G1 - General Financial Markets - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T11:52:52+00:00Did Canadian Corporate Bond Funds Increase their Exposures to Risks?
https://www.bankofcanada.ca/2018/03/staff-analytical-note-2018-7/
Canadian corporate bond mutual funds have rapidly increased in number and size in recent years. Their holdings have also become riskier, increasing their exposures to credit risk, interest rate risk and liquidity risk. We also briefly discuss financial stability implications.2018-03-27T09:31:01+00:00enDid Canadian Corporate Bond Funds Increase their Exposures to Risks?2018-03-27Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities
https://www.bankofcanada.ca/2018/03/staff-analytical-note-2018-6/
When financial system vulnerabilities are elevated, they can give rise to asymmetric risks to the economic outlook. To illustrate this, I consider the economic outlook presented in the Bank of Canada’s October 2017 Monetary Policy Report in the context of two key financial system vulnerabilities: high levels of household indebtedness and housing market imbalances.2018-03-14T10:15:59+00:00enAsymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities2018-03-14Is the Excess Bond Premium a Leading Indicator of Canadian Economic Activity?
https://www.bankofcanada.ca/2018/03/staff-analytical-note-2018-4/
This note investigates whether Canadian corporate spreads and the excess bond premium (EBP) lead Canadian economic activity. Indeed, we find that corporate spreads precede changes in real gross domestic product (GDP) in Canada over the subsequent year. The EBP accounts for most of this property. Further, an unanticipated increase in the Canadian EBP forecasts a deterioration of domestic macroeconomic conditions: a 10-basis-point increase results in a fall in both GDP and consumer price index (CPI) of 0.4 per cent and 0.1 per cent, respectively, over three years.2018-03-07T07:00:59+00:00enIs the Excess Bond Premium a Leading Indicator of Canadian Economic Activity?2018-03-07