July 7, 2014
Uncategorized
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July 4, 2014
Public Consultation: Policy guidance on the Bank of Canada’s risk-management standards for designated financial market infrastructures - Standard 7: Liquidity Risk
The Bank of Canada today published draft policy guidance related to its risk-management standards for designated Canadian financial market infrastructures (FMIs). -
June 30, 2014
Research Update - June 2014
This monthly newsletter features the latest research publications by Bank of Canada economists including external publications and working papers published on the Bank of Canada’s website. -
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June 27, 2014
A Dual Vision for the Canadian Payments System
Deputy Governor Lawrence Schembri calls for a collaborative approach to achieving a payments system that is innovative, safe, and efficient. -
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Optimal Margining and Margin Relief in Centrally Cleared Derivatives Markets
A major policy challenge posed by derivatives clearinghouses is that their collateral requirements can rise sharply in times of stress, reducing market liquidity and further exacerbating downturns. -
Forecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS Regressions
In this paper, the authors develop a new tool to improve the short-term forecasting of real GDP growth in the euro area and Japan. This new tool, which uses unrestricted mixed-data sampling (U-MIDAS) regressions, allows an evaluation of the usefulness of a wide range of indicators in predicting short-term real GDP growth.