EconoMonitor's Canadian series come from the Bank of Canada and Statistics Canada, monthly or quarterly from January 2006 where the publisher's history allows. Capital ratios for individual banks and insurers from the Office of the Superintendent of Financial Institutions (OSFI) are loaded and checked, and will be published on institution pages once those pages are built.
Sources
- Bank of Canada Valet API: the policy rate, CORRA and Government of Canada bond yields.
- Statistics Canada: consumer prices, GDP, unemployment and household credit market debt.
- OSFI open data: capital and leverage ratios for banks, LICAT ratios for life insurers and MCT ratios for property and casualty insurers.
Checks for this dataset
- Check A: every series value and every OSFI value rebuilt from the raw tables equals the stored value.
- Check B: real GDP growth agrees with growth computed from real GDP levels, within 0.1 percentage points of rounding.
- Check B: each bank's capital ratios are ordered CET1, then Tier 1, then total capital, from lowest to highest.
- Check B: Tier 1 capital in OSFI's leverage return matches the Tier 1 ratio times risk-weighted assets in the capital return, within 0.5%.
- Check B: life insurers' LICAT total ratios and property and casualty insurers' MCT ratios equal the ratios rebuilt from their reported components.
Units and periods
Daily Bank of Canada data become monthly values: the monthly average for market rates, and the last value of the month for the policy rate. The current month is left out until it ends. OSFI files label periods by each institution's fiscal quarter; values for institutions whose fiscal year end cannot be determined are marked provisional and are not published. OSFI's aggregate rows are not used, because they add up institutions with different fiscal calendars under one quarter label.
Series definitions
CORRA (Canadian Overnight Repo Rate Average)
Monthly average of the daily CORRA.
- Unit
- percent
- Frequency
- monthly, not applicable
- Formula
- average of daily AVG.INTWO values in the month
- Source
- Bank of Canada Valet API (Valet AVG.INTWO), series
AVG.INTWO - Data page
- CORRA (Canadian Overnight Repo Rate Average)
Consumer price index, all-items
CPI all-items, Canada, not seasonally adjusted.
- Unit
- index (2002 = 100)
- Frequency
- monthly, not seasonally adjusted
- Source
- Statistics Canada Web Data Service (Table 18-10-0004-01), series
18100004:2.2 - Data page
- Consumer price index, all-items
CPI inflation, 12-month change
Percent change in the all-items CPI from the same month a year earlier.
- Unit
- percent
- Frequency
- monthly, not seasonally adjusted
- Formula
- (ca_cpi / ca_cpi 12 months earlier - 1) x 100
- Source
- Statistics Canada Web Data Service (Table 18-10-0004-01), series
18100004:2.2 (Consumer price index, all-items); the 12-month rate is derived by EconoMonitor - Data page
- CPI inflation, 12-month change
Government of Canada 10-year benchmark bond yield
Monthly average of the daily 10-year benchmark bond yield.
- Unit
- percent
- Frequency
- monthly, not applicable
- Formula
- average of daily BD.CDN.10YR.DQ.YLD values in the month
- Source
- Bank of Canada Valet API (Valet BD.CDN.10YR.DQ.YLD), series
BD.CDN.10YR.DQ.YLD - Data page
- Government of Canada 10-year benchmark bond yield
Government of Canada 10-year minus 2-year yield spread
Difference between the monthly average 10-year and 2-year benchmark yields.
- Unit
- percentage points
- Frequency
- monthly, not applicable
- Formula
- ca_goc_10y - ca_goc_2y
- Source
- Bank of Canada Valet API (Valet), series
BD.CDN.10YR.DQ.YLD (Government of Canada 10-year benchmark bond yield), BD.CDN.2YR.DQ.YLD (Government of Canada 2-year benchmark bond yield); the spread is derived by EconoMonitor - Data page
- Government of Canada 10-year minus 2-year yield spread
Government of Canada 2-year benchmark bond yield
Monthly average of the daily 2-year benchmark bond yield.
- Unit
- percent
- Frequency
- monthly, not applicable
- Formula
- average of daily BD.CDN.2YR.DQ.YLD values in the month
- Source
- Bank of Canada Valet API (Valet BD.CDN.2YR.DQ.YLD), series
BD.CDN.2YR.DQ.YLD - Data page
- Government of Canada 2-year benchmark bond yield
Household credit market debt
Household sector credit market debt (national balance sheet basis).
- Unit
- CAD
- Frequency
- quarterly, seasonally adjusted
- Source
- Statistics Canada Web Data Service (Table 38-10-0238-01), series
38100238:1.13 - Data page
- Household credit market debt
Household credit market debt to disposable income
Household sector credit market debt as a percent of household disposable income.
- Unit
- percent
- Frequency
- quarterly, seasonally adjusted
- Source
- Statistics Canada Web Data Service (Table 38-10-0238-01), series
38100238:1.11 - Data page
- Household credit market debt to disposable income
Real GDP at basic prices, all industries (monthly)
GDP at basic prices, all industries, chained (2017) dollars, seasonally adjusted at annual rates.
- Unit
- CAD (chained 2017 dollars, annual rate)
- Frequency
- monthly, SAAR
- Source
- Statistics Canada Web Data Service (Table 36-10-0434-01), series
36100434:1.1.1.1 - Data page
- Real GDP at basic prices, all industries (monthly)
Bank of Canada policy rate (target for the overnight rate)
Target for the overnight rate on the last business day of the month.
- Unit
- percent
- Frequency
- monthly, not applicable
- Formula
- last daily value of V39079 in the month
- Source
- Bank of Canada Valet API (Valet V39079), series
V39079 - Data page
- Bank of Canada policy rate (target for the overnight rate)
Real GDP (expenditure-based)
Gross domestic product at market prices, chained (2017) dollars, seasonally adjusted at annual rates.
- Unit
- CAD (chained 2017 dollars, annual rate)
- Frequency
- quarterly, SAAR
- Source
- Statistics Canada Web Data Service (Table 36-10-0104-01), series
36100104:1.1.1.30 - Data page
- Real GDP (expenditure-based)
Real GDP growth (quarter on quarter, not annualized)
Percent change in real GDP from the previous quarter, as published by Statistics Canada.
- Unit
- percent
- Frequency
- quarterly, SAAR
- Source
- Statistics Canada Web Data Service (Table 36-10-0104-01), series
36100104:1.7.1.30 - Data page
- Real GDP growth (quarter on quarter, not annualized)
Unemployment rate
Unemployment rate, Canada, 15 years and over, both genders, seasonally adjusted (Labour Force Survey).
- Unit
- percent
- Frequency
- monthly, seasonally adjusted
- Source
- Statistics Canada Web Data Service (Table 14-10-0287-01), series
14100287:1.7.1.1.1.1 - Data page
- Unemployment rate
Built from data build 20261026T074019Z, exported 2026-10-26.