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3032 Results

A Note on Central Counterparties in Repo Markets

Staff Discussion Paper 2012-4 Hajime Tomura
The author introduces a central counterparty (CCP) into a model of a repo market. Without the CCP, there exist multiple equilibria in the model. In one of the equilibria, a repo market emerges as bond dealers and cash investors choose to arrange repos in an over-the-counter bond market.

Perceived interconnections between Canadian banks and non-bank financial intermediaries under stress

Staff Analytical Note 2025-26 Javier Ojea Ferreiro
I study the links between Canadian banks and non-bank financial intermediaries (NBFIs) by observing co-movements in stock prices. Perceived interconnections increased before the COVID-19 pandemic but have since stabilized, with the strongest ties seen between large banks and NBFIs. The secured credit line extended to Home Trust, a non-bank mortgage lender that experienced severe funding stress in 2017, significantly reduced banks' risk exposure to NBFIs during this episode.

Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market?

Staff Working Paper 2007-23 Ingrid Lo, Stephen Sapp
Dealers trading in a limit order market must choose both the order aggressiveness and the quantity for their orders. We empirically investigate how dealers jointly make these decisions in the foreign exchange market using a unique simultaneous equations model.
Content Type(s): Staff research, Staff working papers Research Topic(s): Exchange rates, Financial markets JEL Code(s): G, G1, G14
June 2, 2022

Economic progress report: Navigating a high inflation environment

Remarks (delivered virtually) Paul Beaudry Gatineau Chamber of Commerce Gatineau, Quebec
Bank of Canada Deputy Governor Paul Beaudry talks about the Bank’s latest interest rate announcement and the importance of keeping inflation expectations well anchored to prevent high inflation from becoming entrenched.

Optimal Monetary and Macroprudential Policies

Staff Working Paper 2021-21 Josef Schroth
Optimal coordination of monetary and macroprudential policies implies higher risk weights on (safe) bonds any time that banks are required to hold additional capital buffers. Coordination also implies a somewhat tighter monetary-policy stance whenever such capital buffers are released.
May 17, 2012

Inflation Targeting: The Recent International Experience

In the years since the 2006 renewal of Canada’s inflation-control agreement, monetary policy regimes have faced significant shocks, including the global economic and financial crisis. This article reviews the recent experience with inflation targeting, including the debate about the appropriate role of monetary policy in maintaining financial stability. In the aftermath of the crisis, both […]

Strategic Uncertainty in Financial Markets: Evidence from a Consensus Pricing Service

Staff Working Paper 2020-55 Lerby Ergun, Andreas Uthemann
We look at the informational content of consensus pricing in opaque over-the-counter markets. We show that the availability of price data informs participants mainly about other participants’ valuations, rather than about the value of a financial security.

Labor Mobility in a Monetary Union

Staff Working Paper 2019-15 Daniela Hauser, Martin Seneca
The optimal currency literature has stressed the importance of labor mobility as a precondition for the success of monetary unions. But only a few studies formally link labor mobility to macroeconomic adjustment and policy. In this paper, we study macroeconomic dynamics and optimal monetary policy in an economy with cyclical labor flows across two distinct regions that share trade links and a common monetary framework.

Seeking Safety

Staff Working Paper 2018-41 Toni Ahnert, Enrico Perotti
The scale of safe assets suggests a structural demand for a safe wealth share beyond transaction and liquidity roles. We study how investors achieve a reference wealth level by combining self-insurance and contingent liquidation of investment. Intermediaries improve upon autarky, insuring investors with poor self-insurance and limiting liquidation.
Content Type(s): Staff research, Staff working papers Research Topic(s): Financial institutions JEL Code(s): G, G2

Cyber Risk and Security Investment

Staff Working Paper 2022-32 Toni Ahnert, Michael Brolley, David Cimon, Ryan Riordan
We develop a principal-agent model of cyber-attacking with fee-paying clients who delegate security decisions to financial platforms. We derive testable implications about clients’ vulnerability to cyber attacks and about the fees charged.
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