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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
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    File URL: https://www.bankofcanada.ca/2022/06/staff-analytical-note-2022-8/
    File Function: Abstract
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    Cited by:

    1. Cimon, David A. & Walton, Adrian, 2024. "Central bank liquidity facilities and market making," Journal of Banking & Finance, Elsevier, vol. 162(C).

    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

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