Adrian Walton - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T15:27:32+00:00What Drives Episodes of Settlement Fails in the Government of Canada Bond Market?
https://www.bankofcanada.ca/2017/12/staff-working-paper-2017-54/
We study settlement fails for trades in the Government of Canada bond market. We find that settlement fails do not occur independently. Using a novel and comprehensive dataset, we examine three drivers of fails.2017-12-08T11:32:50+00:00enWhat Drives Episodes of Settlement Fails in the Government of Canada Bond Market?2017-12-08Financial marketsMarket structure and pricingPayment clearing and settlement systemsStaff Working Paper 2017-54https://www.bankofcanada.ca/wp-content/uploads/2017/12/swp2017-54.pdfWhat Drives Episodes of Settlement Fails in the Government of Canada Bond Market?Jean-Sébastien FontaineJames PinningtonAdrian WaltonDecember 2017EE4GG1G2G21LL1Repo Market Functioning when the Interest Rate Is Low or Negative
https://www.bankofcanada.ca/2017/01/staff-discussion-paper-2017-3/
This paper investigates how a low or negative overnight interest rate might affect the Canadian repo markets. The main conclusion is that the repo market for general collateral will continue to function effectively.2017-01-26T10:55:30+00:00enRepo Market Functioning when the Interest Rate Is Low or Negative2017-01-26Financial marketsInterest ratesMarket structure and pricingStaff Discussion Paper 2017-3https://www.bankofcanada.ca/wp-content/uploads/2017/01/sdp2017-3.pdfRepo Market Functioning when the Interest Rate Is Low or NegativeJean-Sébastien FontaineJames HatelyAdrian WaltonJanuary 2017DD4GG1G10G12