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June 9, 2016

Securities Financing and Bond Market Liquidity

This report investigates how the markets for repurchase agreements and securities-lending agreements support the liquidity of Canadian bond markets. It also discusses how recent regulatory changes, as well as low interest rates and settlement failures, are potentially affecting securities-financing markets and, as a result, bond market liquidity.
Content Type(s): Publications, Financial System Review articles JEL Code(s): G, G1, G12, G2
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