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 Bank of Canada note liabilities (formerly K1) Bank of Canada note liabilities include notes issued by chartered banks, the Dominion of Canada, provinces and defunct banks as at year-end. These are note issues that are in the process of being retired, and liability for them has been taken over by the Bank of Canada from the original issuers.
October 12, 2017 Chartered banks: Total foreign currency assets and liabilities (formerly C9) Month-end data on chartered bank foreign currency assets and liabilities.
October 12, 2017 Historical chartered bank assets and liabilities: Selected seasonally adjusted series (formerly C8) Inactive: Starting with reference month October 2020, the Bank of Canada no longer updates this table.
October 12, 2017 Historical chartered bank liabilities and shareholders’ equity: Month-end (formerly C4) Inactive: Starting with reference month October 2020, the Bank of Canada no longer updates this table.
October 12, 2017 Historical chartered bank assets: Month-end (formerly C3) Inactive: Starting with reference month October 2020, the Bank of Canada no longer updates this table.
October 12, 2017 Chartered bank selected liabilities: Month-end (formerly C2) Month-end data on chartered bank Canadian dollar deposits and foreign currency business with Canadian residents.