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8797 Results

Examining the macro drivers of mortgage arrears in Canada

Staff analytical paper 2026-12 Thomas Michael Pugh, Tao Wang, Taylor Webley
Mortgage debt represents over 70% of all Canadian household financial liabilities, and the performance of these debts is critical to the health of the financial system. We explore the relationships between mortgage arrears and key macroeconomic fundamentals such as labour market variables, interest rates, house prices and inflation. We then develop a framework to assess future household mortgage stress.
March 18, 2026

Press Conference: Policy Rate Announcement – March 2026

Interest Rate Announcement — Press conference by Governor Tiff Macklem and Senior Deputy Governor Carolyn Rogers (10:30 (ET) approx.).
March 18, 2026

Interest Rate Announcement

09:45 (ET)
On eight scheduled dates each year, the Bank of Canada announces the setting for the overnight rate target in a press release explaining the factors behind the decision.

Content Type(s): Upcoming events

Government of Canada Fixed-Income Market Ecology II: Government of Canada Bond Dealing

Staff analytical paper 2026-11 Petr Kocourek, Adrian Walton
This analytical paper examines the organization of Government of Canada bond dealing. We focus on dealers’ hedging and funding practices, the market infrastructures that support those practices, and trading costs across the yield curve. This paper builds on earlier work discussing Canada’s fixed-income market: "Government of Canada Fixed-Income Market Ecology."

Beating the “pros” with a semi-structural model of their own inflation forecasts

How can Surveys of Professional Forecasters (SPF) be used to improve inflation forecasts? By using US historical quarterly data on SPF forecasts, we provide better understanding of how we can use forecast disagreement to improve our own forecasts.

Repo transaction costs and balance sheet frictions

Staff analytical paper 2026-10 Yanis Belkacem, Fabienne Schneider, Adrian Walton
We develop an approach to quantify transaction costs in the repo market using OTC transaction data, where quoted bid-ask spreads are not observable. By estimating effective spreads at the level of individual trades, we construct a novel metric to evaluate intermediation costs across different segments of the market.
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