Posts

• June 14, 2012

  The Resolution of Systemically Important Financial Institutions

  Financial System Review - June 2012 Alexandra Lai, Adi Mordel

  Content Type(s): Publications, Financial System Review articles
• June 14, 2012

  Reducing Systemic Risk: Canada’s New Central Counterparty for the Fixed-Income Market

  Financial System Review - June 2012 Pothik Chatterjee, Lana Embree, Peter Youngman

  Content Type(s): Publications, Financial System Review articles
• June 14, 2012

  An Improved Framework for Assessing the Risks Arising from Elevated Household Debt

  Financial System Review - June 2012 Umar Faruqui, Xuezhi Liu, Tom Roberts

  Content Type(s): Publications, Financial System Review articles
• June 8, 2012

  Weekly Financial Statistics - 8 June 2012

  Content Type(s): Publications, Historical: Weekly Financial Statistics

• The U.S.-Dollar Supranational Zero-Coupon Curve

  Staff Discussion Paper 2012-5 Francisco Rivadeneyra

  The author describes the construction of the U.S.-dollar-denominated zero-coupon curve for the supranational asset class from 1995 to 2010. He uses yield data from a crosssection of bonds issued by AAA-rated supranational entities to fit the Svensson (1995) term-structure model.

  Content Type(s): Staff research, Staff discussion papers Research Topic(s): Asset pricing, Financial markets JEL Code(s): G, G1, G12, G15
• June 5, 2012

  Bank of Canada maintains overnight rate target at 1 per cent

  Media Relations Ottawa, Ontario

  The Bank of Canada today announced that it is maintaining its target for the overnight rate at 1 per cent. The Bank Rate is correspondingly 1 1/4 per cent and the deposit rate is 3/4 per cent.

  Content Type(s): Press, Press releases
• June 1, 2012

  Weekly Financial Statistics - 1 June 2012

  Content Type(s): Publications, Historical: Weekly Financial Statistics