Uncategorized

• The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News

  Staff Working Paper 2020-8 Ron Alquist, Reinhard Ellwanger, Jianjian Jin

  We quantify the reaction of U.S. equity, bond futures, and exchange rate returns to oil price shocks driven by oil inventory news.

  Content Type(s): Staff research, Staff working papers Research Topic(s): Financial markets, Recent economic and financial developments JEL Code(s): D, D8, D83, E, E4, E44, G, G1, G14, G15, Q, Q4, Q41, Q43
• March 23, 2020

  Bank of Canada Announces Additional Changes to the List of Eligible Securities for its Term Repo Operations

  A further expansion of eligible collateral for Term Repo operations, in addition to the changes previously announced by the Bank on March 16th and March 18th, are being made effective immediately.

  Content Type(s): Press, Market notices Source(s): Term repo operations
• March 23, 2020

  Bank of Canada announces details of its Bankers' Acceptance Purchase Program operations

  The Bank of Canada today announced the details of the next operation under the Bankers’ Acceptance Purchase Program.

  Content Type(s): Press, Market notices Source(s): Bankers’ Acceptance Purchase Facility
• March 23, 2020

  Changes to the Frequency of Government of Canada Treasury Bills auctions

  In order to support the well-functioning of the Government of Canada securities markets, the Bank of Canada and the Department of Finance announced a change to the frequency for Treasury Bill auctions.

  Content Type(s): Press, Market notices
• March 23, 2020

  2020 Fellowship Program Award Recipients

  Learn about the 2020 recipients of the Fellowship and Governor’s Awards.

  Content Type(s): Press, Announcements Source(s): Fellowship Program
• March 23, 2020

  Results of the 1-month Banker’s Acceptance Purchase Facility operation

  The results of today’s 1-month Banker’s Acceptance Purchase Facility (BAPF) operation.

  Content Type(s): Press, Market notices Source(s): Bankers’ Acceptance Purchase Facility
• March 23, 2020

  Bank of Canada announces the minimum yield for today’s Banker’s Acceptance Purchase Facility operation

  The minimum yield for today’s 1-month Banker’s Acceptance Purchase Facility (BAPF) operation is 0.63%.

  Content Type(s): Press, Market notices Source(s): Bankers’ Acceptance Purchase Facility
• March 20, 2020

  Bank of Canada Announces Additional Measures to Support Market Functioning

  The Bank is announcing four measures today designed to support market functioning given the rapidly evolving uncertainty around the impact of COVID-19.

  Content Type(s): Press, Market notices Source(s): Contingent Term Repo Facility, Term repo operations
• March 20, 2020

  Coordinated Central Bank Action to Further Enhance the Provision of U.S. Dollar Liquidity

  The Bank of Canada, the Bank of England, the Bank of Japan, the European Central Bank, the Federal Reserve, and the Swiss National Bank are today announcing a coordinated action to further enhance the provision of liquidity via the standing U.S. dollar liquidity swap line arrangements.

  Content Type(s): Press, Announcements
• March 19, 2020

  Bank of Canada launches the Standing Term Liquidity Facility

  The Bank of Canada (the Bank) is announcing the launch of its new liquidity facility, the Standing Term Liquidity Facility (STLF), effective March 30, 2020.

  Content Type(s): Press, Market notices Source(s): Standing Term Liquidity Facility