Since 2004, the Bank of Canada has carried out an annual qualitative survey to assess client activity in Canadian foreign exchange (FX) hedging as reported by banks.
The Bank of Canada, the Bank of England, the Bank of Japan, the European Central Bank, the Federal Reserve, and the Swiss National Bank announced on Thursday that their existing temporary bilateral liquidity swap arrangements are being converted to standing arrangements, that is, arrangements that will remain in place until further notice.
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.
In her speech, The Promise of Potential, Deputy Governor Agathe Côté discusses potential output in Canada and its implications for the economy and inflation.
Thank you for the opportunity for Tiff and me to be with you today to discuss the October Monetary Policy Report, which the Bank published last week. The Bank aims to communicate our objectives openly and effectively and to stand accountable for our actions before Canadians. One of the best ways to do this is […]
We measure uncertainty surrounding the central bank’s future policy rates using implied volatility computed from interest rate option prices and realized volatility computed from intraday prices of interest rate futures.