March 27 – Bank of Canada – Press Release

The bank announced government bond tenders have been accepted for a total repurchase amount of $2.9 billion following an auction on March 27, 2013. The full release is available online.

March 26 – Bank of Canada – Press Release

The governor of the Bank of Canada has designated SwapClear as subject to ongoing regulatory oversight by the Bank under the Payment Clearing and Settlement Act (PCSA), effective 2 April 2013. SwapClear, established in 1999, is the dominant global system for centrally clearing over-the-counter (OTC) interest rate swaps (IRS). It is operated by LCH.Clearnet Limited … Read more

March 25 – Bank of Canada – Press Release

The Bank of Canada announced that professor Peter Christoffersen of the University of Toronto’s Rotman School of Management is the recipient of the Bank’s Fellowship Award for 2013. Christoffersen is an internationally recognized academic, with a reputation as a leading researcher in the areas of risk management, volatility modelling and financial engineering. His current work … Read more

March 21 – Bank of Canada – Press Release

The bank announced treasury bill tenders have been accepted for a total repurchase amount of $2 billion following an auction on March 21, 2013. The full release is available online. The bank announced a final call for marketable bond tenders with a minimum total amount of $2.9 billion to be auctioned by March 27, 2013. … Read more

March 20 – Bank of Canada – Press Release

The bank announced a final call for treasury bill tenders with a minimum total amount of $2 billion to be auctioned by March 21, 2013. The full release is available online. The bank announced government bonds have been accepted for a total repurchase amount of $3.3 billion following an auction on March 20, 2013. The … Read more

March 19 – Bank of Canada – Press Release

The bank announced a final call for treasury bill tenders with a minimum total amount of $13 billion to be auctioned by March 26, 2013. The full release is available online. The bank announced treasury bill tenders have been accepted for a total repurchase amount of $2.8 billion following an auction on March 19, 2013. … Read more

March 15 – Bank of Canada – Press Release

The bank announced treasury bill tenders have been accepted for a total repurchase amount of $2.8 billion following an auction on March 15, 2013. The full release is available online. The working paper titled: To Link or Not To Link? Netting and Exposures Between Central Counterparties by Stacey Anderson, Jean-Philippe Dion and Héctor Pérez Saiz … Read more

March 14 – Bank of Canada – Press Release

The bank announced a final call for treasury bill tenders with a minimum total amount of $2.8 billion to be auctioned by March 15, 2013. The full release is available online. The bank announced a final call for marketable bond tenders with a minimum total amount of $3.3 billion to be auctioned by March 20, … Read more

March 13 – Bank of Canada – Press Release

The bank announced government bond have been accepted for a total repurchase amount of $1.5 billion following an auction on March 13, 2013. The full release is available online.