December 4, 2000
Uncategorized
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December 1, 2000
Market Views Sought on Issues Relating to the Design and Operation of Government Debt Programs over 2001-02
A consultation document on issues relating to the design and operation of government debt programs over 2001-2002, prepared jointly by the Department of Finance and the Bank of Canada, is being made public today. -
December 1, 2000
Debt Strategy Consultations 2001—02
Overview The purpose of the consultations is to obtain market views on issues relating to the design and operation of government debt programs over 2001—02, with a focus on the Treasury bill program. The following provides a brief description of the issues to be covered: Context The objectives of debt strategy are to provide stable, […] -
December 1, 2000
Background Note on the Treasury Bill Program
1. Introduction This year, the average outstanding stock of treasury bills has been about $85 billion, about half of where it was (almost $165 billion) five years ago. The turnover ratio (the trading volume to the outstanding stock of bills) has declined by even more, to less than half the rate of five years ago. As part […] -
November 29, 2000
Government of Canada Pilot Cash Management Bond Buyback Program Launch: Operational Framework
On behalf of the Minister of Finance, the Bank of Canada announced today that the government will be proceeding on a pilot basis with a bond buyback program for cash management purposes. The program is designed to reduce the peak levels of government cash balances needed to redeem large upcoming maturities of Government of Canada marketable bonds. Design of the operational framework has been based on consultations with market participants. -
November 9, 2000
Monetary Policy Report – November 2000
Over the last six months, most countries have continued to register strong economic growth. -
November 9, 2000
Release of the Monetary Policy Report
This morning we released our latest Monetary Policy Report. In the six months since the May Report, our economy has outperformed expectations, spurred by strong domestic and foreign demand for Canadian products. We now expect that growth will average 5 per cent in 2000 and 3 to 4 per cent in 2001. Despite this stronger-than-anticipated […] -
Une analyse empirique du lien entre la productivité et le taux de change réel Canada-É-U
The relative productivity gap between Canada and the United States is a controversial subject matter. One argument especially contentious in this debate stems from the belief that the gradual depreciation of the Canadian dollar over the last 20 years has been one of the determinants of the productivity gap. -
Steps in Applying Extreme Value Theory to Finance: A Review
Extreme value theory (EVT) has been applied in fields such as hydrology and insurance. It is a tool used to consider probabilities associated with extreme and thus rare events. EVT is useful in modelling the impact of crashes or situations of extreme stress on investor portfolios. -
November 1, 2000
Revisiting the Case for Flexible Exchange Rates
Proceedings of a conference held by the Bank of Canada, November 2000 (proceedings volume, available in electronic format only)