IDEAS home Printed from https://ideas.repec.org/p/bca/bocsan/22-8.html
   My bibliography  Save this paper

Potential netting benefits from expanded central clearing in Canada’s fixed-income market

Author

Listed:
  • Jessie Ziqing Chen
  • Johannes Chen
  • Shamarthi Ghosh
  • Manu Pandey
  • Adrian Walton

Abstract

We assess whether more central clearing would enhance the resilience of Canadian fixed-income markets. Our analysis estimates the potential benefits of balance sheet netting under scenarios where central clearing is expanded to new participants.

Suggested Citation

  • Jessie Ziqing Chen & Johannes Chen & Shamarthi Ghosh & Manu Pandey & Adrian Walton, 2022. "Potential netting benefits from expanded central clearing in Canada’s fixed-income market," Staff Analytical Notes 2022-8, Bank of Canada.
    • Handle: RePEc:bca:bocsan:22-8
    as

    Download full text from publisher

    File URL: https://www.bankofcanada.ca/2022/06/staff-analytical-note-2022-8/
    File Function: Abstract
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Credit risk management; Financial institutions; Financial markets;
    All these keywords.

    JEL classification:

    • D4 - Microeconomics - - Market Structure, Pricing, and Design
    • G1 - Financial Economics - - General Financial Markets
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • G2 - Financial Economics - - Financial Institutions and Services
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G29 - Financial Economics - - Financial Institutions and Services - - - Other

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bca:bocsan:22-8. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/bocgvca.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.