Posts

• May 3, 2022

  The Bank of Canada: A matter of trust

  Remarks Carolyn Rogers Women in Capital Markets Toronto, Ontario

  Senior Deputy Governor Carolyn Rogers discusses how the Bank of Canada’s independence and accountability help build public trust.

  Content Type(s): Press, Speeches and appearances, Remarks Topic(s): Coronavirus disease (COVID-19), Credibility, Inflation targets, Monetary policy and uncertainty, Monetary policy communications, Monetary policy framework, Recent economic and financial developments

• Historical Data on Repurchase Agreements from the Canadian Depository for Securities

  Technical Report No. 121 Maxim Ralchenko, Adrian Walton

  We develop an algorithm that extracts information about sale and repurchase agreements (repos) from disaggregated settlement data in order to generate a new historical dataset for research.

  Content Type(s): Staff research, Technical reports Topic(s): Econometric and statistical methods, Financial markets JEL Code(s): C, C5, C55, C8, C81, G, G1, G10
• May 3, 2022

  Earning the trust of Canadians

  Speech summary Carolyn Rogers Women in Capital Markets Toronto, Ontario

  In her first speech with the Bank of Canada, Senior Deputy Governor Carolyn Rogers talks about how independence and accountability help the Bank build and maintain trust.

  Content Type(s): Press, Speeches and appearances, Speech summaries Topic(s): Coronavirus disease (COVID-19), Credibility, Inflation targets, Monetary policy and uncertainty, Monetary policy communications, Monetary policy framework, Recent economic and financial developments

• Asymmetric Systemic Risk

  Staff Working Paper 2022-19 Radoslav Raykov, Consuelo Silva-Buston

  Bank regulation presumes risks spill over more easily from large banks to the banking system than vice versa. Interestingly, we observe this is not the case. We find that the capacity to transmit risk is larger in the system-to-bank direction, leading to an increased default risk.

  Content Type(s): Staff research, Staff working papers Topic(s): Financial institutions, Financial stability, Financial system regulation and policies JEL Code(s): G, G1, G10, G2, G20