Publications

• November 14, 2013

  Assessing Financial System Vulnerabilities: An Early Warning Approach

  Bank of Canada Review - Autumn 2013 Gurnain Pasricha, Tom Roberts, Ian Christensen, Brad Howell

  This article focuses on a quantitative method to identify financial system vulnerabilities, specifically, an imbalance indicator model (IIM) and its application to Canada. An IIM identifies potential vulnerabilities in a financial system by comparing current economic and financial data with data from periods leading up to past episodes of financial stress. It complements other sources of information - including market intelligence and regular monitoring of the economy - that policy-makers use to assess vulnerabilities.

  Content Type(s): Publications, Bank of Canada Review articles Topic(s): Econometric and statistical methods, Financial stability, Monetary and financial indicators JEL Code(s): E, E6, E66, G, G0, G01
• November 14, 2013

  Fragmentation in Canadian Equity Markets

  Bank of Canada Review - Autumn 2013 Corey Garriott, Anna Pomeranets, Joshua Slive, Thomas Thorn

  Changes in technology and regulation have resulted in an increasing number of trading venues in equity markets in Canada. New trading platforms have intensified price competition and have encouraged innovation, and they do not appear to have segmented trade. But the increasingly complex market structure has necessitated investments in expensive technology and has introduced new operational risks. Regulatory responses should be carefully adapted to retain the competition and innovation associated with this market fragmentation.

  Content Type(s): Publications, Bank of Canada Review articles Topic(s): Financial institutions, Financial markets, Market structure and pricing JEL Code(s): G, G2, L, L1, L13, N, N2, N22
• November 14, 2013

  Bank of Canada Review - Autumn 2013

  

  The three articles in this issue provide an overview of the monetary policy decision-making process at the Bank of Canada, a discussion of Bank research on the assessment of vulnerabilities in the financial system and a description of recent fragmentation in Canadian equity markets.

  Content Type(s): Publications, Bank of Canada Review
• November 8, 2013

  Weekly Financial Statistics - 8 November 2013

  Content Type(s): Publications, Historical: Weekly Financial Statistics
• November 8, 2013

  Quarterly Financial Report - Third Quarter 2013

  Quarterly Financial Report - Third Quarter 2013 - For the period ended 30 September 2013

  Content Type(s): Publications, Quarterly Financial Report
• November 1, 2013

  Weekly Financial Statistics - 1 November 2013

  Content Type(s): Publications, Historical: Weekly Financial Statistics
• October 31, 2013

  Banking and Financial Statistics - October 2013

  Content Type(s): Publications, Historical: Banking and Financial Statistics
• October 25, 2013

  Weekly Financial Statistics - 25 October 2013

  Content Type(s): Publications, Historical: Weekly Financial Statistics
• October 23, 2013

  Monetary Policy Report – October 2013

  

  The Canadian economy is expected to grow by 1.6 per cent in 2013, 2.3 per cent in 2014 and 2.6 per cent in 2015, and to reach full production capacity around the end of 2015.

  Content Type(s): Publications, Monetary Policy Report
• October 18, 2013

  Weekly Financial Statistics - 18 October 2013

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