Comment les sociétés d’assurance vie canadiennes gèrent leurs risques de liquidité https://www.banqueducanada.ca/?p=238080 T1 2023 Valeur de marché Valeur de marché Produits dérivés de change Produits dérivés de taux d’intérêt Produits dérivés de change Produits dérivés de taux d’intérêt Actifs liquides à court terme (liquidités, dépôts et fiducies) Obligations et bons du Trésor provinciaux Obligations et bons du Trésor du gouvernement du Canada Produits dérivés de change Produits dérivés de taux d’intérêt Incertitude sur les marchés causée par la crise de la COVID-19 Obligations de sociétés Obligations du gouvernement du Canada Obligations émises par des administration provinciales et municipales et des organismes gouvernementaux Obligations à 2 ans Obligations à 5 ans Obligations à 10 ans Obligations à 30 ans Obligations de sociétés (échelle de gauche) Obligations émises par le gouvernement du Canada, des administrations provinciales et municipales et des organismes gouvernementaux (échelle de gauche) Produits dérivés de taux d’intérêt et de change (échelle de droite) 3.00 2.47 0.93 0.71 0.57 0.21 0.05 0.04 124.34 78.75 46.62 26.23 12.24 13.56 35.09 12.99 9.50 6.83 2.87 66.40 29.3574.596.0212.811.9023.9313.97-3.831.35 30.0266.406.0514.202.0824.1812.64-3.211.11 30.2860.136.0615.472.1324.4910.35-2.550.32 31.4962.688.7515.531.8024.1711.80-2.490.66 32.9665.258.7715.862.1024.4311.98-2.810.58 34.1967.408.6816.202.1123.8813.12-2.840.63 34.7069.038.6216.321.8724.0712.92-2.18-0.20 36.3771.748.7116.071.4824.2015.04-3.880.44 38.9473.038.3115.931.6924.5711.39-2.901.44 42.8575.568.1015.541.5624.5210.68-2.432.03 45.6676.218.0715.581.2725.2110.76-3.572.45 44.2176.018.9415.581.9925.0113.04-3.180.95 46.5483.748.6715.032.0429.1610.91-7.003.468.00 0.000.000.000.000.000.000.00 -0.010.050.010.07-0.010.01-0.01 0.07-0.100.03-0.06-0.01-0.010.00 0.13-0.070.060.01-0.060.040.02 0.100.050.080.13-0.060.050.01 0.12-0.010.050.08-0.090.070.00 0.12-0.010.050.08-0.090.070.00 0.12-0.010.050.08-0.090.070.00 0.210.01-0.030.15-0.120.050.01 0.420.270.020.72-0.290.100.06 0.500.01-0.010.47-0.310.120.05 0.560.000.000.41-0.370.240.06 0.60-0.06-0.020.34-0.380.310.02 0.60-0.06-0.020.34-0.380.310.02 0.60-0.06-0.020.34-0.380.310.02 0.60-0.06-0.020.34-0.380.310.02 0.67-0.21-0.030.14-0.320.340.02 0.64-0.66-0.02-0.21-0.430.37-0.02 0.81-0.73-0.11-0.41-0.330.37-0.06 0.79-0.81-0.06-0.52-0.300.39-0.06 0.79-0.81-0.06-0.52-0.300.39-0.06 0.79-0.81-0.06-0.52-0.300.39-0.06 0.94-1.09-0.06-0.74-0.320.380.02 0.94-1.010.08-0.68-0.250.390.12 1.01-1.140.14-0.75-0.260.400.13 1.08-0.930.08-0.49-0.370.410.18 1.16-0.840.02-0.23-0.570.420.23 1.16-0.840.02-0.23-0.570.420.23 1.16-0.840.02-0.23-0.570.420.23 1.10-0.880.00-0.28-0.580.420.19 1.07-0.870.00-0.23-0.690.430.21 1.16-1.07-0.02-0.23-0.820.380.23 1.19-1.290.07-0.23-0.920.260.35 1.21-1.490.41-0.42-0.850.290.60 1.21-1.490.41-0.42-0.850.290.60 1.21-1.490.41-0.42-0.850.290.60 1.24-1.390.41-0.37-0.800.290.63 1.23-1.410.45-0.49-0.800.410.63 1.37-1.540.44-0.49-0.810.320.68 1.38-1.380.31-0.63-0.730.410.71 1.49-1.450.24-0.64-0.660.380.64 1.49-1.450.24-0.64-0.660.380.64 1.49-1.450.24-0.64-0.660.380.64 1.56-1.450.32-0.66-0.690.420.78 1.73-1.510.36-0.70-0.680.430.84 1.99-1.550.36-0.70-0.670.340.91 2.06-1.570.30-0.70-0.680.240.97 2.20-1.760.55-0.72-0.700.221.13 2.20-1.760.55-0.72-0.700.221.13 2.20-1.760.55-0.72-0.700.221.13 2.20-1.740.50-0.72-0.720.221.13 2.29-1.680.43-0.73-0.760.201.21 2.37-1.630.40-0.73-0.740.171.27 2.40-1.650.41-0.75-0.760.201.30 2.44-1.650.39-0.69-0.810.211.30 2.44-1.650.39-0.69-0.810.211.30 2.44-1.650.39-0.69-0.810.211.30 2.57-1.480.41-0.65-0.860.531.31 2.55-1.390.42-0.65-0.900.581.38 46.0983.688.8015.362.3430.2113.95-4.993.852.59-1.470.50-0.65-0.880.621.35 2.60-1.460.46-0.64-0.900.631.33 2.58-1.580.48-0.67-0.910.541.34 2.58-1.580.48-0.67-0.910.541.34 2.58-1.580.48-0.67-0.910.541.34 2.62-1.530.48-0.67-0.930.551.44 2.64-1.490.51-0.63-0.940.561.48 2.62-1.430.49-0.65-0.930.571.49 2.70-1.380.44-0.65-0.890.561.48 2.70-1.380.44-0.65-0.890.561.48 2.70-1.380.44-0.65-0.890.561.48 2.70-1.380.44-0.65-0.890.561.48 2.69-1.360.51-0.66-0.860.571.53 2.83-1.430.62-0.64-0.870.691.52 2.88-1.510.60-0.79-0.880.741.55 3.00-1.390.80-0.77-0.840.941.71 3.06-1.380.84-0.77-0.820.951.77 3.06-1.380.84-0.77-0.820.951.77 3.06-1.380.84-0.77-0.820.951.77 3.26-1.370.87-0.77-0.820.951.83 3.31-1.420.90-0.79-0.901.031.87 3.38-1.570.93-0.76-1.081.131.88 3.44-1.761.05-0.75-1.371.351.92 3.47-1.781.05-0.75-1.361.331.94 3.47-1.781.05-0.75-1.361.331.94 3.47-1.781.05-0.75-1.361.331.94 3.56-1.801.09-0.73-1.361.331.95 3.57-1.751.07-0.75-1.331.361.92 3.66-1.811.07-0.75-1.351.391.88 3.64-1.911.03-0.76-1.371.371.80 48.3885.158.6315.422.3731.2515.03-3.943.22 48.0487.898.8615.042.1730.4614.28-2.102.45 49.8090.288.8314.712.5130.1712.61-1.95-1.270.300.50-3.20 52.9691.908.9714.622.8930.0512.53-1.730.180.00-0.80-1.50 55.7994.498.8414.301.6730.3213.63-2.54-0.190.500.70-2.70 58.8098.268.8114.132.5031.0714.11-1.671.01-0.201.30-0.70 61.25101.898.6513.753.0631.8712.71-1.16-1.971.800.40-3.10 63.68102.728.6613.703.1433.0511.36-1.25-3.930.801.20-5.20 65.72106.218.5113.663.6633.4911.52-0.33-3.450.802.20-3.80 67.20108.178.4613.553.1833.8412.28-0.46-3.790.500.50-4.20 71.01111.108.1213.532.9033.9010.14-0.30-2.72