Joshua Slive is a Senior Policy Advisor in the Strategic Leadership & Support Division of the Financial Stability Department. He has conducted research and worked on domestic and international policy measures related to the reform of OTC derivatives markets. His research also focuses on market structure and liquidity on trading platforms. Before joining the Bank of Canada, Joshua was on the Finance faculty at the HEC Montreal business school. He has a Ph.D. in Finance from the University of British Columbia.
Staff Analytical Notes
Staff Working Papers
- “Liquidity and central clearing: evidence from the credit default swap market,”
(with Jonathan Witmer and Elizabeth Woodman), 2013, Journal of Financial Market Infrastructures, Volume 112, Issue 1, Pages 91-115, April 2014.
- “Access to central counterparties: why it matters and how it is changing,”
(with Timothy Lane and Jean-Philippe Dion), 2013, Banque de France Financial Stability Review No 17.
- “Estimating the gains from trade in limit-order markets”,
(with Burton Hollifield, Robert A. Miller and Patrik Sandas), Journal of Finance LXI(6), 2006
- “Pirated for Profit”,
(with Dan Bernhardt), Canadian Journal of Economics, 1998.
Publications From Working Groups:
- “Feasibility study on approaches to aggregate OTC derivatives data”
Financial Stability Board, 2014.
- “Macroeconomic impact assessment of OTC derivatives regulatory reforms”
Bank for International Settlements Macroeconomic Assessment Group on Derivatives, 2013.
- “The macrofinancial implications of alternative configurations for access to central counterparties in OTC derivatives markets”
Committee on the Global Financial System Study Group, 2011, CGFS Paper No 46.
- “Price formation and liquidity supply” (2008)
- “Dynamic Strategies in Limit Order Markets” (2008)
- “The Diversification Cost of Capital Gains Taxes with Multiple Risky Assets”,
(with Lorenzo Garlappi and Vasant Naik).
- “Asymmetric Information in Limit Order Markets” (2002).