Narayan Bulusu - Latest - Bank of Canada
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2024-03-19T13:48:59+00:00
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Government of Canada Securities in the Cash, Repo and Securities Lending Markets
https://www.bankofcanada.ca/2018/01/staff-discussion-paper-2018-4/
This paper documents the properties of Government of Canada securities in cash, repo and securities lending transactions over their life cycle. By tracking every security from issuance to maturity, we are able to highlight inter-linkages between the markets for cash and for specific securities.
2018-01-31T13:44:50+00:00
en
Government of Canada Securities in the Cash, Repo and Securities Lending Markets
2018-01-31
Financial markets
Wholesale funding
Staff Discussion Paper 2018-4
https://www.bankofcanada.ca/wp-content/uploads/2018/01/sdp2018-4.pdf
Government of Canada Securities in the Cash, Repo and Securities Lending Markets
Narayan Bulusu
Sermin Gungor
January 2018
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G12
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G21
G23
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What Drives Interbank Loans? Evidence from Canada
https://www.bankofcanada.ca/2018/01/staff-working-paper-2018-5/
We identify the drivers of unsecured and collateralized loan volumes, rates and haircuts in Canada using the Bayesian model averaging approach to deal with model uncertainty. Our results suggest that the key friction driving behaviour in this market is the collateral reallocation cost faced by borrowers.
2018-01-31T10:42:42+00:00
en
What Drives Interbank Loans? Evidence from Canada
2018-01-31
Financial markets
Wholesale funding
Staff Working Paper 2018-5
https://www.bankofcanada.ca/wp-content/uploads/2018/01/swp2018-5.pdf
What Drives Interbank Loans? Evidence from Canada
Narayan Bulusu
Pierre Guérin
January 2018
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C5
C55
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E4
E43
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G23