Meeting

  • February 24, 2020

    CARR Meeting: February 24, 2020

    Content Type(s): Meeting
  • January 29, 2020

    CFIF Meeting: January 29, 2020

    Agenda, Minutes, CFIF Jan 2020 Terms of Reference – GoC Market Functioning steering group, CFIF Jan 2020 Canadian fixed income market liquidity, CFIF Jan 2020 - Medium-term strategy and workplan
    Content Type(s): Meeting
  • January 27, 2020

    CARR Meeting: January 27, 2020

    Content Type(s): Meeting
  • December 16, 2019

    CARR Meeting: December 16, 2019

    Content Type(s): Meeting
  • November 25, 2019

    CARR Meeting: November 25, 2019

    Content Type(s): Meeting
  • October 21, 2019

    CARR Meeting: October 21, 2019

    Content Type(s): Meeting
  • October 16, 2019

    CFIF Meeting: October 16, 2019

    Agenda, Minutes, Canadian Fixed-Income Market Liquidity, Global Benchmark Reform Status Update, GoC market functioning framework industry outreach, A National Public Mortgage Database
    Content Type(s): Meeting
  • September 23, 2019

    CARR Meeting: September 23, 2019

    Content Type(s): Meeting
  • September 23, 2019

    ISDA IBOR Fallback Update

    A guest speaker from ISDA provided an overview of ISDA’s consultation on final parameters for benchmark fallback adjustments. This consultation seeks input on the final parameters that will apply to RFRs if derivative fallbacks are triggered and interbank offered rate contracts convert to contracts referencing adjusted versions of the RFRs.
    Content Type(s): Meeting, Presentation
  • September 23, 2019

    Enhanced CORRA Case Study

    The Bank of Canada presented a case study on how CORRA would have behaved under the enhanced calculation methodology compared to the current methodology during abnormal market conditions seen on the 12 of June 2019 when CORRA set 14bps below the Bank of Canada’s target rate. Enhanced CORRA was found to have better-reflected overall market conditions because it represents a much larger volume of trades and trims the lowest 25% of trades, by repo rate.
    Content Type(s): Meeting, Presentation