The bank announced a call for marketable bond tenders with a minimum total amount of $3.4 billion to be auctioned on March 25, 2015. The full release is available online. The bank published its latest research paper, entitled “Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns,” written by Jean-Sébastien Fontaine, René Garcia, Sermin Gungor. … Read more
The bank announced a final call for treasury bill tenders with a minimum total amount of $8 billion to be auctioned by March 24, 2015. The full release is available online. The bank announced marketable bond tenders have been accepted for a total repurchase amount of $500 million following an auction on March 17, 2015. … Read more
The bank announced that Government of Canada Real Return bond tenders have been accepted for a total repurchase amount of $400 million following an auction on March 11, 2015. The full release is available online.
The working paper titled: Fourier Inversion Formulas for Multiple-Asset Option Pricing by Bruno Feunou and Ernest Tafolong is available on the Bank of Canada website. The bank announced treasury bill tenders have been accepted for a total repurchase amount of $9 billion following an auction on March 10, 2015. The full release is available online. The bank … Read more
The working paper titled: Effects of Funding Portfolios on the Credit Supply of Canadian Banks by H. Evren Damar, Césaire Meh and Yaz Terajima is available on the Bank of Canada website.
The bank announced that Government of Canada bond tenders have been accepted for a total repurchase amount of $2.7 billion following an auction on March 5, 2015. The full release is available online. The bank announced a final call for Government of Canada real return bonds with a minimum total amount of $4 million to … Read more
The Bank of Canada announced that it is maintaining its target for the overnight rate at 3/4 per cent. The Bank Rate is correspondingly 1 per cent and the deposit rate is 1/2 per cent. The full release is available online.
The bank announced a final call for treasury bill tenders with a minimum total amount of $9 billion to be auctioned by March 10, 2015. The full release is available online. The bank announced marketable bond tenders have been accepted for a total repuchase amount of $357,728,000 following an auction on March 3, 2015. The … Read more
The bank announced a final call for marketable bond tenders with a minimum total amount of $2.7 billion to be auctioned by March 5, 2015. The full release is available online.
As part of an exercise to test the operational readiness of existing standing swap arrangements with other central banks, the Bank of Canada will conduct a small-value Canadian-dollar operation with the European Central Bank, drawing euros against Canadian dollars. This operational readiness exercise is a measure of prudent advance planning by the Bank of Canada … Read more
