January 31, 2018 Research Update - January 2018 This monthly newsletter features the latest research publications by Bank of Canada economists including external publications and working papers published on the Bank of Canada’s website. Content Type(s): Staff research, Research newsletters
January 29, 2018 Government of Canada debt securities: Gross new issues, retirements and net new issues (formerly F4 to F10) Monthly gross new issues, retirements and net new issues of securities by geography for the Government of Canada.
January 29, 2018 Historical selected credit measures (formerly E2) Inactive: Starting with reference month October 2020, the Bank of Canada no longer updates this table.
January 29, 2018 Selected monetary aggregates and their components (formerly E1) Selected monthly measures of the amount of money in circulation, covering currency, various types of deposits and other retail instruments. This includes M2, M3, M2+, M2++, M1+, M1++.
January 29, 2018 Chartered banks: Total claims booked worldwide vis-à-vis non-residents (formerly C10) Quarter-end data on chartered bank non-residents’ foreign and Canadian currency claims.
January 29, 2018 Chartered banks: Classification of deposit liabilities (formerly K12) Quarter-end data on chartered bank deposit liabilities.
January 29, 2018 Chartered banks: Classification of non-mortgage loans (formerly C7) Quarter-end data on chartered bank non-mortgage loans.
January 29, 2018 Statistics pertaining to counterfeit Canadian bank notes (formerly B4) Year-end data on the average number of bank notes in circulation, as well as data supplied by the Royal Canadian Mounted Police on counterfeit notes. Counterfeits are categorized as passed (detected in circulation) or seized (those confiscated by law enforcement before being circulated).
January 25, 2018 Banking and Financial Statistics - January 2018 Content Type(s): Publications, Historical: Banking and Financial Statistics
A Calibrated Model of Intraday Settlement Staff Discussion Paper 2018-3 Héctor Pérez Saiz, Siddharth Untawala, Gabriel Xerri This paper estimates potential exposures, netting benefits and settlement gains by merging retail and wholesale payments into batches and conducting multiple intraday settlements in this hypothetical model of a single "calibrated payments system." The results demonstrate that credit risk exposures faced by participants in the system are largely dependent on their relative activity in the retail and wholesale payments systems. Content Type(s): Staff research, Staff discussion papers Topic(s): Econometric and statistical methods, Financial stability, Payment clearing and settlement systems JEL Code(s): C, C5, C58, G, G2, G21, G23