Stacey Anderson - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T06:30:13+00:00To 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 2013GG1G18G2G23Development of the Canadian Corporate Debt Market: Some Stylized Facts and Issues
https://www.bankofcanada.ca/wp-content/uploads/2012/02/fsr-1203-anderson.pdf
2012-02-01T12:48:17+00:00enDevelopment of the Canadian Corporate Debt Market: Some Stylized Facts and Issues2012-02-01The Evolution of Liquidity in the Market for Government of Canada Bonds
https://www.bankofcanada.ca/wp-content/uploads/2010/06/anderson.pdf
Using turnover ratios, Anderson and Lavoie describe the recent evolution of liquidity in various secondary government bond markets, focusing specifically on the market for Government of Canada securities. They attribute much of the recent variation in liquidity to such cyclical factors as changes in the interest rate environment and investors' appetite for risk, as well as developments in equity markets in the late 1990s. They also examine longer-term structural and policy-related trends, including the rate of adoption of financial and technological innovations and the level of government borrowing and debt-management initiatives.2004-08-23T13:38:33+00:00enThe Evolution of Liquidity in the Market for Government of Canada Bonds2004-08-23