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9100 Results

To Link or Not To Link? Netting and Exposures Between Central Counterparties

This paper provides a framework to compare linked and unlinked CCP configurations in terms of total netting achieved by market participants and the total system default exposures that exist between participants and CCPs.

Méthodologie de construction de séries de taux de défaut pour l’industrie canadienne

Staff Discussion Paper 2013-2 Ramdane Djoudad, Étienne Bordeleau
Default rates are series commonly used in stress testing. In Canada, as in many other countries, there are no historical series available for sectoral default rates on bank loans to firms.
February 25, 2013

Market operations and liquidity provision

Read about our market operations, programs and facilities, and access related indicators; learn about our framework for market operations and liquidity provision; and access related policies and policy consultations.
February 25, 2013

7th Annual Thomas d’Aquino Lecture on Leadership - Speech (Video)

Rebuilding Trust in Global Banking - Mark Carney, the Governor of the Bank of Canada, delivers the 7th Annual Thomas d’Aquino Lecture on Leadership before the Lawrence National Centre for Policy and Management at the Richard Ivey School of Business, Western University.

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