Year: 2021, 2021
Member of: Trent University Graduate Thesis Collection
Abstract: <p>Using quarterly data from the six largest Canadian banks, we investigate the relationship between regulatory capital ratio and on-balance sheet liquidity created in the Canadian economy by "Big Six". We find a significant positive relationship between Tier 1 capital ratio and on-balance sheet liquidity creation for Canadian big six banks, implying that large banks in Canada… more Full Text: Capital Ratios and Liquidity Creation: Evidence from Canadian Big Six Banks A Thesis Submitted to the Committee on Graduate Studies in Partial Fulfillment of the Requirements for the Degree of Master of Science in the Faculty of Arts and Science TRENT …