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
A Framework in Search of an Optimal Margining Policy for Official Institutions: The Canadian Experience Staff Discussion Paper 2016-9 Tomo Nakashima, Mihai Cosma, Boran Plong One of the main outcomes of the global financial crisis has been a series of new regulations imposed on the financial system and specifically on banks. Content Type(s): Staff research, Staff discussion papers Topic(s): Financial markets, Foreign reserves management JEL Code(s): G, G3, G32
March 11, 2016 Weekly Financial Statistics - 11 March 2016 Content Type(s): Publications, Historical: Weekly Financial Statistics