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Opening remarks
Paul Van den Bergh, BIS, Head of Statistics and Research Support
Manuel Marfán, Chairman of the Irving Fisher Committee on Central Bank Statistics
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Keynote speech
Claudio Borio, BIS, Director of Research and Statistics
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| Session 1: An overview of international and national initiatives to address data gaps revealed by the financial crisis
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Enhancing Information on Financial Stability
Adelheid Burgi-Schmelz, IMF
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Enhancements to ECB statistics for financial stability analysis
Anna Agresti, Stefano Borgioli and Paolo Poloni, ECB
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Data gaps in the UK financial sector: some lessons learned from the recent crisis
Gareth Murphy and Robert Westwood, Bank of England
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Session 2: Improving data compilations on/from banks
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Banking system soundness during the financial crisis
Sally Davies, Board of Governors of the Federal Reserve System
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Improving the quality and flexibility of data collection from financial institutions
Milan Nejman, Czech National Bank, Otakar Cejnar, ECB and Patrick Slovik, OECD
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Implementation of IFRS for non-financial companies and its impact on financial stability monitoring at the Central Bank of Chile
Isabel Scheuch and Mariela Iturriaga, Central Bank of Chile
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A new approach to MFI interest rate statistics in Croatia
Igor Jemric and Ivana Usorac, Croatian National Bank
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| Session 3 A: The use of surveys to remedy data gaps
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The use of the quarterly survey of business opinion and expectations to measure sentiment and expected behaviour of key sectors in the economy
Chibelushi M Musongole, Bank of Zambia
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Capturing the evolution of dealer credit terms related to securities financing and OTC derivatives: some initial results from the new senior credit officer opinion survey on dealer financing terms
Matthew J Eichner and Fabio N Natalucci, Board of Governors of the Federal Reserve System
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The process of inflation expectations' formation
Ilya Gurov and Anna Loleyt, Bank of Russia
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Business and consumer expectations surveys as sources of real-time data and advance measures of behavior of key sectors in the financial system and the economy
Teresita Bascos-Deveza, Bangko Sentral ng Pilipinas
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Session 3 B: The usefulness of micro data
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Addressing data gaps revealed by the financial crisis: ECB statistics on holdings of securities
Pierre Sola and Francesco Strobbe, ECB
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Household response to the economic crisis micro-simulation for the Czech Economy
Petr Jakubik, ECB
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A framework for assessing household indebtedness using microdata
Ramdane Djoudad, Bank of Canada
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Exploring the statistical potential of micro-databases
Isabel Lavrador, Banco de Portugal
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| Session 3 C: Marrying analytical methods and frameworks with data sources
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Probit model of early warning system for predicting financial crisis in India
Thangjam Rajeshwar Singh, Reserve Bank of India
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Price discovery on traded inflation expectations: does the financial crisis matter?
Alexander Schulz and Jelena Stapf, Deutsche Bundesbank
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| Session 4 A: The use of surveys to remedy data gaps
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Business outlook of small, medium and large scale enterprises: implications for monetary policy in Nigeria
Olorunsola E Olowofeso, Sunday N Essien and Sani I Doguwa, Central Bank of Nigeria
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The use of surveys to measure sentiment and expected behavior of key sectors in the financial system and the economy: Evidence from the business survey conducted by the Central Bank of Lebanon
Sana Souaid Jad, Central Bank of Lebanon
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Inflation forecasts from the Bank of Italy-Sole 24 Ore survey of expectations of inflation and growth
Raffaele Tartaglia-Polcini, Bank of Italy
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Session 4 B: The usefulness of micro data
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How can administrative databases help us to understand the funding behaviour of non-financial corporations?
Homero Alexandre Martins Gonçalves, Banco de Portugal
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Recession-induced mean and distributional effects on business profitability: addressing information gaps using corporate firm-level balance sheet data
Dominik Elgg and Timm Körting, Deutsche Bundesbank
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Micro-data as a necessary infrastructure - standardisation of reference data on instruments and entities as a starting point: need for a utility
Francis Gross, ECB
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Session 4 C: Marrying analytical methods and frameworks with data sources
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Applying CoVaR to measure systemic market risk: the Colombian case
Mauricio Arias and Juan Carlos Mendoza, Banco de la República
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On measures for illustrating credit risk assessments: the case of heat maps, risk matrices and cubes
Jenny Dickson, Sveriges Riksbank
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Alternative measures of liquidity on the Chilean government fixed income market
Luis A Ahumada and Nicolas Alvarez, Central Bank of Chile
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Session 5 A: The use of surveys to remedy data gaps
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Denoised least squares forecasting of GDP changes using indexes of consumer and business sentiment
Antonis A Michis, Central Bank of Cyprus
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The use of surveys to overrun data gaps: Bank Indonesia experience
Ari Nopianti and Hendy Sulistiowaty, Bank Indonesia
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The SNB's survey on loan quality: a qualitative survey in a quantitative suit?
Hilmar Hoffmann, Swiss National Bank
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Session 5 B: Marrying analytical methods and frameworks with data sources
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CDS and Government bonds spreads - How informative are they for financial stability analysis?
Irina Mihai and Florian Neagu, National Bank of Romania
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Market uncertainty and market instability
Patrick Slovik, OECD
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Measuring carry trade activity
Stephanie E Curcuru, Jasper Hoek and Clara Vega, Board of Governors of the Federal Reserve System
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The current crisis and macroeconomic statistics: statistical initiatives and challenges at the Central Bank of Nigeria
Muhammad A Bamanga, Central Bank of Nigeria
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Session 5 C: Improving external statistics
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Improved measurement of cross-border positions, exposures and flows in South Africa using data obtained from banks and formalised exchanges
Johan van den Heever, South African Reserve Bank
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Trade collapse, data gaps and the impact of the financial crisis on official statistics
Andreas Maurer, Hubert Escaith, Marc Auboin, WTO
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Toward FATS and beyond: the case of Thailand
Ornicha Tattawasart, Bank of Thailand
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External debt statistics of the euro area
Jorge Diz Dias, ECB
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Session 6 A: Improving financial account data
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Toward further improvement of the flow of funds accounts
Sayako Konno, Bank of Japan
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Financial statistics on corporations - existing gaps and future possibilities
Lizette Appelberg, Kristina Holmberg and Jon Smedsaas, Statistics Sweden
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Data on the balance sheet positions of the household, financial and non-financial corporations in Slovenia
Nina Bostner, Bank of Slovenia
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Compilation and analysis of Chinese Taipei household debt statistics
Huei-Jung Fang, Central Bank of the Republic of China (Taiwan)
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ECB statistics on insurance corporations and pension funds
Ana Claudia Gouveia and Rafael Quevedo, ECB
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Session 6 B: Improving housing statistics
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Estimation of a semi-parametric hazard model for the Mexican new homes market
Carolina Rodriguez-Zamora, Banco de Mexico
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Recent trends in the UK first-time buyer mortgage market
Dmitry Kuvshinov, Bank of England
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The overvalued housing market in the Netherlands: a conspiracy of silence
William L J Xu-Doeve, ANRC Consulting
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| Session 6 C: Improving data on debt markets and securitisation
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Developing database on securities holders information: the case of Japan
Satoru Hagino and Yoshiko Sato, Bank of Japan
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The development of securitisation statistics in Ireland
Clive Jackson, Central Bank and Financial Services Authority of Ireland
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Developing data and information on Israel's credit market
Yair Haim, Bank of Israel
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| Closing remarks
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Manuel Marfán, Chairman of the Irving Fisher Committee on Central Bank Statistics
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Paul Van den Bergh, BIS, Head of Statistics and Research Support
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| Summary of the conference
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