December 21, 2017 Bank of Canada Announces a Reduction to the Minimum Amount of Government of Canada Nominal Bonds it Acquires at Auction The Bank of Canada announced today that it is decreasing its minimum purchase amount of nominal bonds at auctions to 13 per cent from the current 14 per cent level, effective immediately. Content Type(s): Press, Market notices
December 21, 2017 Digital currencies and fintech: research Browse all research or check out these related conferences.
December 20, 2017 Historical net new issues of securities by corporations and federal government enterprises: Industrial classification (formerly K9) Inactive: Starting with reference month October 2020, the Bank of Canada no longer updates this table.
December 20, 2017 Government of Canada bonds outstanding by currency of payments (formerly K8) Month-end bonds outstanding data by currency for Government of Canada.
December 20, 2017 Chartered banks: Regional distribution of selected liabilities (formerly C6) Quarter-end data on chartered bank liabilities by provinces and territories.
December 20, 2017 Chartered banks: Regional distribution of selected assets (formerly C5) Quarter-end data on chartered bank assets by provinces and territories.
Who Pays? CCP Resource Provision in the Post-Pittsburgh World Staff Discussion Paper 2017-17 Jorge Cruz Lopez, Mark Manning At the Pittsburgh Summit in 2009, G20 countries announced their commitment to clear all standardized over-the-counter (OTC) derivatives through central counterparties (CCPs). Since then, CCPs have become increasingly important and there has been an extensive program of regulatory enhancements to both them and OTC derivatives markets. Content Type(s): Staff research, Staff discussion papers Research Topic(s): Financial markets, Financial stability, Financial system regulation and policies JEL Code(s): G, G0, G01, G2, G28
Which Model to Forecast the Target Rate? Staff Working Paper 2017-60 Bruno Feunou, Jean-Sébastien Fontaine, Jianjian Jin Specifications of the Federal Reserve target rate that have more realistic features mitigate in-sample over-fitting and are favored in the data. Content Type(s): Staff research, Staff working papers Research Topic(s): Financial markets, Interest rates JEL Code(s): E, E4, E43