| 000 | 00000cam 2200000zi 4500 |
| 001 | 9.966446 |
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| 003 | CaOODSP |
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| 005 | 20261001152821 |
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| 006 | m o d f |
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| 007 | cr |n||||||||| |
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| 008 | 261001e20260914oncd ob f|0| 0 eng d |
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| 040 | |aCaOODSP|beng|erda|cCaOODSP |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-8/2026-39E-PDF |
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| 100 | 1 |aAnum, Sadia, |eauthor. |
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| 245 | 10|aUncovering the use of haircuts in the Canadian repo market / |cSadia Anum, Jabir Sandhu, Adrian Walton. |
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| 264 | 1|a[Ottawa] : |bBank of Canada = Banque du Canada, |cSeptember 14, 2026. |
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| 264 | 4|c©2026 |
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| 300 | |a1 online resource (10 unnumbered pages) : |bcharts. |
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| 336 | |atext|btxt|2rdacontent |
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| 337 | |acomputer|bc|2rdamedia |
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| 338 | |aonline resource|bcr|2rdacarrier |
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| 490 | 1 |aStaff analytical paper = |aDocument analytique du personnel, |x3110-9195 ; |v2026-39 |
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| 500 | |aCover title. |
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| 504 | |aIncludes bibliographical references. |
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| 520 | |a"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]. |
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| 650 | 0|aRepurchase agreements|zCanada. |
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| 650 | 6|aConventions de rachat|zCanada. |
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| 710 | 2 |aBank of Canada, |eissuing body. |
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| 830 | #0|aStaff analytical paper (Bank of Canada)|x3110-9195 ; |v2026-39.|w(CaOODSP)9.958938 |
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| 856 | 40|qPDF|s544 KB|uhttps://publications.gc.ca/collections/collection_2026/banque-bank-canada/FB3-8-2026-39-eng.pdf |
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