April 24, 2020
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April 24, 2020
Debt Management Modelling Workshop
The Bank of Canada hosted a one-day workshop focusing on advances in models and frameworks for sovereign debt management. -
April 23, 2020
Results of today’s Canada Mortgage Bond purchase operation
Today the Bank of Canada purchased $ 160,000,000 of Canada Mortgage Bonds in the secondary market. -
April 23, 2020
Bank of Canada announces asset manager for Provincial Bond Purchase Program
The Bank of Canada announced today that BMO Global Asset Management was selected as the asset manager for its Provincial Bond Purchase Program (PBPP). -
April 21, 2020
Bank of Canada Announces Further Enhancements to its Term Repo Operations
Following the announcement of the Bank of Canada’s new market operations to improve market functioning to support its monetary policy actions, the Term Repo terms and conditions have been revised to include term repos up to 24 months. -
April 20, 2020
Operational details for upcoming secondary market purchases of Government of Canada securities (April 27-May 8)
As announced on March 27, 2020, the Bank of Canada (the Bank) launched on April 1, 2020 a program to purchase Government of Canada securities in the secondary market. -
A Simple Method for Extracting the Probability of Default from American Put Option Prices
A put option is a financial contract that gives the holder the right to sell an asset at a specific price by (or at) a specific date. A put option can therefore provide its holder insurance against a large drop in the stock price. This makes the prices of put options an ideal source of information for a market-based measure of the probability of a firm’s default. -
April 20, 2020
Results of today’s Canada Mortgage Bond purchase operation
Today the Bank of Canada purchased $ 321,000,000 of Canada Mortgage Bonds in the secondary market. -
April 16, 2020
Opening Statement before the House of Commons Standing Committee on Finance
Good afternoon, Mr. Chairman and committee members. Senior Deputy Governor Wilkins and I welcome the opportunity to appear before you to discuss the Bank’s policy actions in response to the coronavirus pandemic, as well as our Monetary Policy Report (MPR), which we published yesterday. The Canadian economy is experiencing a significant and rapid contraction. The […] -
April 16, 2020
Results of today’s Canada Mortgage Bond purchase operation
Today the Bank of Canada purchased $ 240,000,000 of Canada Mortgage Bonds in the secondary market.