Posts

• The Government of Canada Debt Securities Data Set

  Technical report No. 112 Jeffrey Gao, Francisco Rivadeneyra, Gabriel Rodriguez Rondon

  We present the daily time series of the outstanding amounts of all Government of Canada marketable debt securities from July 2001 to June 2017.

  Content Type(s): Staff research, Technical reports JEL Code(s): C, C8, C80, G, G1, G10, H, H6, H63 Research Theme(s): Financial markets and funds management, Funds management, Models and tools, Econometric, statistical and computational methods

• Home Equity Extraction and the Boom-Bust Cycle in Consumption and Residential Investment

  Staff working paper 2018-6 Xiaoqing Zhou

  The consumption boom-bust cycle in the 2000s coincided with large fluctuations in the volume of home equity borrowing. Contrary to conventional wisdom, I show that homeowners largely borrowed for residential investment and not consumption.

  Content Type(s): Staff research, Staff working papers JEL Code(s): D, D1, E, E2, E3 Research Theme(s): Financial system, Household and business credit, Models and tools, Economic models, Monetary policy, Real economy and forecasting
• February 5, 2018

  The Government will not proceed with next week’s Ultra-Long bond auction

  The Government of Canada announced today that its criteria for ultra-long bond issuance were not met and as a result, the Government will not be issuing ultra-long bonds this quarter.

  Content Type(s): Press, Market notices
• January 31, 2018

  Bank notes: Resources for the cash-handling machine industry

  

  Are you an equipment manufacturer, owner or renter? Here’s some information to help your business prepare for new bank notes.

• Government of Canada Securities in the Cash, Repo and Securities Lending Markets

  Staff discussion paper 2018-4 Narayan Bulusu, Sermin Gungor

  This paper documents the properties of Government of Canada securities in cash, repo and securities lending transactions over their life cycle. By tracking every security from issuance to maturity, we are able to highlight inter-linkages between the markets for cash and for specific securities.

  Content Type(s): Staff research, Staff discussion papers JEL Code(s): G, G1, G12, G2, G21, G23 Research Theme(s): Financial markets and funds management, Funds management, Market functioning, Financial system, Financial institutions and intermediation

• What Drives Interbank Loans? Evidence from Canada

  Staff working paper 2018-5 Narayan Bulusu, Pierre Guérin

  We identify the drivers of unsecured and collateralized loan volumes, rates and haircuts in Canada using the Bayesian model averaging approach to deal with model uncertainty. Our results suggest that the key friction driving behaviour in this market is the collateral reallocation cost faced by borrowers.

  Content Type(s): Staff research, Staff working papers JEL Code(s): C, C5, C55, E, E4, E43, G, G2, G23 Research Theme(s): Financial markets and funds management, Market functioning, Financial system, Financial institutions and intermediation, Monetary policy, Monetary policy framework and transmission
• January 31, 2018

  Research Update - January 2018

  This monthly newsletter features the latest research publications by Bank of Canada economists including external publications and working papers published on the Bank of Canada’s website.

  Content Type(s): Staff research, Research newsletters
• January 29, 2018

  Government of Canada debt securities: Gross new issues, retirements and net new issues (formerly F4 to F10)

  Monthly gross new issues, retirements and net new issues of securities by geography for the Government of Canada.
• January 29, 2018

  Historical selected credit measures (formerly E2)

  Inactive: Starting with reference month October 2020, the Bank of Canada no longer updates this table.
• January 29, 2018

  Selected monetary aggregates and their components (formerly E1)

  Selected monthly measures of the amount of money in circulation, covering currency, various types of deposits and other retail instruments. This includes M2, M3, M2+, M2++, M1+, M1++.