Posts

• Canadian Bank Balance-Sheet Management: Breakdown by Types of Canadian Financial Institutions

  Staff Discussion Paper 2012-7 David Xiao Chen, H. Evren Damar, Hani Soubra, Yaz Terajima

  The authors document leverage, capital and liquidity ratios of banks in Canada. These ratios are important indicators of different types of risk with respect to a bank’s balance‐sheet management. Particular attention is given to the observations by different types of banks, including small banks that historically received less attention.

  Content Type(s): Staff research, Staff discussion papers Topic(s): Financial institutions, Financial stability, Financial system regulation and policies JEL Code(s): G, G2, G21, G28
• September 28, 2012

  Weekly Financial Statistics - 28 September 2012

  Content Type(s): Publications, Historical: Weekly Financial Statistics

• Price Negotiation in Differentiated Products Markets: Evidence from the Canadian Mortgage Market

  Staff Working Paper 2012-30 Jason Allen, Robert Clark, Jean-François Houde

  This paper measures market power in a decentralized market where contracts are determined through a search and negotiation process. The mortgage industry has many institutional features which suggest competitiveness: homogeneous contracts, negotiable rates, and, for a given consumer, common lending costs across lenders.

  Content Type(s): Staff research, Staff working papers Topic(s): Financial institutions, Financial services, Market structure and pricing JEL Code(s): D, D4, G, G2, G21, L, L2, L22
• September 27, 2012

  Quarterly Bond Schedule and Adjustments to the Debt Strategy Plan for 2012-13

  Today, the Quarterly Bond Schedule is being published on the Bank of Canada's website. In addition, adjustments are being announced to the debt strategy plan for 2012-13.

  Content Type(s): Press, Market notices
• September 27, 2012

  Banking and Financial Statistics - September 2012

  Erratum: A note to the tables for C1-10 was erroneously included on pg. S127 in the September 2012 publication of the Banking and Financial Statistics package. Although the note states that deposits of the chartered banks increased by $2.8 billion due to B2B Trust (a wholly owned subsidiary of Laurentian Bank) acquisition of AGF Trust, the actual data in the tables does not reflect this adjustment due to the timing of the BFS publication and the actual database updates. This note will be re-introduced in the October release of the BFS when August data is made available.

  Content Type(s): Publications, Historical: Banking and Financial Statistics

• Efficiency and Bargaining Power in the Interbank Loan Market

  Staff Working Paper 2012-29 Jason Allen, James Chapman, Federico Echenique, Matthew Shum

  Using detailed loan transactions-level data we examine the efficiency of an overnight interbank lending market, and the bargaining power of its participants. Our analysis relies on the equilibrium concept of the core, which imposes a set of no-arbitrage conditions on trades in the market.

  Content Type(s): Staff research, Staff working papers Topic(s): Financial institutions, Payment clearing and settlement systems JEL Code(s): C, C7, C71, E, E5, E58, G, G2, G21, G28
• September 25, 2012

  Financing Commodities Markets

  Remarks Timothy Lane CFA Society of Calgary Calgary, Alberta

  Deputy Governor Timothy Lane discusses links between the financial system and commodities markets.

  Content Type(s): Press, Speeches and appearances, Remarks
• September 21, 2012

  Weekly Financial Statistics - 21 September 2012

  Content Type(s): Publications, Historical: Weekly Financial Statistics
• September 14, 2012

  Weekly Financial Statistics - 14 September 2012

  Content Type(s): Publications, Historical: Weekly Financial Statistics
• September 7, 2012

  Weekly Financial Statistics - 7 September 2012

  Content Type(s): Publications, Historical: Weekly Financial Statistics