event. This is because (i) strong macroprudential regulation in Canada improves the quality of assets, (ii) given a scenario …

document discusses the organization of the repurchase-agreement (repo) market in Canada. We define the repo contract, the … trading practices in Canada, risks in the repo market and repo regulation. A repo is a financial contract that resembles a …

. The paper discusses the organization of the securities lending market in Canada. We outline key characteristics of …

This paper discusses how the bankers' acceptance (BA) market in Canada is organized and its essential link to the … Canada, BAs provide a key source of funding for small and medium-sized corporate borrowers that may not otherwise have direct … issued by non-government entities and are the second-largest money market instrument overall in Canada, averaging just over …

macroprudential policy changes in Canada using a microsimulation model of mortgage demand of first-time homebuyers. Policies targeting …

to understand bank agents' incentives, measure potential resolution costs and assess the credibility of regulatory reform … of the subsidies accruing to systemic banks in Canada. The first is based on credit rating agencies' assessment of public … address TBTF externalities. That said, Canada being an early adopter of Basel III might help explain the significant reduction …

The authors document leverage, capital and liquidity ratios of banks in Canada. These ratios are important indicators … of different types of risk with respect to a bank's balance-sheet management. Particular attention is given to the … compare leverage and capital ratios for banks in Canada and the United States in the period leading up to the recent crisis …