November 24, 2020
Press, Market notices, Press releases, Canadian Alternative Reference Rate Working Group
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October 19, 2020
CARR’s mandate expanded to include analysis of CDOR
The Canadian Fixed Income Forum (CFIF) has expanded the mandate of the Canadian Alternative Reference Rate working group (CARR) to include an analysis of the Canadian Dollar Offered Rate (CDOR). -
June 15, 2020
Bank of Canada becomes administrator of Canadian Overnight Repo Rate Average
The Bank of Canada is now the administrator of the Canadian Overnight Repo Rate Average (CORRA) and will post today the first rate calculated using an improved methodology. -
June 5, 2020
CARR welcomes MX’s listing of new Three-Month CORRA Futures
The Canadian Alternative Reference Rate working group (CARR) welcomed Montréal Exchange’s (MX) notice that it will launch its new Three-Month Canadian Overnight Repo Rate Average (CORRA) Futures contract for trading on Friday June 12, 2020. -
April 16, 2020
CORRA illustrative time series updated to include additional data from February to April, 2020
As announced on February 18, 2020, the Bank of Canada will take over the responsibility for publishing the Canadian Overnight Repo Rate Average (CORRA), effective Monday, June 15, 2020. -
February 18, 2020
Bank of Canada to begin publishing Canadian Overnight Repo Rate Average in June
The Bank of Canada will take over the responsibility for publishing the Canadian Overnight Repo Rate Average (CORRA), effective Monday, June 15, 2020. -
July 16, 2019
Results from the CARR Consultation on Enhancements to the Canadian Overnight Repo Rate Average
This document provides a summary of consultation results on enhancements to the Canadian Overnight Repo Rate Average. -
July 16, 2019
Bank of Canada to become the administrator of key interest rate benchmark
The Bank of Canada today announced its intention to become the administrator of the Canadian Overnight Repo Rate Average (CORRA), a key interest rate benchmark for financial markets. -
February 26, 2019
Bank of Canada publishes the Canadian Alternative Reference Rate Working Group’s Consultation Paper on Proposed Enhancements to the Canadian Dollar Overnight Repo Rate Average (CORRA)
The Bank of Canada, on behalf of the Canadian Alternative Reference Rate Working Group (CARR), has published a consultation on proposed enhancements to the Canadian Overnight Repo Rate Average (CORRA) risk-free interest-rate benchmark. -
January 10, 2019
Bank of Canada publishes the Canadian Alternative Reference Rate Working Group principles for enhancements to fallback language
The Bank of Canada today published the Canadian Alternative Reference Rate Working Group (CARR) principles for enhancements to fallback language for cash products.