Jean-Philippe Dion - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T09:00:02+00:00COVID-19 crisis: Liquidity management at Canada’s largest public pension funds
https://www.bankofcanada.ca/2021/05/staff-analytical-note-2021-11/
We examine how the eight largest Canadian public pension funds managed liquidity during the market turmoil in March 2020. The funds were generally resilient to large demands for liquidity and relied heavily on Canada's core funding markets.2021-05-28T09:50:35+00:00enCOVID-19 crisis: Liquidity management at Canada’s largest public pension funds2021-05-28To Link or Not To Link? Netting and Exposures Between Central Counterparties
https://www.bankofcanada.ca/2013/03/working-paper-2013-6/
This paper provides a framework to compare linked and unlinked CCP configurations in terms of total netting achieved by market participants and the total system default exposures that exist between participants and CCPs.2013-03-15T11:18:39+00:00enTo Link or Not To Link? Netting and Exposures Between Central Counterparties2013-03-15Payment clearing and settlement systemsWorking Paper 2013-6https://www.bankofcanada.ca/wp-content/uploads/2013/03/wp2013-06.pdfTo Link or Not To Link? Netting and Exposures Between Central CounterpartiesStacey AndersonJean-Philippe DionHéctor Pérez SaizMarch 2013GG1G18G2G23The Canadian Approach to Central Clearing for Over-the-Counter Derivatives
https://www.bankofcanada.ca/wp-content/uploads/2012/12/fsr-1212-chande.pdf
2012-12-06T09:04:51+00:00enThe Canadian Approach to Central Clearing for Over-the-Counter Derivatives2012-12-06