Government of Canada Securities in the Cash, Repo and Securities Lending Markets Staff Discussion Paper 2018-4 Narayan Bulusu, Sermin Gungor This paper documents the properties of Government of Canada securities in cash, repo and securities lending transactions over their life cycle. By tracking every security from issuance to maturity, we are able to highlight inter-linkages between the markets for cash and for specific securities. Content Type(s): Staff research, Staff discussion papers Topic(s): Financial markets, Wholesale funding JEL Code(s): G, G1, G12, G2, G21, G23
What Drives Interbank Loans? Evidence from Canada Staff Working Paper 2018-5 Narayan Bulusu, Pierre Guérin We identify the drivers of unsecured and collateralized loan volumes, rates and haircuts in Canada using the Bayesian model averaging approach to deal with model uncertainty. Our results suggest that the key friction driving behaviour in this market is the collateral reallocation cost faced by borrowers. Content Type(s): Staff research, Staff working papers Topic(s): Financial markets, Wholesale funding JEL Code(s): C, C5, C55, E, E4, E43, G, G2, G23
January 31, 2018 Research Update - January 2018 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. Content Type(s): Staff research, Research newsletters
January 29, 2018 Government of Canada debt securities: Gross new issues, retirements and net new issues (formerly F4 to F10) Monthly gross new issues, retirements and net new issues of securities by geography for the Government of Canada.
January 29, 2018 Historical selected credit measures (formerly E2) Inactive: Starting with reference month October 2020, the Bank of Canada no longer updates this table.
January 29, 2018 Selected monetary aggregates and their components (formerly E1) Selected monthly measures of the amount of money in circulation, covering currency, various types of deposits and other retail instruments. This includes M2, M3, M2+, M2++, M1+, M1++.
January 29, 2018 Chartered banks: Total claims booked worldwide vis-à-vis non-residents (formerly C10) Quarter-end data on chartered bank non-residents’ foreign and Canadian currency claims.
January 29, 2018 Chartered banks: Classification of deposit liabilities (formerly K12) Quarter-end data on chartered bank deposit liabilities.
January 29, 2018 Chartered banks: Classification of non-mortgage loans (formerly C7) Quarter-end data on chartered bank non-mortgage loans.
January 29, 2018 Statistics on the counterfeiting of Canadian bank notes (formerly B4) Year-end data on the average number of bank notes in circulation, as well as data supplied by the Royal Canadian Mounted Police on counterfeit notes. Counterfeits are categorized as passed (detected in circulation) or seized (those confiscated by law enforcement before being circulated).