September 30, 2023
Posts
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September 30, 2023
Access to Information and Privacy (ATIP)
The Bank of Canada is subject to the Access to Information Act and the Privacy Act. -
September 30, 2023
Governance documents
Legislation, reports, plans, policies and other documents relating to the governance of the Bank. -
September 30, 2023
ATIP - FAQ
Find answers to questions about Access to Information and Privacy (ATIP) at the Bank. -
September 30, 2023
Quarterly Research Update – 2023 Q3
This 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. -
September 30, 2023
Annual Reports, Info Source and Completed Requests
Access ATIP annual reports, Information about Programs and Information Holdings and completed ATIP requests. -
Predicting Changes in Canadian Housing Markets with Machine Learning
We apply two machine learning algorithms to forecast monthly growth of house prices and existing homes sales in Canada. Although the algorithms can sometimes outperform a linear model, the improvement in forecast accuracy is not always statistically significant. -
Anonymous Credentials: Secret-Free and Quantum-Safe
An anonymous credential mechanism is a set of protocols that allows users to obtain credentials from an organization and demonstrate ownership of these credentials without compromising users’ privacy. In this work, we construct the first secret-free and quantum-safe credential mechanism. -
Should Banks Be Worried About Dividend Restrictions?
A regulator would want to restrict dividends to force banks to rebuild capital during a crisis. But such a policy is not time-consistent. A time-consistent policy would let banks gradually rebuild capital and pay dividends even when their equity remains below pre-crisis levels. -
Tattle-tails: Gauging downside risks using option prices
Options markets offer unique insights into the changing risks different assets face, which helps us better understand the broader risks to the Canadian economy. We show how option prices help reveal that investors did not anticipate large downside risks to either major Canadian banks or economic growth during the March 2023 financial sector system stress, a period when policy-makers and investors were unsure of what the future held for Canada’s economy.