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Accession #: 221051

 

Publication Date:
May 26, 2021
Title:
Explanatory Report: Bank of Canada Revisions to Real Return Bond Data
Other Details:
4 pages.
Author:
Actuarial Guidance Council
Description:
On May 10, 2021, the Bank of Canada revised the daily (V39057), weekly (V80691347), and monthly (V122553) rates for real return bond data from June 1, 2020, to capture the rollover of the 2050 bond, starting June 1, 2020. The previously published rates were based on the 2044 bond. The purpose of this explanatory report is to outline how the pension practice area may be affected in the context of these revisions by the Bank of Canada.

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