Potential netting benefits from expanded central clearing in Canada’s fixed-income market

Jessie Ziqing Chen, Johannes Chen, Shamarthi Ghosh, Manu Pandey and Adrian Walton

No 2022-8, Staff Analytical Notes from Bank of Canada

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.

Keywords: Credit risk management; Financial institutions; Financial markets (search for similar items in EconPapers)
JEL-codes: D4 G1 G12 G2 G21 G29 (search for similar items in EconPapers)
Date: 2022-06
New Economics Papers: this item is included in nep-ban
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