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3024 Results

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.

Historical Data on Repurchase Agreements from the Canadian Depository for Securities

Technical Report No. 121 Maxim Ralchenko, Adrian Walton
We develop an algorithm that extracts information about sale and repurchase agreements (repos) from disaggregated settlement data in order to generate a new historical dataset for research.
Content Type(s): Staff research, Technical reports Research Topic(s): Econometric and statistical methods, Financial markets JEL Code(s): C, C5, C55, C8, C81, G, G1, G10

Summaries of Central Bank Policy Deliberations: A Canadian Context

This paper provides the context, rationale and key considerations that informed the Bank of Canada’s decision to publish a summary of monetary policy deliberations. It includes an analysis of how other central banks disclose minutes and summaries of their monetary policy deliberations.
Content Type(s): Staff research, Staff discussion papers Research Topic(s): Monetary policy communications JEL Code(s): D, D8, D83, E, E5, E58

Benchmarks for assessing labour market health: 2024 update

Staff Analytical Note 2024-8 Erik Ens, Alexander Lam, Kurt See, Gabriela Galassi
We assess the health of the Canadian labour market. We find that it has seen gradual but material easing since 2023, amid some signs of structural changes.

2022 Methods-of-Payment Survey Report: Cash Use Over 13 Years

Staff Discussion Paper 2024-1 Christopher Henry, Doina Rusu, Matthew Shimoda
We present results from the 2022 Methods-of-Payment Survey, including updated payment shares based on a three-day shopping diary. We also assess various factors associated with long-term trends in cash use.
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