Press Release Department: Federal - Bank of Canada

The bank published a new research paper, Option Valuation with Observable Volatility and Jump Dynamics by Peter Christoffersen, Bruno Feunou and Yoontae Jeon, on its website.

The bank announced Government of Canada bonds have been accepted for a total repurchase amount of $3.2 billion following an auction on Nov. 4, 2015. The full release is available online. Bank of Canada Announces Establishment of Canadian Fixed-Income Forum. The full release is available online.

The bank announced treasury bill tenders have been accepted for a total repurchase amount of $13.5 billion following an auction on November 3, 2015. The full release is available online. The bank announced a final call for treasury bill tenders with a minimum total amount of $10.5 billion to be auctioned by Nov. 17, 2015. … Read more

The bank announced that treasury bill tenders have been accepted for a total repurchase amount of $2 billion following an auction on October 30, 2015. The will release is available online.

The bank announced a final call for treasury bill tenders with a minimum total amount of $2 billion to be auctioned by October 30, 2015. The full release is available online. The bank and the Department of Finance Canada revised Terms of Participation in Auctions for Government Securities Distributors (the Terms) following the introduction of … Read more

The bank published a new research paper, Nowcasting BRIC+M in Real Time by Tatjana Dahlhaus, Justin-Damien Guénette and Garima Vasishtha on its website.

Results of the 28-day and 85-day 27 October 2015 Term Repo Operation is available online. Bank of Canada Announces the Minimum Bid Rate for today’s Term Repo operation: The minimum bid rate for today’s 28-day Term Repo operation is 0.50 per cent. The minimum bid rate for today’s 85-day Term Repo operation is 0.49 per cent. … Read more

The Bank of Canada announced that Deputy Governor Agathe Côté will retire at the end of January 2016. Côté was appointed Deputy Governor of the Bank of Canada in July 2010, with responsibility for overseeing the Bank’s analysis of domestic economic developments in support of monetary policy decisions. As a member of the Bank’s Governing … Read more

The bank published a new research paper, Domestic and Multilateral Effects of Capital Controls in Emerging Markets, by Gurnain Pasricha, Matteo Falagiarda, Martin Bijsterbosch and Joshua Aizenman on its website.

The bank published a new research paper, Downside Variance Risk Premium, by Bruno Feunou, Mohammad R. Jahan-Parvar and Cédric Okou on its website. The bank announced that tenders for Government of Canada bonds have been accepted for a total repurchase amount of $2.5 billion following an auction on October 22, 2015. The full release is available online. … Read more