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Fabienne Schneider

Fabienne Schneider is a Senior Economist in the Financial Markets Department at the Bank of Canada.

On-the-run Premia, Settlement Fails, and Central Bank Access

Staff Working Paper 2025-19 Fabienne Schneider
The premium on “on-the-run” Treasuries is an anomaly. I explain it using a model in which primary dealers hold inventories of Treasuries. I use the model to analyze the effects of granting access to central bank facilities.
August 11, 2025

Release: Market Participants Survey

10:30 (ET)
The Market Participants Survey is conducted quarterly. Bank of Canada staff reach out to a diverse set of participants in financial markets to gather their views on key macroeconomic and financial variables as well as on monetary policy.

Content Type(s): Upcoming events
August 8, 2025

Supervisory framework: Supervision

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