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3541 Results

Limits to Arbitrage and Deviations from Covered Interest Rate Parity

Staff discussion paper 2016-4 James Pinnington, Maral Shamloo
We document an increase in deviations from short-term covered interest rate parity (CIP) in the first half of 2015. Since the Swiss National Bank’s (SNB) decision to abandon its minimum exchange rate policy, both the magnitude and volatility of deviations from CIP have increased across several currency pairs. The effect is particularly pronounced for pairs involving the Swiss franc.

A Retail CBDC Design for Basic Payments: Feasibility Study

Staff discussion paper 2025-9 Sriram Darbha, Cyrus Minwalla, Rakesh Arora, Dinesh Shah
We outline possible system architectures for an online retail central bank digital currency (CBDC) and identify one well-suited for basic payments. We analyze OpenCBDC 2PC, a representative system, finding such designs to be feasible, although some areas require further investigation. Our framing highlights other promising architectures for a retail CBDC.

The Relative Benefits and Risks of Stablecoins as a Means of Payment: A Case Study Perspective

Staff discussion paper 2022-21 Annetta Ho, Sriram Darbha, Yuliya Gorelkina, Alejandro García
Our paper contributes to the discussion about the utility of stablecoins for retail payments through an objective, evidence-based approach that compares stablecoins with traditional retail payment methods. The paper also provides insights that could be useful in the design of central bank digital currencies.

Jill Vardy

Jill Vardy was appointed Advisor (Communications) and Chief of Staff, effective 3 January 2017.
Department(s): Executive
May 28, 2026

Financial Stability Report—2026—Financial markets

The war in the Middle East has led to periods of increased volatility and reduced liquidity in certain markets, particularly in energy. Nevertheless, markets have generally remained resilient. Equity valuations are still elevated, and credit spreads are compressed.

A Structural Model of the Global Oil Market

Staff analytical note 2019-17 Reinhard Ellwanger
This note presents a structural vector autoregressive (SVAR) model of the global oil market. The model identifies four types of shocks with different economic interpretations: oil supply shocks, oil-market-specific demand shocks, storage demand shocks and shocks to global economic growth.

Sophie Lefebvre

Sophie Lefebvre was appointed Senior Director, Calgary Operational Site (COS) and Fiscal Agent Policy in the Markets and Banking Department (MBD) in July 2024.
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