Language selection

Government of Canada / Gouvernement du Canada

Search

On-the-run premia, settlement fails, and central bank access / Fabienne Scheider.: FB3-5/2025-19E-PDF

"I use the model to analyze the effects of granting access to central bank facilities to non-banks active in the Treasury market. Broad access stimulates trading and reduces the on-the-run premium, but settlement fails increase and, counterintuitively, only primary dealers benefit"--Abstract, page ii.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.954490&sl=0

Publication information
Department/Agency
  • Bank of Canada, author.
TitleOn-the-run premia, settlement fails, and central bank access / Fabienne Scheider.
Series title
  • Staff working paper = Document de travail du personnel, 1701-9397 ; 2025-19
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • "Last updated: August 11, 2025."
  • Includes bibliographical references (pages 32-35).
  • Includes abstract in French.
Publishing information
  • [Ottawa] : Bank of Canada = Banque du Canada, 2025.
  • ©2025
Author / Contributor
  • Scheider, Fabienne, author.
Description1 online resource (ii, 48 pages) : illustrations, graphs.
Catalogue number
  • FB3-5/2025-19E-PDF
Subject terms
Request alternate formats
To request an alternate format of a publication, complete the Government of Canada Publications email form. Use the form’s “question or comment” field to specify the requested publication.

Page details

Report a problem or mistake on this page
Date modified: