July 28, 2014 Qualifying Central Counterparties This notice is being jointly issued by the Bank of Canada (BoC), the Alberta Securities Commission (ASC), the Autorité des marchés financiers (AMF, Québec), the British Columbia Securities Commission (BCSC), the Manitoba Securities Commission (MSC) and the Ontario Securities Commission (OSC). Content Type(s): Press, Market notices
July 25, 2014 Weekly Financial Statistics - 25 July 2014 Content Type(s): Publications, Historical: Weekly Financial Statistics
Analyzing and Forecasting the Canadian Economy through the LENS Model Technical Report No. 102 Olivier Gervais, Marc-André Gosselin The authors describe the key features of a new large-scale Canadian macroeconomic forecasting model developed over the past two years at the Bank of Canada. Content Type(s): Staff research, Technical reports Topic(s): Econometric and statistical methods, Economic models JEL Code(s): C, C5, C53, E, E1, E17, E2, E27, E3, E37, F, F1, F17
Removal of the Unwinding Provisions in the Automated Clearing Settlement System: A Risk Assessment Staff Discussion Paper 2014-4 Nicholas Labelle, Varya Taylor A default in the Automated Clearing Settlement System (ACSS) occurs when a Direct Clearer is unable to settle its final obligation. Content Type(s): Staff research, Staff discussion papers Topic(s): Financial stability, Payment clearing and settlement systems JEL Code(s): C, C1, C15, G, G0, G01, G2, G3
July 21, 2014 Medium and Long-Term Oil Outlook Workshop held on 21 July 2014 (papers in unedited, electronic format only) Content Type(s): Conferences and workshops
July 18, 2014 Weekly Financial Statistics - 18 July 2014 Content Type(s): Publications, Historical: Weekly Financial Statistics
Capital Flows and Macroprudential Policies - A Multilateral Assessment of Effectiveness and Externalities Staff Working Paper 2014-31 John Beirne, Christian Friedrich This paper assesses the effectiveness and associated externalities that arise when macroprudential policies (MPPs) are used to manage international capital flows. Using a sample of up to 139 countries, we examine the impact of eight different MPP measures on cross-border bank flows over the period 1999-2009. Content Type(s): Staff research, Staff working papers Topic(s): Balance of payments and components, Financial markets, International topics JEL Code(s): F, F3, F5, G, G0, G01, G1, G11
Information, Amplification and Financial Crisis Staff Working Paper 2014-30 Ali Kakhbod, Toni Ahnert We propose a parsimonious model of information choice in a global coordination game of regime change that is used to analyze debt crises, bank runs or currency attacks. A change in the publicly available information alters the uncertainty about the behavior of other investors. Content Type(s): Staff research, Staff working papers Topic(s): Financial institutions, Financial stability JEL Code(s): D, D8, D83, G, G0, G01