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October 12, 2018

Fiscal agent for the Government of Canada

We are the fiscal agent for the Government. We provide treasury-management services and manage Canada’s public debt programs and foreign exchange reserves.

The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility

We identify a few Bank of Canada press releases that had the largest immediate impact on the exchange rate market. We find that volatility increases after these releases, but the effect is short-lived and mostly dissipates after the first hour, on average. Beyond the first hour, the size of the effect is similar to what we observe for other economic releases, such as those for inflation or economic growth data.
Content Type(s): Staff research, Staff analytical notes Research Topic(s): Exchange rates, Financial markets, Monetary policy JEL Code(s): E, E4, E44, F, F3, F31, G, G1, G10, G12, G14, G15
December 6, 2018

Governor Poloz speaks on financial vulnerabilities and risks to the economy

Speech summary Stephen S. Poloz CFA - Toronto Toronto, Ontario
In his final speech of 2018, Governor Stephen S. Poloz discusses the vulnerabilities and risks in Canada’s financial system as well as Canadian and global economic developments. He explains how all this was taken into account in the December interest rate decision.

Kevin Dunn

Kevin Dunn is a Policy Advisor in the Supervision Department (SUP) of the Bank of Canada.
Department(s): Supervision
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