Uncategorized

• Can the Canadian International Investment Position Stabilize a Slowing Economy?

  Staff Analytical Note 2017-14 Maxime Leboeuf, Chen Fan

  In this note, we find that valuation effects can act as an important stabilizer, strengthening Canada’s net external wealth when its economic outlook worsens relative to that of other countries.

  Content Type(s): Staff research, Staff analytical notes Topic(s): Balance of payments and components, International financial markets JEL Code(s): F, F2, F21, F3, F32
• October 17, 2017

  Payments Canada, Bank of Canada and TMX Group announce integrated securities and payment platform as next phase of Project Jasper

  This joint press release announces a new collaboration between Payments Canada, the Bank of Canada and TMX Group as part of the third phase of the Project Jasper research initiative.

  Content Type(s): Press, Press releases Topic(s): Digital currencies and fintech
• October 16, 2017

  Backgrounder on the Business Outlook Survey Question on Future Sales Indicators

  Since the 2016 summer survey, the results from a question on future sales indicators (FSI) have been included in the Business Outlook Survey (BOS). This backgrounder briefly describes the question and presents the correlations between the responses and various measures of business activity.

  Content Type(s): Background materials
• October 16, 2017

  Business Outlook Survey - Autumn 2017

  Results from the autumn Business Outlook Survey point to continued positive business sentiment across the country, with business activity becoming entrenched. Firms’ prospects remain healthy, although several survey indicators have moderated from the strong summer results.

  Content Type(s): Publications, Business Outlook Survey
• October 16, 2017

  Senior Loan Officer Survey - Third Quarter of 2017

  Survey results point to nearly unchanged overall business-lending conditions in the third quarter. This is the fifth consecutive quarter of unchanged overall conditions.

  Content Type(s): Publications, Senior Loan Officer Survey
• October 14, 2017

  Government of Canada direct securities and loans: Distribution of holdings (formerly G4)

  Distribution of Government of Canada direct securities and loans among the Bank of Canada, Government of Canada and the general public as at weekly Wednesday and at month-end.

  Content Type(s): Banking and financial statistics
• October 13, 2017

  Weekly Financial Statistics - October 13, 2017

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

• Measuring Limits of Arbitrage in Fixed-Income Markets

  Staff Working Paper 2017-44 Jean-Sébastien Fontaine, Guillaume Nolin

  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.

  Content Type(s): Staff research, Staff working papers Topic(s): Asset pricing, Financial markets, International financial markets JEL Code(s): G, G1, G12
• October 12, 2017

  Historical strip bond trading and repos by type of security (formerly F14)

  Inactive: As of the end of 2017, the Bank of Canada no longer publishes this table. Starting from May 2018, a new version of the data is being published by the Investment Industry Regulatory Organization of Canada.

  Content Type(s): Banking and financial statistics
• October 12, 2017

  Historical Government of Canada treasury bill and bond trading with counterparties (formerly F13)

  Inactive: As of the end of 2017, the Bank of Canada no longer publishes this table. Starting from May 2018, a new version of the data is being published by the Investment Industry Regulatory Organization of Canada.

  Content Type(s): Banking and financial statistics