000	00000nam 2200000zi 4500
001	9.954342
003	CaOODSP
005	20250821071243
006	m     o  d f
007	cr mn|||||||||
008	250820t20252025onca    ob   f000 0 eng d
040	|aCaOODSP|beng|erda|cCaOODSP
041	0 |aeng|beng|bfre
043	|an-cn---
086	1 |aFB3-1/127-2025E-PDF
100	1 |aAudet, Nicolas, |eauthor.
245	14|aThe dynamic Canadian debt strategy model / |cNicolas Audet, Joe Ning, Adam Epp, Jeffrey Gao.
264	1|a[Ottawa] : |bBank of Canada = Banque du Canada, |c2025.
264	4|c©2025
300	|a1 online resource (ii, 30 pages) : |bcolour illustrations.
336	|atext|btxt|2rdacontent
337	|acomputer|bc|2rdamedia
338	|aonline resource|bcr|2rdacarrier
490	1 |aTechnical report = |aRapport technique, |x1919-689X ; |v127
500	|a"Last updated: August 6, 2025."
504	|aIncludes bibliographical references (pages 21-22).
520	3 |a"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.
546	|aIncludes abstracts in English and French.
650	0|aDebts, Public|zCanada|xEconometric models.
650	0|aBond market|zCanada|xEconometric models.
650	6|aDettes publiques|zCanada|xModèles économétriques.
650	6|aMarché obligataire|zCanada|xModèles économétriques.
710	2 |aBank of Canada, |eissuing body.
830	#0|aTechnical report (Bank of Canada)|v127.|w(CaOODSP)9.505019
856	40|qPDF|s1.72 MB|uhttps://publications.gc.ca/collections/collection_2025/banque-bank-canada/FB3-1-127-2025-eng.pdf