July 24, 2023 Market Participants Survey—Second Quarter of 2023 The Market Participants Survey results are based on questionnaire responses from about 30 financial market participants. Content Type(s): Publications, Market Participants Survey
July 24, 2023 CARR Meeting (July 24, 2023) Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group
July 18, 2023 Treasury Bill 2023.07.18 auction rescheduled Following the cancellation today of the 2023.07.18 Treasury Bill Auction, the Bank has resolved the technical difficulties and is rescheduling the auction on Wednesday, July 19 at 10:30 a.m Content Type(s): Press, Market notices
July 18, 2023 Operation Cancellation – Treasury Bill 2023.07.18 Due to technical difficulties, the Treasury Bill Auction scheduled for 2023.07.18 at 10:30 has been cancelled. Content Type(s): Press, Market notices
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps Staff Working Paper 2023-38 Andrea Ugolini, Juan C. Reboredo, Javier Ojea Ferreiro We study whether the credit derivatives of firms reflect the risk from climate transition. We find that climate transition risk has asymmetric and significant economic impacts on the credit risk of more vulnerable firms, and negligible effects on other firms. Content Type(s): Staff research, Staff working papers Topic(s): Climate change, Credit risk management, Econometric and statistical methods JEL Code(s): C, C2, C24, G, G1, G12, G3, G32, Q, Q5, Q54
July 14, 2023 The Globe and Mail Tiff Macklem, Governor of the Bank of CanadaInterview with The Globe and Mail Content Type(s): Press, Media activities