David A. Cimon

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David A. Cimon

Bank of Canada
234 Wellington Street
Ottawa, ON, K1A 0G9

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Banking Regulation and Market Making

Staff Working Paper 2017-7 David A. Cimon, Corey Garriott
We present a model of market makers subject to recent banking regulations: liquidity and capital constraints in the style of Basel III and a position limit in the style of the Volcker Rule.

Broker Routing Decisions in Limit Order Markets

Staff Working Paper 2016-50 David A. Cimon
The primary focus of this paper is to study conflict of interest in the brokerage market. Brokers face a conflict of interest when the commissions they receive from investors differ from the costs imposed by different trading venues.

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