Search 2,327 records for:

The authors compare the efficiency of Canada's largest banks with U.S. commercial banks over the past 20 years. Efficiency is measured in three ways. First, the authors s[...]

To assure liquidity needs and the robustness of loss allocation in a clearing and settlement system based on netting, collateral requirements and net debit caps could be [...]

A vector error-correction model (VECM) that forecasts inflation between the current quarter and eight quarters ahead is found to provide significant leading information a[...]

A central bank's main concern is the general direction of future inflation, and not transitory fluctuations of the inflation rate. As a result, this paper is concerned wi[...]

The authors present a detailed discussion of the Bank of Canada's framework for the implementation of monetary policy. As background, they provide a brief overview of the[...]

This paper examines some of the key issues that arise in the design of a multilateral foreign exchange netting facility. First, it presents a brief overview of the primar[...]

The authors examine the Bank of Canada's overnight rate as a measure of monetary policy in vector autoregression (VAR) models. Since the time series of the Bank's current[...]

The data and programs replicate tables and figures from "Explaining Bitcoin ownership in Canada: Trends from 2016 to 2021", by Balutel, Engert, Henry, Huynh, and Voia. Pl[...]

Recent work at the Bank of Canada studied the impact of default in Canada’s large-value payments system, and concluded that participants could readily manage their potent[...]

An important challenge facing central banks is making decisions under uncertainty about the dynamic effects of monetary policy actions. The authors stress the importance [...]