August 27, 2015 Banking and Financial Statistics - August 2015 Content Type(s): Publications, Historical: Banking and Financial Statistics
August 21, 2015 Weekly Financial Statistics - 21 August 2015 Content Type(s): Publications, Historical: Weekly Financial Statistics
Quantifying Contagion Risk in Funding Markets: A Model-Based Stress-Testing Approach Staff Working Paper 2015-32 Kartik Anand, Céline Gauthier, Moez Souissi We propose a tractable, model-based stress-testing framework where the solvency risks, funding liquidity risks and market risks of banks are intertwined. Content Type(s): Staff research, Staff working papers Topic(s): Financial stability, Financial system regulation and policies JEL Code(s): C, C7, C72, E, E5, E58, G, G0, G01, G2, G21, G28
August 7, 2015 Weekly Financial Statistics - 7 August 2015 Content Type(s): Publications, Historical: Weekly Financial Statistics
Revisiting the Macroeconomic Impact of Oil Shocks in Asian Economies Staff Working Paper 2015-23 Juncal Cunado, Soojin Jo, Fernando Perez de Gracia This paper analyzes the macroeconomic impact of oil shocks in four of the largest oil-consuming Asian economies, using a structural vector autoregressive model. We identify three different types of oil shocks via sign restrictions: an oil supply shock, an oil demand shock driven by global economic activity and an oil-specific demand shock. Content Type(s): Staff research, Staff working papers Topic(s): Econometric and statistical methods, International topics JEL Code(s): E, E3, E32, O, O5, O53, Q, Q4, Q43
Large-Scale Asset Purchases: Impact on Commodity Prices and International Spillover Effects Staff Working Paper 2015-21 Sharon Kozicki, Lena Suchanek, Eric Santor Prices of commodities, including metals, energy and agricultural products, rose markedly over the 2009–2010 period. Some observers have attributed a significant part of this increase in commodity prices to the U.S. Federal Reserve’s large-scale asset purchase (LSAP) programs. Content Type(s): Staff working papers Topic(s): International topics JEL Code(s): E, E5, E58, G, G1, G14, Q, Q0, Q00
June 19, 2015 Weekly Financial Statistics - 19 June 2015 Content Type(s): Publications, Historical: Weekly Financial Statistics
June 15, 2015 Changes to Margin Requirements for the Bank of Canada’s Standing Liquidity Facility (SLF) As part of the ongoing review of the collateral policy related to the Bank of Canada’s Standing Liquidity Facility (SLF), the Bank has revised the margin requirements applied to certain securities accepted as SLF collateral. Content Type(s): Press, Market notices
May 29, 2015 Quarterly Financial Report - First Quarter 2015 Quarterly Financial Report - First Quarter 2015 - For the period ended 31 March 2015 Content Type(s): Publications, Quarterly Financial Report
January 5, 2016 Results of the 28-day 5 January 2016 Term Repo Operation Results of today's term repo operation. Content Type(s): Press, Market notices