Nadja Kamhi

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Staff Working Papers

Uncollateralized Overnight Loans Settled in LVTS

Staff Working Paper 2007-11 Scott Hendry, Nadja Kamhi
Loan-level data on the uncollateralized overnight loan market is generated using payment data from Canada's Large Value Transfer System (LVTS) and a modified version of the methodology proposed in Furfine (1999). There were on average just under 100 loans extended in this market each day from March 2004 to March 2006 for a total daily value of about $5 billion.
Content Type(s): Staff Research, Staff Working Papers Topic(s): Financial markets, Interest rates JEL Code(s): E, E4, E44, E5, E50, G, G1, G12

LVTS, the Overnight Market, and Monetary Policy

Staff Working Paper 2006-15 Nadja Kamhi
Operational events in the Large Value Transfer System (LVTS) almost always result in a disturbance of the regular flow of payments.

Recent Developments in Self-Employment in Canada

Staff Working Paper 2005-8 Nadja Kamhi, Danny Leung
The authors document the recent evolution of the self-employment rate in Canada. Between 1987 and 1998, the self-employment rate rose 3.5 percentage points from 13.8 per cent to 17.3 per cent.
Content Type(s): Staff Research, Staff Working Papers Topic(s): Labour markets JEL Code(s): J, J2, J23, J24

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