L - Industrial Organization - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T10:13:29+00:00Customer Liquidity Provision in Canadian Bond Markets
https://www.bankofcanada.ca/2018/05/staff-analytical-note-2018-12/
This analytical note assesses the prevalence of liquidity provision by institutional investors in Canadian bonds. We find that the practice is not prevalent in Canada. Customer liquidity provision is more prevalent for less liquid bonds, on days when liquidity is already expensive or when there are larger trading volumes. In our interpretation, Canadian dealers draw on customer liquidity as a supplementary source of liquidity and only when necessary, given its cost.2018-05-02T06:00:35+00:00enCustomer Liquidity Provision in Canadian Bond Markets2018-05-02