Adrian Walton

Names

Identifer

Contact

Affiliations

• Bank of Canada
  • EDIRC entry
  • location:

Research profile

author of:

• Repo Market Functioning when the Interest Rate Is Low or Negative
  Discussion Papers, Bank of Canada (2017)
  by Jean-Sébastien Fontaine & James Hately & Adrian Walton
  (ReDIF-paper, bca:bocadp:17-3)
• Alternative Futures for Government of Canada Debt Management
  Discussion Papers, Bank of Canada (2018)
  by Corey Garriott & Sophie Lefebvre & Guillaume Nolin & Francisco Rivadeneyra & Adrian Walton
  (ReDIF-paper, bca:bocadp:18-15)
• Historical Data on Repurchase Agreements from the Canadian Depository for Securities
  Technical Reports, Bank of Canada (2022)
  by Maxim Ralchenko & Adrian Walton
  (ReDIF-paper, bca:bocatr:121)
• Retail Order Flow Segmentation
  Staff Working Papers, Bank of Canada (2016)
  by Corey Garriott & Adrian Walton
  (ReDIF-paper, bca:bocawp:16-20)
• What Drives Episodes of Settlement Fails in the Government of Canada Bond Market?
  Staff Working Papers, Bank of Canada (2017)
  by Jean-Sébastien Fontaine & James Pinnington & Adrian Walton
  (ReDIF-paper, bca:bocawp:17-54)
• Speed Segmentation on Exchanges: Competition for Slow Flow
  Staff Working Papers, Bank of Canada (2018)
  by Lisa Anderson & Emad Andrews & Baiju Devani & Michael Mueller & Adrian Walton
  (ReDIF-paper, bca:bocawp:18-3)
• Contagion in Dealer Networks
  Staff Working Papers, Bank of Canada (2020)
  by Jean-Sébastien Fontaine & Adrian Walton
  (ReDIF-paper, bca:bocawp:20-1)
• Central Bank Liquidity Facilities and Market Making
  Staff Working Papers, Bank of Canada (2022)
  by David Cimon & Adrian Walton
  (ReDIF-paper, bca:bocawp:22-9)
• Price Caps in Canadian Bond Borrowing Markets
  Staff Analytical Notes, Bank of Canada (2019)
  by Léanne Berger-Soucy & Jean-Sébastien Fontaine & Adrian Walton
  (ReDIF-paper, bca:bocsan:19-2)
• Relative Value of Government of Canada Bonds
  Staff Analytical Notes, Bank of Canada (2019)
  by Jean-Sébastien Fontaine & Jabir Sandhu & Adrian Walton
  (ReDIF-paper, bca:bocsan:19-23)
• Borrowing Costs for Government of Canada Treasury Bills
  Staff Analytical Notes, Bank of Canada (2019)
  by Jessica Lee & Jabir Sandhu & Adrian Walton
  (ReDIF-paper, bca:bocsan:19-28)
• Prix plafonds sur les marchés canadiens des emprunts d’obligations
  Staff Analytical Notes, Bank of Canada (2019)
  by Léanne Berger-Soucy & Jean-Sébastien Fontaine & Adrian Walton
  (ReDIF-paper, bca:bocsan:19-2fr)
• COVID-19 and bond market liquidity: alert, isolation and recovery
  Staff Analytical Notes, Bank of Canada (2020)
  by Jean-Sébastien Fontaine & Hayden Ford & Adrian Walton
  (ReDIF-paper, bca:bocsan:20-14)
• COVID-19 crisis: Liquidity management at Canada’s largest public pension funds
  Staff Analytical Notes, Bank of Canada (2021)
  by Guillaume Bédard-Pagé & Daniel Bolduc-Zuluaga & Annick Demers & Jean-Philippe Dion & Manu Pandey & Léanne Berger-Soucy & Adrian Walton
  (ReDIF-paper, bca:bocsan:21-11)
• Potential netting benefits from expanded central clearing in Canada’s fixed-income market
  Staff Analytical Notes, Bank of Canada (2022)
  by Jessie Ziqing Chen & Johannes Chen & Shamarthi Ghosh & Manu Pandey & Adrian Walton
  (ReDIF-paper, bca:bocsan:22-8)
• Fixed-income dealing and central bank interventions
  Staff Analytical Notes, Bank of Canada (2022)
  by David Cimon & Adrian Walton
  (ReDIF-paper, bca:bocsan:22-9)
• Liquidity risks at Canadian life insurance companies
  Staff Analytical Notes, Bank of Canada ()
  by Patrick Aldridge & Stephane Gignac & Rishi Vala & Adrian Walton
  (ReDIF-paper, bca:bocsan:24-7)
• Comment les sociétés d’assurance vie canadiennes gèrent leurs risques de liquidité
  Staff Analytical Notes, Bank of Canada (2024)
  by Patrick Aldridge & Stephane Gignac & Rishi Vala & Adrian Walton
  (ReDIF-paper, bca:bocsan:24-7fr)
• Speed segmentation on exchanges: Competition for slow flow
  Journal of Financial Markets, Elsevier (2022)
  by Anderson, Lisa & Andrews, Emad & Devani, Baiju & Mueller, Michael & Walton, Adrian
  (ReDIF-article, eee:finmar:v:58:y:2022:i:c:s1386418121000148)
• Alternative futures for Government of Canada debt management
  Journal of Financial Economic Policy, Emerald Group Publishing Limited (2020)
  by Corey Garriott & Sophie Lefebvre & Guillaume Nolin & Francisco Rivadeneyra & Adrian Walton
  (ReDIF-article, eme:jfeppp:jfep-07-2019-0149)