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This paper explores the reliability of using prices of credit default swap contracts (CDS) as indicators of default probabilities during the 2007/2008 financial crisis. W[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
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2.
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The authors present the methodology and main findings of the Bank of Canada’s 2009 Methods-of-Payment survey, a detailed investigation of consumer payment behaviour in Ca[...]
2012 | Text | Staff Discussion Paper - Document d’analyse du personnel |
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3.
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We present a model of central bank collateralized lending to study the optimal choice of the haircut policy. We show that a lending facility provides a bundle of two type[...]
2010 | Text | Staff Working Paper - Document de travail du personnel |
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4.
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Payments systems are typically characterized by some degree of tiering, with upstream firms (clearing agents) providing settlement accounts to downstream institutions tha[...]
2006 | Text | Staff Working Paper - Document de travail du personnel |
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5.
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The Large Value Transfer System (LVTS) for settling large payments, and CDSX for settling debt and equity trades, are two of the main settlement systems in Canada. They a[...]
2008 | Text | Staff Discussion Paper - Document d’analyse du personnel |
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6.
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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[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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7.
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Futurists have been speculating about the prospects for a cashless society for many years, and such predictions became more frequent following the introduction of "smart"[...]
1996 | Text | Technical Report - Rapport technique |
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8.
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The author describes the various elements of the global payment network for large-value funds transfers (G-LVTN) in order to provide a convenient reference document inten[...]
2001 | Text | Staff Working Paper - Document de travail du personnel |
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9.
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This paper applies a static model of an interest rate corridor to the Canadian data, and estimates the aggregate demand for central-bank settlement balances in the Large [...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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10.
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Payments systems operate virtually unnoticed in our daily lives and yet are crucial to a wellfunctioning economy and financial system. Because they explicitly link financ[...]
2002 | Text | Staff Working Paper - Document de travail du personnel |
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