The U.S.-Dollar Supranational Zero-Coupon Curve Staff Discussion Paper 2012-5 Francisco Rivadeneyra The author describes the construction of the U.S.-dollar-denominated zero-coupon curve for the supranational asset class from 1995 to 2010. He uses yield data from a crosssection of bonds issued by AAA-rated supranational entities to fit the Svensson (1995) term-structure model. Content Type(s): Staff research, Staff discussion papers Topic(s): Asset pricing, Financial markets JEL Code(s): G, G1, G12, G15
June 5, 2012 Bank of Canada maintains overnight rate target at 1 per cent Media Relations Ottawa, Ontario The Bank of Canada today announced that it is maintaining its target for the overnight rate at 1 per cent. The Bank Rate is correspondingly 1 1/4 per cent and the deposit rate is 3/4 per cent. Content Type(s): Press, Press releases
June 1, 2012 Weekly Financial Statistics - 1 June 2012 Content Type(s): Publications, Historical: Weekly Financial Statistics
May 31, 2012 Banking and Financial Statistics - 31 May 2012 Content Type(s): Publications, Historical: Banking and Financial Statistics
May 30, 2012 Quarterly Financial Report - First Quarter 2012 Quarterly Financial Report - First Quarter, 2012 - For the period ended 31 March 2012 Content Type(s): Publications, Quarterly Financial Report
Estimating the Demand for Settlement Balances in the Canadian Large Value Transfer System Staff Working Paper 2012-15 Nellie Zhang This paper applies a static model of an interest rate corridor to the Canadian data, and estimates the aggregate demand for central-bank settlement balances in the Large Value Transfer System (LVTS). Content Type(s): Staff research, Staff working papers Topic(s): Interest rates, Monetary policy implementation, Payment clearing and settlement systems JEL Code(s): C, C3, C36, E, E4, E40, E5, E50, G, G0, G01
May 25, 2012 Weekly Financial Statistics - 25 May 2012 Content Type(s): Publications, Historical: Weekly Financial Statistics
May 24, 2012 The Economics of Payments VI Workshop Conference held on 24 and 25 May 2012 (papers in unedited, electronic format only) Content Type(s): Conferences and workshops
May 18, 2012 Weekly Financial Statistics - 18 May 2012 Content Type(s): Publications, Historical: Weekly Financial Statistics
May 17, 2012 Bank of Canada Review - Spring 2012 This issue features a summary of the Bank’s annual conference, which took place in November 2011 and dealt with payments systems, and two articles that present research by Bank staff on global current account imbalances and macrofinancial risk assessment. The fourth article in this issue reviews the recent experience with inflation targeting. Content Type(s): Publications, Bank of Canada Review