Posts

• March 25, 2013

  Bank of Canada Announces Recipients of 2013 Fellowship and Governor’s Awards

  Media Relations Ottawa, Ontario

  The Bank of Canada today announced the recipient of the Bank’s Fellowship Award and Governor's Award for 2013.

  Content Type(s): Press, Press releases Source(s): Fellowship Program
• March 22, 2013

  Weekly Financial Statistics - 22 March 2013

  Content Type(s): Publications, Historical: Weekly Financial Statistics
• March 21, 2013

  Summary of Comments - 2013-14 Debt Management Strategy Consultations

  The Summary of Comments - 2013-14 Debt Management Strategy Consultations is being published on the Bank of Canada’s website in conjunction with the release of the government’s Debt Management Strategy for 2013-14.

  Content Type(s): Press, Market notices
• March 15, 2013

  Weekly Financial Statistics - 15 March 2013

  Content Type(s): Publications, Historical: Weekly Financial Statistics

• A Tractable Monetary Model Under General Preferences

  Staff Working Paper 2013-7 Tsz-Nga Wong

  Consider the monetary model of Lagos and Wright (JPE 2005) but with general preferences and general production. I show that preferences satisfying UXXUHH – (UXH)2 = 0 is a sufficient condition for the existence and uniqueness of monetary equilibrium with degenerate money distribution.

  Content Type(s): Staff research, Staff working papers Research Topic(s): Economic models JEL Code(s): D, D8, D83, E, E4, E40

• To Link or Not To Link? Netting and Exposures Between Central Counterparties

  Staff Working Paper 2013-6 Stacey Anderson, Jean-Philippe Dion, Héctor Pérez Saiz

  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.

  Content Type(s): Staff research, Staff working papers Research Topic(s): Payment clearing and settlement systems JEL Code(s): G, G1, G18, G2, G23
• March 8, 2013

  Weekly Financial Statistics - 8 March 2013

  Content Type(s): Publications, Historical: Weekly Financial Statistics

• Market Structure and Cost Pass-Through in Retail

  Staff Working Paper 2013-5 Gee Hee Hong, Nicholas Li

  We examine the extent to which vertical and horizontal market structure can together explain incomplete retail pass-through.

  Content Type(s): Staff research, Staff working papers Research Topic(s): Inflation and prices, Monetary policy transmission JEL Code(s): E, E3, E30, E31, L, L1, L11, L16

• Méthodologie de construction de séries de taux de défaut pour l’industrie canadienne

  Staff Discussion Paper 2013-2 Ramdane Djoudad, Étienne Bordeleau

  Default rates are series commonly used in stress testing. In Canada, as in many other countries, there are no historical series available for sectoral default rates on bank loans to firms.

  Content Type(s): Staff research, Staff discussion papers Research Topic(s): Econometric and statistical methods, Financial institutions, Financial stability JEL Code(s): C, C1, C13, C18, G, G2, G21, G3, G33
• March 6, 2013

  Bank of Canada maintains overnight rate target at 1 per cent

  Media Relations Ottawa, Ontario

  The Bank of Canada today announced that it is maintaining its target for the overnight rate at 1 per cent. The Bank Rate is correspondingly 1 1/4 per cent and the deposit rate is 3/4 per cent.

  Content Type(s): Press, Press releases