Repo clearing rule could raise SOFR volatility
Helen Bartholomew covers OFR research on how mandatory Treasury clearing could affect SOFR volatility. Risk.net, April 2025.
Press
Liquidity provision is fundamental to the market
PrefBlog covers research on customer liquidity provision in Canadian bond markets. PrefBlog, July 2020.
Basel III changed securities dealing
Central Banking newsdesk covers Bank of Canada research on how Basel III affected securities dealing and bond market structure. Central Banking, February 2020.
I am fond of this idea purely as an aesthetic matter
Matt Levine’s Money Stuff covers research on restructuring Canadian government debt. Bloomberg, December 2018.
A thoughtful proposal for restructuring Canadian government debt
John Cochrane reviews research on Canadian government debt restructuring options. The Grumpy Economist, December 2018.
Les courtiers davantage mandataires
Yan Barcelo covers Bank of Canada research on broker-dealer behaviour in Canadian bond markets. Finance et Investissement, February 2018.
It confirms my prejudices
PrefBlog covers Bank of Canada research on broker-dealer behaviour in bond markets. PrefBlog, February 2018.
People are worried about bond market liquidity
Matt Levine’s Money Stuff covers Bank of Canada research on bond market liquidity. Bloomberg, February 2017.
HFT is good. And bad.
Boyd Erman covers Bank of Canada research showing that HFT has both an upside and a downside for markets. The Globe and Mail, May 2014.