00000nam 2200000zi 4500 9.954342 CaOODSP 20250821071243 m o d f cr mn||||||||| 250820t20252025onca ob f000 0 eng d CaOODSP eng rda CaOODSP eng eng fre n-cn--- FB3-1/127-2025E-PDF Audet, Nicolas, author. The dynamic Canadian debt strategy model / Nicolas Audet, Joe Ning, Adam Epp, Jeffrey Gao. [Ottawa] : Bank of Canada = Banque du Canada, 2025. ©2025 1 online resource (ii, 30 pages) : colour illustrations. text txt rdacontent computer c rdamedia online resource cr rdacarrier Technical report = Rapport technique, 1919-689X ; 127 "Last updated: August 6, 2025." Includes bibliographical references (pages 21-22). "We present a dynamic debt strategy model framework designed to assist sovereign debt portfolio managers in choosing an optimal debt issuance strategy. The model consists of two parts: a simulation engine and a debt issuance optimization engine. The main innovation of this framework is the introduction of dynamic issuance strategies, which allow issuance decisions to vary over time based on the model's simulated state variables. We apply this framework to Canada's specific debt management setting and show that these dynamic strategies, when compared with the deterministic issuance strategies of the original Canadian debt strategy model, bring considerable improvements to the costs and risks of available debt portfolios"--Abstract, page ii. Includes abstracts in English and French. Debts, Public Canada Econometric models. Bond market Canada Econometric models. Dettes publiques Canada Modèles économétriques. Marché obligataire Canada Modèles économétriques. Bank of Canada, issuing body. Technical report (Bank of Canada) 127. (CaOODSP)9.505019 PDF 1.72 MB https://publications.gc.ca/collections/collection_2025/banque-bank-canada/FB3-1-127-2025-eng.pdf