Posts

• September 22, 2017

  Weekly Financial Statistics - 22 September 2017

  Content Type(s): Publications, Historical: Weekly Financial Statistics
• September 21, 2017

  Debt Management Strategy Consultations – 2018-19

  The Department of Finance and the Bank of Canada are seeking views of Government Securities Distributors, institutional investors, and other interested parties on issues related to the design and operation of the Government of Canada’s domestic debt program for 2018-19 and beyond.

  Content Type(s): Press, Market notices
• September 21, 2017

  4th Bank of Canada-Bank of Spain Workshop on International Financial Markets

  Workshop held on September 21, 2017.

  Content Type(s): Conferences and workshops

• A Counterfactual Valuation of the Stock Index as a Predictor of Crashes

  Staff Working Paper 2017-38 Tom Roberts

  Stock market fundamentals would not seem to meaningfully predict returns over a shorter-term horizon—instead, I shift focus to severe downside risk (i.e., crashes).

  Content Type(s): Staff research, Staff working papers Topic(s): Asset pricing, Financial stability JEL Code(s): G, G0, G01, G1, G12, G17, G19

• Aggregate Fluctuations and the Role of Trade Credit

  Staff Working Paper 2017-37 Lin Shao

  In an economy where production takes place in multiple stages and is subject to financial frictions, how firms finance intermediate inputs matters for aggregate outcomes. This paper focuses on trade credit—the lending and borrowing of input goods between firms—and quantifies its aggregate impacts during the Great Recession.

  Content Type(s): Staff research, Staff working papers Topic(s): Business fluctuations and cycles, Credit and credit aggregates, Firm dynamics JEL Code(s): E, E3, E32, E4, E44, E5, E51
• September 18, 2017

  Build a Bank Note: Classroom Resource for Teachers

  Teach your students about Canada’s history, land and culture – with money! Download the free lesson plan.
• September 18, 2017

  How Canada’s International Trade is Changing with the Times

  Remarks Timothy Lane Saskatoon Regional Economic Development Authority Saskatoon, Saskatchewan

  Deputy Governor Timothy Lane discusses the changing nature of international trade and the factors that are propelling it.

  Content Type(s): Press, Speeches and appearances, Remarks Topic(s): Business fluctuations and cycles, International topics, Productivity, Recent economic and financial developments, Trade integration
• September 18, 2017

  Bank of Canada begins publishing daily data for new Canadian effective exchange rate (CEER) index

  Daily data for the Bank’s new Canadian effective exchange rate (CEER) index is now available on the Bank of Canada’s website.

  Content Type(s): Press, Announcements
• September 15, 2017

  Weekly Financial Statistics - 15 September 2017

  Content Type(s): Publications, Historical: Weekly Financial Statistics

• The MacroFinancial Risk Assessment Framework (MFRAF), Version 2.0

  Technical Report No. 111 Jose Fique

  This report provides a detailed technical description of the updated MacroFinancial Risk Assessment Framework (MFRAF), which replaces the version described in Gauthier, Souissi and Liu (2014) as the Bank of Canada’s stress-testing model for banks with a focus on domestic systemically important banks (D-SIBs).

  Content Type(s): Staff research, Technical reports Topic(s): Financial stability, Financial system regulation and policies JEL Code(s): C, C7, C72, E, E5, E58, G, G0, G01, G2, G21, G28