G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T01:14:18+00:00Emergency Liquidity Facilities, Signalling and Funding Costs
https://www.bankofcanada.ca/2015/12/staff-working-paper-2015-44/
In the months preceding the failure of Lehman Brothers in September 2008, banks were willing to pay a premium over the Federal Reserve’s discount window (DW) rate to participate in the much less flexible Term Auction Facility (TAF). We empirically test the predictions of a new signalling model that offers a rationale for offering two different liquidity facilities.2015-12-03T13:39:05+00:00enEmergency Liquidity Facilities, Signalling and Funding Costs2015-12-03Financial institutionsFinancial stabilityLender of last resortStaff Working Paper 2015-44https://www.bankofcanada.ca/wp-content/uploads/2015/12/wp2015-44.pdfEmergency Liquidity Facilities, Signalling and Funding CostsCéline GauthierAlfred LeharHéctor Pérez SaizMoez SouissiDecember 2015GG0G01G2G21G28The Effect of Regulatory Changes on Monetary Policy Implementation Frameworks
https://www.bankofcanada.ca/wp-content/uploads/2015/11/boc-review-autumn15-aaron.pdf
This article provides an analysis of some recent banking regulatory initiatives that are likely to influence the activities of financial intermediaries and the effectiveness of central bank monetary policy implementation frameworks. Although the effects of individual regulations can be anticipated in most cases, the combined regulatory impact is not yet clear. Central banks should, however, be able to accommodate the effects of the emerging regulatory environment within their existing policy implementation frameworks.2015-11-19T10:35:37+00:00enThe Effect of Regulatory Changes on Monetary Policy Implementation Frameworks2015-11-19Credit Conditions and Consumption, House Prices and Debt: What Makes Canada Different?
https://www.bankofcanada.ca/2015/11/staff-working-paper-2015-40/
There is widespread agreement that, in the United States, higher house prices raise consumption via collateral or possibly wealth effects. The presence of similar channels in Canada would have important implications for monetary policy transmission.2015-11-12T13:05:54+00:00enCredit Conditions and Consumption, House Prices and Debt: What Makes Canada Different?2015-11-12Credit and credit aggregatesDomestic demand and componentsEconomic modelsFinancial institutionsFinancial stabilityFinancial system regulation and policiesHousingMonetary policy transmissionStaff Working Paper 2015-40 https://www.bankofcanada.ca/wp-content/uploads/2015/11/wp2015-40.pdfCredit Conditions and Consumption, House Prices and Debt: What Makes Canada Different?John MuellbauerPierre St-AmantDavid WilliamsNovember 2015EE0E02E2E21E4E44GG2G21RR2R21R3R31Shock Transmission Through International Banks: Canada
https://www.bankofcanada.ca/2015/09/technical-report-105/
In this paper, we investigate how liquidity conditions in Canada may affect domestic and/or foreign lending of globally active banks and whether this transmission is influenced by individual bank characteristics.2015-09-21T15:27:08+00:00enShock Transmission Through International Banks: Canada2015-09-21Financial institutionsFinancial stabilityTechnical Report 105https://www.bankofcanada.ca/wp-content/uploads/2015/09/tr105.pdfShock Transmission Through International Banks: CanadaJames ChapmanH. Evren DamarSeptember 2015EE4E44FF3F36GG2G21G3G32Quantifying Contagion Risk in Funding Markets: A Model-Based Stress-Testing Approach
https://www.bankofcanada.ca/2015/08/working-paper-2015-32/
We propose a tractable, model-based stress-testing framework where the solvency risks, funding liquidity risks and market risks of banks are intertwined.2015-08-07T11:53:48+00:00enQuantifying Contagion Risk in Funding Markets: A Model-Based Stress-Testing Approach2015-08-07Financial stabilityFinancial system regulation and policiesWorking Paper 2015-32https://www.bankofcanada.ca/wp-content/uploads/2015/08/wp2015-32.pdfQuantifying Contagion Risk in Funding Markets: A Model-Based Stress-Testing ApproachKartik AnandCéline GauthierMoez SouissiAugust 2015CC7C72EE5E58GG0G01G2G21G28Examining Full Collateral Coverage in Canada’s Large Value Transfer System
https://www.bankofcanada.ca/2015/07/working-paper-2015-29/
The Large Value Transfer System (LVTS) is Canada’s main electronic interbank funds transfer system that financial institutions use daily to transmit thousands of payments worth several billions of dollars.2015-07-31T10:49:33+00:00enExamining Full Collateral Coverage in Canada’s Large Value Transfer System2015-07-31Financial institutionsPayment clearing and settlement systemsWorking Paper 2015-29https://www.bankofcanada.ca/wp-content/uploads/2015/07/wp2015-29.pdfExamining Full Collateral Coverage in Canada’s Large Value Transfer SystemLana EmbreeVarya TaylorJuly 2015EE4E47GG2G21The Use of Cash in Canada
https://www.bankofcanada.ca/wp-content/uploads/2015/05/boc-review-spring15-fung.pdf
The Bank of Canada’s 2013 Methods-of-Payment Survey indicates that the share of cash in the overall number of retail transactions has continued to decrease, mainly because of increased use of contactless credit cards. The share of cash in the total value of retail transactions was virtually unchanged from 2009 to 2013. In particular, the value share of cash transactions above $50 increased. Automated banking machines (ABMs), still the major source of cash for Canadians, were used less often in 2013 than in 2009. Cash use in Canada is broadly similar to that in Australia and the United States.2015-05-14T10:25:24+00:00enThe Use of Cash in Canada2015-05-14Effects of Funding Portfolios on the Credit Supply of Canadian Banks
https://www.bankofcanada.ca/2015/03/working-paper-2015-10/
This paper studies how banks simultaneously manage the two sides of their balance sheet and its implications for bank risk taking and real economic activity. First, we analyze how changes in funding affect the supply of bank loans.2015-03-09T13:18:50+00:00enEffects of Funding Portfolios on the Credit Supply of Canadian Banks2015-03-09Financial institutionsFinancial stabilityFinancial system regulation and policiesMonetary policy implementationWorking Paper 2015-10https://www.bankofcanada.ca/wp-content/uploads/2015/03/wp2015-10.pdfEffects of Funding Portfolios on the Credit Supply of Canadian BanksH. Evren DamarCésaire MehYaz TerajimaMarch 2015EE5E52GG2G21Immigrants and Mortgage Delinquency in the United States
https://www.bankofcanada.ca/2015/01/working-paper-2015-1/
We investigate the relationship between immigrant status and mortgage delinquency in the United States.2015-01-09T10:15:34+00:00enImmigrants and Mortgage Delinquency in the United States2015-01-09Debt managementFinancial stabilityWorking Paper 2015-1https://www.bankofcanada.ca/wp-content/uploads/2015/01/wp2015-1.pdfImmigrants and Mortgage Delinquency in the United StatesZhenguo LinYingchun LiuJia XieJanuary 2015GG2G21JJ1J15