October 14, 2017
Posts
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Measuring Limits of Arbitrage in Fixed-Income Markets
We use relative value to measure limits to arbitrage in fixed-income markets. Relative value captures apparent deviations from no-arbitrage relationships. It is simple, intuitive and can be computed model-free for any bond. -
October 12, 2017
Bank of Canada note liabilities (formerly K1)
Bank of Canada note liabilities include notes issued by chartered banks, the Dominion of Canada, provinces and defunct banks as at year-end. These are note issues that are in the process of being retired, and liability for them has been taken over by the Bank of Canada from the original issuers. -
October 12, 2017
Chartered banks: Total foreign currency assets and liabilities (formerly C9)
Month-end data on chartered bank foreign currency assets and liabilities. -
October 12, 2017
Historical chartered bank assets and liabilities: Selected seasonally adjusted series (formerly C8)
Inactive: Starting with reference month October 2020, the Bank of Canada no longer updates this table. -
October 12, 2017
Historical chartered bank liabilities and shareholders’ equity: Month-end (formerly C4)
Inactive: Starting with reference month October 2020, the Bank of Canada no longer updates this table. -
October 12, 2017
Historical chartered bank assets: Month-end (formerly C3)
Inactive: Starting with reference month October 2020, the Bank of Canada no longer updates this table. -
October 12, 2017
Chartered bank selected liabilities: Month-end (formerly C2)
Month-end data on chartered bank Canadian dollar deposits and foreign currency business with Canadian residents. -
October 12, 2017
Chartered bank selected assets: Month-end (formerly C1)
Month-end data on chartered bank assets by level of liquidity.