00000cam 2200000zi 4500 9.966446 CaOODSP 20261001152821 m o d f cr |n||||||||| 261001e20260914oncd ob f|0| 0 eng d CaOODSP eng rda CaOODSP n-cn--- FB3-8/2026-39E-PDF Anum, Sadia, author. Uncovering the use of haircuts in the Canadian repo market / Sadia Anum, Jabir Sandhu, Adrian Walton. [Ottawa] : Bank of Canada = Banque du Canada, September 14, 2026. ©2026 1 online resource (10 unnumbered pages) : charts. text txt rdacontent computer c rdamedia online resource cr rdacarrier Staff analytical paper = Document analytique du personnel, 3110-9195 ; 2026-39 Cover title. Includes bibliographical references. "We document haircut practices in the Canadian dealer-to-client repo market using transaction level data. We find that haircuts are rarely used across repos for different collateral, maturities and most counterparty types. Notable exceptions include wealth managers and some foreign official institutions, which use haircuts more often, likely due to their specific regulations or requirements. We also find no evidence that haircut use increased materially during periods of market stress, including March 2020"--Abstract, page [3]. Repurchase agreements Canada. Conventions de rachat Canada. Bank of Canada, issuing body. Staff analytical paper (Bank of Canada) 3110-9195 ; 2026-39. (CaOODSP)9.958938 PDF 544 KB https://publications.gc.ca/collections/collection_2026/banque-bank-canada/FB3-8-2026-39-eng.pdf