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9255 Results

Maryam Haghighi

Maryam Haghighi was appointed in 2024 as the Director of Enterprise Data Science and Insights at the Bank of Canada.

Financial Intermediaries and the Macroeconomy: Evidence from a High-Frequency Identification

Staff Working Paper 2022-24 Pablo Ottonello, Wenting Song
We provide empirical evidence of effects to the aggregate economy from surprises about financial intermediaries’ net worth based on a high-frequency identification strategy. We estimate that news of a 1% decline in intermediaries’ net worth leads to a 0.2%–0.4% decrease in the market value of nonfinancial firms.

Transmission of Cyber Risk Through the Canadian Wholesale Payment System

Staff Working Paper 2022-23 Anneke Kosse, Zhentong Lu
This paper studies how the impact of a cyber attack that paralyzes one or multiple banks' ability to send payments would transmit to other banks through the Canadian wholesale payment system. Based on historical payment data, we simulate a wide range of scenarios and evaluate the total payment disruption in the system.

Vladimir Skavysh

Vladimir Skavysh is a Data Scientist and a creator of the Bank of Canada’s Quantum Lab for Advanced Analytics.
Department(s): Corporate Services, Data Science Research Field(s): Data Science
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