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2156 Results

Canadian Repo Market Ecology

Staff discussion paper 2016-8 Corey Garriott, Kyle Gray
This is the first of the Financial Markets Department’s descriptions of Canadian financial industrial organization. The document discusses the organization of the repurchase-agreement (repo) market in Canada.

Customer Liquidity Provision in Canadian Bond Markets

Staff analytical note 2018-12 Corey Garriott, Jesse Johal
This analytical note assesses the prevalence of liquidity provision by institutional investors in Canadian bonds. We find that the practice is not prevalent in Canada. Customer liquidity provision is more prevalent for less liquid bonds, on days when liquidity is already expensive or when there are larger trading volumes. In our interpretation, Canadian dealers draw on customer liquidity as a supplementary source of liquidity and only when necessary, given its cost.

A Primer on the Canadian Bankers’ Acceptance Market

Staff discussion paper 2018-6 Kaetlynd McRae, Danny Auger
This paper discusses how the bankers’ acceptance (BA) market in Canada is organized and its essential link to the Canadian Dollar Offered Rate (CDOR). Globally, BAs are a niche product used only in a limited number of jurisdictions.

Finding the balance—measuring risks to inflation and to GDP growth

Staff analytical note 2023-18 Bruno Feunou, James Kyeong
Using our new quantitative tool, we show how the risks to the inflation and growth outlooks have evolved over the course of 2023.
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