Technical Reports - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T22:59:55+00:002017 Methods-of-Payment Survey: Sample Calibration and Variance Estimation
https://www.bankofcanada.ca/2018/12/technical-report-114/
This technical report describes sampling, weighting and variance estimation for the Bank of Canada’s 2017 Methods-of-Payment Survey. Under quota sampling, a raking ratio method is implemented to generate weights with both post-stratification and nonparametric nonresponse weight adjustments.2018-12-14T09:59:55+00:00en2017 Methods-of-Payment Survey: Sample Calibration and Variance Estimation2018-12-14Econometric and statistical methodsTechnical Report 114https://www.bankofcanada.ca/wp-content/uploads/2018/12/tr114.pdfBond Funds and Fixed-Income Market Liquidity: A Stress-Testing ApproachHeng ChenMarie-Hélène FeltChristopher HenryDecember 2018CC8C81C83The Framework for Risk Identification and Assessment
https://www.bankofcanada.ca/2018/11/technical-report-113/
Risk assessment models are an important component of the Bank’s analytical tool kit for assessing the resilience of the financial system. We describe the Framework for Risk Identification and Assessment (FRIDA), a suite of models developed at the Bank of Canada to quantify the impact of financial stability risks to the broader economy and a range of financial system participants (households, businesses and banks).2018-11-13T11:51:05+00:00enThe Framework for Risk Identification and Assessment2018-11-13Economic modelsFinancial institutionsFinancial stabilityHousingTechnical Report 113https://www.bankofcanada.ca/wp-content/uploads/2018/11/tr113.pdfThe Framework for Risk Identification and AssessmentCameron MacDonaldVirginie TracletNovember 2018CC3C5C6C7DD1EE0E00E2E27E3E37E4E47GG0G2G21The Government of Canada Debt Securities Data Set
https://www.bankofcanada.ca/2018/02/technical-report-112/
We present the daily time series of the outstanding amounts of all Government of Canada marketable debt securities from July 2001 to June 2017.2018-02-07T16:02:03+00:00enThe Government of Canada Debt Securities Data Set2018-02-07Debt managementEconometric and statistical methodsFinancial marketsTechnical Report 112https://www.bankofcanada.ca/wp-content/uploads/2018/02/tr112.pdfThe Government of Canada Debt Securities Data SetJeffrey GaoFrancisco RivadeneyraGabriel Rodriguez RondonFebruary 2018CC8C80GG1G10HH6H63