bank of Canada.
    3. Thitima Chucherd & Chanokkarn Mek-yong & Nalin Nookhwun & Passawuth Nuntnarumit & Natta Piyakarnchana & Suparit Suwanik, 2021. "Monetary and Financial Perspectives on Retail CBDC in the Thai Context," PIER Discussion Papers 152, Puey Ungphakorn Institute for Economic Research.
    4. Azzone, Michele & Barucci, Emilio, 2023. "Evaluation of sight deposits and central bank digital currency," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
    5. James Chapman & Jonathan Chiu & Mohammad Davoodalhosseini & Janet Hua Jiang & Francisco Rivadeneyra & Yu Zhu, 2023. "Central Bank Digital Currencies and Banking: Literature Review and New Questions," Discussion Papers 2023-4, Bank of Canada.
    6. Zijian Wang, 2023. "Money Laundering and the Privacy Design of Central Bank Digital Currency," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 604-632, December.

  6. Alejandro García & Andrei Prokopiw, 2010. "Market Expectations and Option Prices: Evidence for the Can$/US$ Exchange Rate," Discussion Papers 10-2, Bank of Canada.

    Cited by:

    1. Nahla Ghazi Aljudaibi & Shabir Ahmad Hakim & Tahar Tayachi, 2018. "Modeling Prices of Islamic Commodity Swaption نمذجة أسعار عقود سلع المبادلة الإسلامية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 31(2), pages 111-131, July.

  7. Alejandro García & Ramazan Gençay, 2006. "Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events," Staff Working Papers 06-17, Bank of Canada.

    Cited by:

    1. James Chapman & Jonathan Chiu & Miguel Molico, 2010. "Central Bank Haircut Policy," Staff Working Papers 10-23, Bank of Canada.
    2. Jonathan Chiu & Alexandra Lai, 2007. "Modelling Payments Systems: A Review of the Literature," Staff Working Papers 07-28, Bank of Canada.
    3. Douglas D. Evanoff & Daniela Russo & Robert Steigerwald, 2006. "Policymakers, researchers, and practitioners discuss the role of central counterparties," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 30(Q IV), pages 2-21.
    4. Alejandro García & Ramazan Gençay, 2007. "Managing Adverse Dependence for Portfolios of Collateral in Financial Infrastructures," Staff Working Papers 07-25, Bank of Canada.
    5. Alexandru Stanga, 2008. "Measuring market risk: a copula and extreme value approach," Advances in Economic and Financial Research - DOFIN Working Paper Series 13, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.

Articles

  1. Lorie Zorn & Alejandro García, 2011. "Central Bank Collateral Policy: Insights from Recent Experience," Bank of Canada Review, Bank of Canada, vol. 2011(Spring), pages 37-45.

    Cited by:

    1. Grung Moe, Thorvald, 2015. "Shadow banking: policy challenges for central banks," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(2), pages 31-42.
    2. Engler, Philipp & Grosse Steffen, Christoph, 2015. "Sovereign risk, interbank freezes, and aggregate fluctuations," Working Paper Series 1840, European Central Bank.
    3. George Pantelopoulos, 2021. "Can Central Banks circumvent the impossible trinity within their operational frameworks? Theory and evidence," The World Economy, Wiley Blackwell, vol. 44(7), pages 2041-2075, July.
    4. Ben salem, salha & slama, ines, 2021. "Modeling the impact of Coronavirus uncertainty on bank system vulnerability and monetary policy conduct," MPRA Paper 107391, University Library of Munich, Germany.
    5. Bank for International Settlements, 2015. "Central bank operating frameworks and collateral markets," CGFS Papers, Bank for International Settlements, number 53, december.
    6. Thorvald Grung Moe, 2012. "Shadow Banking and the Limits of Central Bank Liquidity Support: How to Achieve a Better Balance between Global and Official Liquidity," Economics Working Paper Archive wp_712, Levy Economics Institute.
    7. PINSHI, Christian P., 2020. "COVID-19 uncertainty and monetary policy," MPRA Paper 100184, University Library of Munich, Germany.
    8. Vilma Dingova & Vaclav Hausenblas & Zlatuse Komarkova, 2014. "Collateralization and Financial Stability," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2013/2014, chapter 0, pages 137-147, Czech National Bank.
    9. PINSHI, Christian P., 2020. "Uncertainty, monetary policy and COVID-19," MPRA Paper 100147, University Library of Munich, Germany.
    10. Pinshi, Christian P., 2020. "Monetary policy, uncertainty and COVID-19," MPRA Paper 100836, University Library of Munich, Germany, revised 27 May 2020.

  2. Alejandro García & Jun Yang, 2009. "Understanding Corporate Bond Spreads Using Credit Default Swaps," Bank of Canada Review, Bank of Canada, vol. 2009(Autumn), pages 27-35.

    Cited by:

    1. Laurence Booth, 2015. "Estimating Discount Rates," SPP Research Papers, The School of Public Policy, University of Calgary, vol. 8(18), April.
    2. Switzer, Lorne N. & Tu, Qiao & Wang, Jun, 2018. "Corporate governance and default risk in financial firms over the post-financial crisis period: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 52(C), pages 196-210.

  3. Garcia, Alejandro & Gencay, Ramazan, 2007. "Applications of extreme value theory to collateral valuation," Journal of Financial Transformation, Capco Institute, vol. 20, pages 88-93.

    Cited by:

    1. Matt Davison & Darrell Leadbetter & Bin Lu & Jane Voll, 2016. "Are Counterparty Arrangements in Reinsurance a Threat to Financial Stability?," Staff Working Papers 16-39, Bank of Canada.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (4) 2020-08-17 2021-06-21 2021-07-12 2023-01-16
  2. NEP-MAC: Macroeconomics (4) 2020-08-17 2021-06-14 2021-06-21 2021-07-12
  3. NEP-CBA: Central Banking (3) 2009-11-21 2020-08-17 2021-06-21
  4. NEP-PAY: Payment Systems and Financial Technology (3) 2020-08-17 2021-04-19 2023-01-16
  5. NEP-RMG: Risk Management (3) 2007-04-09 2009-11-21 2021-06-21
  6. NEP-MON: Monetary Economics (2) 2020-08-17 2023-01-16
  7. NEP-CFN: Corporate Finance (1) 2007-04-09
  8. NEP-FIN: Finance (1) 2006-06-24
  9. NEP-FMK: Financial Markets (1) 2006-06-24
  10. NEP-ORE: Operations Research (1) 2021-06-21
  11. NEP-UPT: Utility Models and Prospect Theory (1) 2023-01-16

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