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2121 Results

Do Canadian Broker-Dealers Act as Agents or Principals in Bond Trading?

Staff analytical note 2017-11 Daniel Hyun, Jesse Johal, Corey Garriott
Technology, risk tolerance and regulation may influence dealers to reduce their trading as principals (using their own balance sheets for sales and purchases of securities) in favour of agency trading (matching client trades).
August 15, 2000

Restructuring in the Canadian Economy: A Survey of Firms

Towards the end of the 1980s and into the early 1990s, the Canadian economy experienced a number of structural changes. These included free trade agreements (both the FTA and NAFTA), significant technological advances, deregulation in many sectors of the economy, the arrival of large, U.S.-based retailers, and the introduction of the GST.

Local Labor Markets in Canada and the United States

Staff working paper 2019-12 David Albouy, Alex Chernoff, Chandler Lutz, Casey Warman
We examine local labor markets in the United States and Canada from 1990 to 2011 using comparable household and business data. Wage levels and inequality rise with city population in both countries, albeit less in Canada.
November 28, 2017

Financial System Review - November 2017

This issue of the Financial System Review reflects the Bank’s judgment that the high level of household indebtedness and housing market imbalances remain the most important vulnerabilities. While these vulnerabilities are still elevated, improving economic conditions and recent changes to housing policy should support an easing of these vulnerabilities over time. A third vulnerability highlighted in the FSR concerns cyber threats and the interconnectedness of the financial system.

Classical Decomposition of Markowitz Portfolio Selection

Staff working paper 2020-21 Christopher Demone, Olivia Di Matteo, Barbara Collignon
In this study, we enhance Markowitz portfolio selection with graph theory for the analysis of two portfolios composed of either EU or US assets. Using a threshold-based decomposition of their respective covariance matrices, we perturb the level of risk in each portfolio and build the corresponding sets of graphs.
September 13, 2006

Weathering Economic Shocks: The Importance of Flexibility

Remarks Paul Jenkins Vancouver Board of Trade Vancouver, British Columbia
First, I should explain what I mean by flexibility. As most of you are surely aware, the Bank of Canada has been openly discussing the importance of promoting policies that support economic efficiency, including financial system efficiency. Efficiency refers to the allocation of scarce economic resources to the most productive uses, in a cost-effective way.

Household balance sheets and mortgage payment shocks

Staff analytical note 2025-23 Thomas Michael Pugh, Saarah Sheikh, Taylor Webley
Household savings in Canada have increased significantly since 2019, especially among homeowners without a mortgage. We assess how savings buffers can mitigate households’ financial risk in relation to asset repricing, mortgage payment renewal and unemployment.
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