March 18, 2016 Weekly Financial Statistics - 18 March 2016 Content Type(s): Publications, Historical: Weekly Financial Statistics
Dating Systemic Financial Stress Episodes in the EU Countries Staff Working Paper 2016-11 Benjamin Klaus, Tuomas Peltonen, Thibaut Duprey This paper introduces a new methodology to date systemic financial stress events in a transparent, objective and reproducible way. The financial cycle is captured by a monthly country-specific financial stress index. Content Type(s): Staff research, Staff working papers Topic(s): Business fluctuations and cycles, Central bank research, Econometric and statistical methods, Economic models, Financial markets, Financial stability, Financial system regulation and policies, Monetary and financial indicators JEL Code(s): C, C5, C54, G, G0, G01, G1, G15
March 17, 2016 Nominations – from 461 to one iconic Canadian woman A total of 461 iconic Canadian women met the initial qualifying criteria and an independent Advisory Council followed the selection process to produce a long list of 12 women and then a short list of five. On 8 December 2016, the Minister of Finance and the Governor of the Bank of Canada revealed that Viola Desmond will be featured on the new $10 note.
March 15, 2016 Results of the 29-day and 84-day 15 March 2016 Term Repo Operation Results of today's term repo operation. Content Type(s): Press, Market notices
March 15, 2016 Bank of Canada Announces the Minimum Bid Rate for Today's Term Repo Operations Bank of Canada Announces the Minimum Bid Rate for Today's Term Repo Operation. Content Type(s): Press, Market notices
Measuring Systemic Risk Across Financial Market Infrastructures Staff Working Paper 2016-10 Fuchun Li, Héctor Pérez Saiz We measure systemic risk in the network of financial market infrastructures (FMIs) as the probability that two or more FMIs have a large credit risk exposure to the same FMI participant. Content Type(s): Staff research, Staff working papers Topic(s): Econometric and statistical methods, Financial stability, Payment clearing and settlement systems JEL Code(s): C, C5, C58, G, G2, G21, G23
March 14, 2016 Bank of Canada Announces Details of its Term Repo Operations The Bank of Canada announced today that it will conduct term repo operations. Content Type(s): Press, Market notices
Predictive Ability of Commodity Prices for the Canadian Dollar Staff Analytical Note 2016-2 Kimberly Berg, Pierre Guérin, Yuko Imura Recent sharp declines in commodity prices and the simultaneous depreciation of the Canadian dollar (CAD) relative to the U.S. dollar (USD) have rekindled an interest in the relationship between commodity prices and the CAD-USD exchange rate. Content Type(s): Staff research, Staff analytical notes Topic(s): Econometric and statistical methods, Exchange rates