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2121 Results

August 21, 2007

Bank of Canada sees joint commitment by major Bank CEOs on bank-sponsored asset-backed commercial paper (ABCP) as positive step

The Bank of Canada continues to monitor the functioning of Canada's financial markets and to make liquidity available as required. The commitment by Canada's major bank CEO's to work together to support the performance and liquidity of the market for bank-sponsored asset-backed commercial paper (ABCP) is a further positive step to help re-establish well functioning […]
Content Type(s): Press, Press releases
November 19, 2015

Recent Enhancements to the Management of Canada’s Foreign Exchange Reserves

As the size and complexity of the foreign exchange reserves have grown over the years, enhancements to the management framework needed to keep pace. This is a common theme for most reserve managers around the world. In Canada, the enhancements focused on governance, portfolio management, risk measurement and risk management. This article briefly describes these enhancements, why they were implemented and some of the lessons learned along the way.
Content Type(s): Publications, Bank of Canada Review articles JEL Code(s): E, E5, E58, F, F3, F31, G, G1

Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models

Staff discussion paper 2022-19 James Younker
This paper derives a calculation for the effective degrees of freedom of a forecast combination under a set of general conditions for linear models. Computing effective degrees of freedom shows that the complexity cost of a forecast combination is driven by the parameters in the weighting scheme and the weighted average of parameters in the auxiliary models.
March 30, 1995

Uncertainty and the Transmission of Monetary Policy in Canada

Lecture Gordon Thiessen York University, Glendon College Toronto, Ontario
Just over seven years ago, my predecessor, John Crow, delivered the Hanson Memorial Lecture at the University of Alberta. In it, he discussed a number of issues relating to the conduct of Canadian monetary policy, including the goal of monetary policy, the transmission mechanism, the use of monetary aggregates as policy guides, financial market uncertainty, and the role of the exchange rate
August 6, 2010

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Project Samara Research Paper

Staff analytical paper 2026-8 Rakesh Arora, Umar Faruqui, Scott Hendry, Dinesh Shah, André Usche
Project Samara was a real‑world experiment testing distributed ledger technology and wholesale central bank digital money for bond issuance and settlement in Canada. It demonstrated technical feasibility and potential efficiency and risk‑reduction benefits, while highlighting important trade‑offs related to complexity, governance, and regulatory alignment.
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