Who Pays? CCP Resource Provision in the Post-Pittsburgh World Staff Discussion Paper 2017-17 Jorge Cruz Lopez, Mark Manning At the Pittsburgh Summit in 2009, G20 countries announced their commitment to clear all standardized over-the-counter (OTC) derivatives through central counterparties (CCPs). Since then, CCPs have become increasingly important and there has been an extensive program of regulatory enhancements to both them and OTC derivatives markets. Content Type(s): Staff research, Staff discussion papers Topic(s): Financial markets, Financial stability, Financial system regulation and policies JEL Code(s): G, G0, G01, G2, G28
Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation Staff Analytical Note 2017-25 Timothy Grieder, Dylan Hogg, Thibaut Duprey Over the past several years, the Bank for International Settlements has noted that Canada’s credit-to-GDP gap has widened and is above thresholds indicating future banking stress. Content Type(s): Staff research, Staff analytical notes Topic(s): Business fluctuations and cycles, Credit and credit aggregates, Financial stability, Monetary and financial indicators, Recent economic and financial developments, Sectoral balance sheet JEL Code(s): D, D1, E, E3, E32, G, G0, G01, G1, G2, G21, G3, G30
October 17, 2017 Payments Canada, Bank of Canada and TMX Group announce integrated securities and payment platform as next phase of Project Jasper This joint press release announces a new collaboration between Payments Canada, the Bank of Canada and TMX Group as part of the third phase of the Project Jasper research initiative. Content Type(s): Press, Press releases Topic(s): Digital currencies and fintech
Identification of Random Resource Shares in Collective Households Without Preference Similarity Restrictions Staff Working Paper 2017-45 Geoffrey R. Dunbar, Arthur Lewbel, Krishna Pendakur Resource shares, defined as the fraction of total household spending going to each person in a household, are important for assessing individual material well-being, inequality and poverty. They are difficult to identify because consumption is measured typically at the household level, and many goods are jointly consumed, so that individual-level consumption in multi-person households is not directly observed. Content Type(s): Staff research, Staff working papers Topic(s): Domestic demand and components, Econometric and statistical methods JEL Code(s): C, C3, C31, D, D1, D11, D12, D13, I, I3, I32
October 20, 2017 Weekly Financial Statistics - October 20, 2017 Content Type(s): Publications, Historical: Weekly Financial Statistics
September 8, 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. Content Type(s): Banking and financial statistics
October 10, 2017 Chartered banks: Total foreign currency assets and liabilities (formerly C9) Month-end data on chartered bank foreign currency assets and liabilities. Content Type(s): Banking and financial statistics
October 10, 2017 Chartered bank selected assets: Month-end (formerly C1) Month-end data on chartered bank assets by level of liquidity. Content Type(s): Banking and financial statistics
October 12, 2017 Historical Government of Canada treasury bill and bond trading with counterparties (formerly F13) Inactive: As of the end of 2017, the Bank of Canada no longer publishes this table. Starting from May 2018, a new version of the data is being published by the Investment Industry Regulatory Organization of Canada. Content Type(s): Banking and financial statistics
October 12, 2017 Historical bond market trading by type of security (formerly F12) Inactive: As of the end of 2017, the Bank of Canada no longer publishes this table. Starting from May 2018, a new version of the data is being published by the Investment Industry Regulatory Organization of Canada. Content Type(s): Banking and financial statistics