Financial system regulation and policies - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T09:32:43+00:00How to Manage Macroeconomic and Financial Stability Risks: A New Framework
https://www.bankofcanada.ca/2018/04/staff-analytical-note-2018-11/
Financial system vulnerabilities increase the downside risk to future GDP growth. Macroprudential tightening significantly reduces financial stability risks associated with vulnerabilities. Monetary policy faces a trade-off between financial stability and macroeconomic risks.2018-04-30T13:46:39+00:00enHow to Manage Macroeconomic and Financial Stability Risks: A New Framework2018-04-30Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays
https://www.bankofcanada.ca/2018/04/staff-working-paper-2018-16/
Latency delays—known as “speed bumps”—are an intentional slowing of order flow by exchanges. Supporters contend that delays protect market makers from high-frequency arbitrage, while opponents warn that delays promote “quote fading” by market makers. We construct a model of informed trading in a fragmented market, where one market operates a conventional order book and the other imposes a latency delay on market orders.2018-04-05T09:00:37+00:00enOrder Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays2018-04-05Financial marketsFinancial system regulation and policiesMarket structure and pricingOrder Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delayshttps://www.bankofcanada.ca/wp-content/uploads/2018/04/swp2018-16.pdfOrder Flow Segmentation, Liquidity and Price Discovery: The Role of Latency DelaysMichael BrolleyDavid CimonApril 2018GG1G14G18