Debt management - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T10:08:14+00:00A Model of the EFA Liabilities
https://www.bankofcanada.ca/2011/12/discussion-paper-2011-11/
The authors describe the liabilities model of the Exchange Fund Account (EFA). The EFA is managed using an asset-liability matching framework that requires currency and duration matching of both sides of the balance sheet.2011-12-23T09:50:29+00:00enA Model of the EFA Liabilities2011-12-23Debt managementForeign reserves managementDiscussion Paper 2011-11https://www.bankofcanada.ca/wp-content/uploads/2011/12/dp2011-11.pdfA Model of the EFA LiabilitiesFrancisco RivadeneyraOumar DissouDecember 2011GG1G12G3G32Developing a Medium-Term Debt-Management Strategy for the Government of Canada
https://www.bankofcanada.ca/wp-content/uploads/2011/08/larson.pdf
As the Government of Canada’s fiscal agent, the Bank of Canada provides strategic policy advice on the management of the government’s debt, in addition to being responsible for conducting debt-management operations. In this article, the authors review the evolution of the debt strategy over the past 20 years and outline the complex process of developing a sound strategy that balances various cost and risk considerations. This includes an examination of the tools and practices used to develop the new medium-term debt-management strategy, such as the modelling approach involved, market consultations and various debt-management metrics.2011-08-18T09:30:13+00:00enDeveloping a Medium-Term Debt-Management Strategy for the Government of Canada2011-08-18The Canadian Debt-Strategy Model: An Overview of the Principal Elements
https://www.bankofcanada.ca/2011/05/discussion-paper-2011-3/
The Canadian Debt Strategy Model helps debt managers determine their optimal financing strategy. The model’s code and documentation are available to the public.2011-05-13T13:51:30+00:00enThe Canadian Debt-Strategy Model: An Overview of the Principal Elements2011-05-13Debt managementEconometric and statistical methodsFinancial marketsFiscal policyDiscussion Paper 2011-3https://www.bankofcanada.ca/wp-content/uploads/2011/05/dp11-3.pdfThe Canadian Debt-Strategy Model: An Overview of the Principal ElementsDavid BolderSimon DeeleyMay 2011CC0GG1G11G17HH6H63