Search

Content Types

Research Topics

JEL Codes

Locations

Departments

Authors

Sources

Statuses

Published After

Published Before

444 Results

November 17, 2016

Market Operations and Liquidity Provision at the Bank of Canada

The Bank of Canada’s framework for market operations and liquidity provision describes how and when central bank liquidity might be offered with regards to the implementation of monetary policy and for supporting the stability of the Canadian financial system. Market participants can therefore plan their transactions knowing that the Bank stands ready to help manage system liquidity to support its objectives for monetary policy and financial stability.
November 16, 2016

Follow the Money: A Canadian Perspective on Financial Globalization

Remarks Timothy Lane Centre for International Governance Innovation (CIGI) Waterloo, Ontario
Deputy Governor Timothy Lane discusses the benefits and challenges of international capital mobility.

Fragility of Resale Markets for Securitized Assets and Policy of Asset Purchases

Staff Working Paper 2016-46 Martin Kuncl
Markets for securitized assets were characterized by high liquidity prior to the recent financial crisis and by a sudden market dry-up at the onset of the crisis. A general equilibrium model with heterogeneous investment opportunities and information frictions predicts that, in boom periods or mild recessions, the degree of adverse selection in resale markets for securitized assets is limited because of the reputation-based guarantees by asset originators.
September 14, 2016

(S)low for Long and Financial Stability

Remarks Carolyn A. Wilkins Official Monetary and Financial Institutions Forum City Lecture London, United Kingdom
Senior Deputy Governor Carolyn Wilkins discusses the financial stability risks associated with slow growth and low interest rates, and explores strategies to mitigate them.

Using Speed and Credit Limits to Address the Procyclicality of Initial Margin at Central Counterparties

Staff Discussion Paper 2016-18 Nikil Chande, Nicholas Labelle
This paper proposes a practical approach to address the procyclicality of initial margin at central counterparties (CCPs) that can work even in periods of extreme stress. The approach allows CCPs to limit the speed of margin increases resulting from spikes in market volatility.

Starting from a Blank Page? Semantic Similarity in Central Bank Communication and Market Volatility

Staff Working Paper 2016-37 Michael Ehrmann, Jonathan Talmi
Press releases announcing and explaining monetary policy decisions play a critical role in the communication strategy of central banks. Because of their market-moving potential, it is particularly important how they are drafted. Often, central banks start from the previous statement and update the earlier text with only small changes.
Content Type(s): Staff research, Staff working papers Research Topic(s): Central bank research, Financial markets, Interest rates JEL Code(s): E, E4, E43, E5, E52, E58
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.

Estimating Systematic Risk Under Extremely Adverse Market Conditions

Staff Working Paper 2016-22 Maarten van Oordt, Chen Zhou
This paper considers the problem of estimating a linear model between two heavy-tailed variables if the explanatory variable has an extremely low (or high) value. We propose an estimator for the model coefficient by exploiting the tail dependence between the two variables and prove its asymptotic properties.
Content Type(s): Staff research, Staff working papers Research Topic(s): Econometric and statistical methods, Financial markets JEL Code(s): C, C1, C14, G, G0, G01

Retail Order Flow Segmentation

Staff Working Paper 2016-20 Corey Garriott, Adrian Walton
In August 2012, the New York Stock Exchange launched the Retail Liquidity Program (RLP), a trading facility that enables participating organizations to quote dark limit orders executable only by retail traders.
Go To Page