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Contagion and the composition of Canadian banks foreign asset portfolios: do financial crises matter? Eric Santor*Abstract This paper uses a unique Bank of Canada panel data set to assess the impact of informationbased contagion on the foreign asset exposures of Canadian banks. Specifically, banks foreign asset exposures include loans, deposits and holdings of public and private securities from 1984 to 2003 on a quarterly basis visvis over 150 foreign jurisdictions. Preliminary results
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Contagion refers to the spread of information or influence, often related to financial risks or health issues. Form composition typically refers to the manner in which a legal or standardized form is structured or organized.
Entities that are subject to regulatory requirements or industry standards that necessitate the disclosure of information concerning contagion risk or their form composition.
To fill out contagion and form composition, individuals or entities must provide accurate details as prompted in the form, ensuring all sections are completed according to the guidelines provided by the regulatory body.
The purpose is to ensure transparency and accountability in reporting potential risks associated with contagion, as well as standardizing the information shared through form composition.
The information required may include details about the entity, the nature of the contagion risk, mitigation measures in place, and any relevant statistical data.
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