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Bank of Canada RSS Feedsen2024-03-29T14:53:22+00:00A Tractable Monetary Model Under General Preferences
https://www.bankofcanada.ca/2013/03/working-paper-2013-7/
Consider the monetary model of Lagos and Wright (JPE 2005) but with general preferences and general production. I show that preferences satisfying UXXUHH – (UXH)2 = 0 is a sufficient condition for the existence and uniqueness of monetary equilibrium with degenerate money distribution.2013-03-15T11:28:52+00:00enA Tractable Monetary Model Under General Preferences2013-03-15Economic modelsWorking Paper 2013-7https://www.bankofcanada.ca/wp-content/uploads/2013/03/wp2013-07.pdfA Tractable Monetary Model Under General PreferencesTsz-Nga WongMarch 2013DD8D83EE4E40To Link or Not To Link? Netting and Exposures Between Central Counterparties
https://www.bankofcanada.ca/2013/03/working-paper-2013-6/
This paper provides a framework to compare linked and unlinked CCP configurations in terms of total netting achieved by market participants and the total system default exposures that exist between participants and CCPs.2013-03-15T11:18:39+00:00enTo Link or Not To Link? Netting and Exposures Between Central Counterparties2013-03-15Payment clearing and settlement systemsWorking Paper 2013-6https://www.bankofcanada.ca/wp-content/uploads/2013/03/wp2013-06.pdfTo Link or Not To Link? Netting and Exposures Between Central CounterpartiesStacey AndersonJean-Philippe DionHéctor Pérez SaizMarch 2013GG1G18G2G23Market Structure and Cost Pass-Through in Retail
https://www.bankofcanada.ca/2013/03/working-paper-2013-5/
We examine the extent to which vertical and horizontal market structure can together
explain incomplete retail pass-through.2013-03-07T09:56:35+00:00enMarket Structure and Cost Pass-Through in Retail2013-03-07Inflation and pricesMonetary policy transmissionWorking Paper 2013-05https://www.bankofcanada.ca/wp-content/uploads/2013/03/wp2013-05.pdfMarket Structure and Cost Pass-Through in RetailGee Hee HongNicholas LiMarch 2013EE3E30E31LL1L11L16Méthodologie de construction de séries de taux de défaut pour l’industrie canadienne
https://www.bankofcanada.ca/2013/03/discussion-paper-2013-2/
Default rates are series commonly used in stress testing. In Canada, as in many other countries, there are no historical series available for sectoral default rates on bank loans to firms.2013-03-07T09:29:18+00:00frMéthodologie de construction de séries de taux de défaut pour l’industrie canadienne2013-03-07Econometric and statistical methodsFinancial institutionsFinancial stabilityDiscussion Paper 2013-02https://www.bankofcanada.ca/wp-content/uploads/2013/03/dp2013-02.pdfMéthodologie de construction de séries de taux de défaut pour l’industrie canadienneRamdane DjoudadÉtienne BordeleauMarch 2013CC1C13C18GG2G21G3G33