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222 Results

November 28, 2017

Shoring Up the Foundations for a More Resilient Banking System: The Development of Basel III

The authors trace the development of the Basel III standards for banking regulation. Basel III builds on two earlier frameworks, in response to weaknesses revealed during the global financial crisis. They highlight how implementation of the standards will underpin greater financial stability and provide a sound foundation for economic growth.

Optimal Interbank Regulation

Staff Working Paper 2017-48 Thomas J. Carter
Recent years have seen renewed interest in the regulation of interbank markets. A review of the literature in this area identifies two gaps: first, the literature has tended to make ad hoc assumptions about the interbank contract space, which makes it difficult to generate convincing policy prescriptions; second, the literature has tended to focus on ex-post interventions that kick in only after an interbank disruption has come underway (e.g., open-market operations, lender-of-last-resort interventions, bail-outs), rather than ex-ante prudential policies.

Policy Rules for Capital Controls

Staff Working Paper 2017-42 Gurnain Pasricha
This paper attempts to borrow the tradition of estimating policy reaction functions in monetary policy literature and apply it to capital controls policy literature. Using a novel weekly dataset on capital controls policy actions in 21 emerging economies over the period 1 January 2001 to 31 December 2015, I examine the mercantilist and macroprudential motivations for capital control policies.

The MacroFinancial Risk Assessment Framework (MFRAF), Version 2.0

Technical Report No. 111 Jose Fique
This report provides a detailed technical description of the updated MacroFinancial Risk Assessment Framework (MFRAF), which replaces the version described in Gauthier, Souissi and Liu (2014) as the Bank of Canada’s stress-testing model for banks with a focus on domestic systemically important banks (D-SIBs).

The Rise of Non-Regulated Financial Intermediaries in the Housing Sector and its Macroeconomic Implications

Staff Working Paper 2017-36 Hélène Desgagnés
I examine the impact of non-regulated lenders in the mortgage market using a dynamic stochastic general equilibrium (DSGE) model. My model features two types of financial intermediaries that differ in three ways: (i) only regulated intermediaries face a capital requirement, (ii) non-regulated intermediaries finance themselves by selling securities and cannot accept deposits, and (iii) non-regulated intermediaries face a more elastic demand.
September 14, 2017

Monetary Policy Framework Issues: Toward the 2021 Inflation-Target Renewal

Senior Deputy Governor Carolyn A. Wilkins reviews key themes discussed by participants at the workshop “Monetary Policy Framework Issues: Toward the 2021 Inflation-Target Renewal”.

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).

How to Predict Financial Stress? An Assessment of Markov Switching Models

Staff Working Paper 2017-32 Benjamin Klaus, Thibaut Duprey
This paper predicts phases of the financial cycle by using a continuous financial stress measure in a Markov switching framework. The debt service ratio and property market variables signal a transition to a high financial stress regime, while economic sentiment indicators provide signals for a transition to a tranquil state.
June 28, 2017

Markets Calling: Intelligence Gathering at the Bank of Canada

Remarks Lynn Patterson CFA Society Calgary Calgary, Alberta
Deputy Governor Lynn Patterson discusses how the Bank gathers financial market intelligence and what it is learning.
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