Posts - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T13:09:16+00:00Bank of Canada Margin Call Practice for Domestic Market Operations
https://www.bankofcanada.ca/2012/12/bank-canada-margin-call-practice/
For transactions outstanding against securities purchased or sold under a term purchase and resale agreement, the Bank values the securities daily, and compares that value to the contract valuation to ensure the Bank is adequately protected.2012-12-18T16:35:52+00:00enBank of Canada Margin Call Practice for Domestic Market Operations2012-12-18Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy
https://www.bankofcanada.ca/2012/12/working-paper-2012-41/
Most central banks effect changes to their target or policy rate in discrete increments (e.g., multiples of 0.25%) following public announcements on scheduled dates. Still, for most applications, researchers rely on the assumption that the policy rate changes linearly with economic conditions and they do not distinguish between dates with and without scheduled announcements.2012-12-18T16:32:04+00:00enEstimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy2012-12-18Asset pricingFinancial marketsInterest ratesWorking Paper 2012-41https://www.bankofcanada.ca/wp-content/uploads/2012/12/wp2012-41.pdfEstimating the Policy Rule from Money Market Rates when Target Rate Changes Are LumpyJean-Sébastien FontaineDecember 2012EE4E43E44E47GG1G12G13Bank of Canada Announces Details of a Term Repo for Balance Sheet Management Purposes Operation
https://www.bankofcanada.ca/2012/12/bank-canada-announces-details-term-repo-balance-sheet/
The Bank of Canada announced today that it will conduct a Term Repo for Balance Sheet Management Purposes operation.2012-12-18T15:30:45+00:00enBank of Canada Announces Details of a Term Repo for Balance Sheet Management Purposes Operation2012-12-18Changes to Assets Eligible as Collateral under the Bank of Canada’s Standing Liquidity Facility (SLF)
https://www.bankofcanada.ca/2012/12/changes-assets-eligible-collateral-standing-liquidity-facility-slf/
Effective 19 December 2012, the Bank of Canada is adding certain covered bonds as assets eligible to be pledged as collateral under its Standing Liquidity Facility.2012-12-18T15:30:10+00:00enChanges to Assets Eligible as Collateral under the Bank of Canada’s Standing Liquidity Facility (SLF)2012-12-18The Effects of Oil Price Uncertainty on the Macroeconomy
https://www.bankofcanada.ca/2012/12/working-paper-2012-40/
This paper investigates the effect of oil price uncertainty on real economic activity using a quarterly VAR with stochastic volatility in mean. Stochastic volatility allows oil price uncertainty to vary separately from changes in the level of oil prices, and thus the impact of oil price uncertainty can be examined in a more flexible yet tractable way.2012-12-18T11:13:54+00:00enThe Effects of Oil Price Uncertainty on the Macroeconomy2012-12-18Business fluctuations and cyclesEconometric and statistical methodsWorking Paper 2012-40https://www.bankofcanada.ca/wp-content/uploads/2012/12/wp2012-40.pdfThe Effects of Oil Price Uncertainty on the MacroeconomySoojin JoDecember 2012CC3C32EE3E32QQ4Q43Consumer Interest Rates and Retail Mutual Fund Flows
https://www.bankofcanada.ca/2012/12/working-paper-2012-39/
This paper documents a link between the real and financial sides of the economy. We find that retail equity mutual fund flows in Canada are negatively related to current and past changes in a component of the prime and 5-year mortgage rates that is uncorrelated with government rates.2012-12-18T11:02:44+00:00enConsumer Interest Rates and Retail Mutual Fund Flows2012-12-18Financial servicesInterest ratesWorking Paper 2012-39https://www.bankofcanada.ca/wp-content/uploads/2012/12/wp2012-39.pdfConsumer Interest Rates and Retail Mutual Fund FlowsJesus SierraDecember 2012GG2G21G23