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IFC news and events |
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Message from the chair Jan Smets |
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Draft statutes of the [Irving Fisher Committee on Central Bank Statistical Themes] |
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Proceedings of the Bank of Canada/Irving Fisher Committee Workshop |
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Overall summary of the workshop Brian O'Reilly and Paul Van den Bergh |
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Governor's speech David Dodge |
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Introductory remarks Sheryl Kennedy, Deputy Governor |
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Session 1: What information is needed to properly address financial stability and vulnerability issues? |
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Chair's summary Walter Engert |
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Background note on a framework for financial stability analysis and informational inputs S Kal Wajid |
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A note on indicators and methodologies used in regular publications concerning financial system stability Satoshi Yamaguchi |
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Macro prudential analysis and statistics: are available figures up to the job? Stefano Borgioli |
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Selected indicators of financial stability William R Nelson and Roberto Perli |
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Financial stability analysis and data needs Walter Engert |
107 |
A stylised framework for financial system analysis Paul Van den Bergh |
116 |
Assessing the financial system stability: the experience of Spain in launching the Financial Stability Review (FSR) Cristina Luna |
118 |
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Session 2: What is the usefulness of existing statistical frameworks and of new initiatives currently being taken? |
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Chair's summary Luigi Federico Signorini |
126 |
Financial and non-financial accounts for monitoring financial stability Reimund Mink, Patrick Sandars and Nuno Silva |
128 |
Usefulness of existing structures in the statistical system and new initiatives Art Ridgeway |
151 |
Financial stability analysis - evaluation of existing data sources Leena Mörttinen |
153 |
Financial stability: an overview of Bank of Italy statistics Riccardo De Bonis, Giuseppe Grande, Silvia Magri, Luigi Federico Signorini and Massimiliano Stacchini |
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Assessing financial stability at the Bank of Italy: data sources and methodologies Mario Quagliariello |
173 |
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Session 3: What are the data gaps regarding banking institutions and how can they be narrowed? |
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Chair's summary Gerald Goldstein |
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Time varying model for bond rating transition probabilities Yutaka Soejima |
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Measuring interest rate risk in the banking sector: the Swiss experience Robert Bichsel |
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Enhancements to the BIS international banking and financial statistics Philip Wooldridge |
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Effects on the usefulness of ordinary banking statistics from cross-border consolidation - experiences from a small open economy with a concentrated financial sector Jan Schüllerqvist |
217 |
Banks and systemic problems: a review of selected literature Gerald Goldstein |
221 |
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Session 4: What are the data gaps regarding non-bank financial institutions and how can they be narrowed? |
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Chair's summary David Fanger |
230 |
Assessing threat to financial stability from non-bank financial sectors Christian Hawkesby |
232 |
Data for the financial stability analysis of the insurance sector and financial conglomerates Pim Lescrauwaet |
235 |
A securities regulator's perspective Ann Leduc |
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Data requirements and availability regarding hedge funds Miville Tremblay |
246 |
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Session 5: What are the data gaps regarding non-financial sectors and how can they be narrowed? |
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Chair's summary Leon Taub |
250 |
Alternative approaches to financial data collection in Canada Brad Belanger and Peter Webber |
254 |
Some data gaps in the Canadian non-financial sector Meyer Aaron and Celine Gauthier |
257 |
Background note: data on the household sector Shinobu Nakagawa |
262 |
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Session 6: What is the availability and usefulness of data on financial infrastructures? |
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Chair's summary Dinah Maclean and Alejandro Garcia |
265 |
Data issues regarding clearing and settlement systems and retail payment instruments Kim McPhail |
267 |
The pivotal role of the Centralised Securities Database for monitoring developments in financial markets within the European Union Carlos Sánchez Muñoz and Peter Neudorfer |
272 |
A brief presentation of the French experience with advanced tools for banking supervision and the operational use of macro stress tests Sébastien Clanet |
278 |
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Session 7: What data do we need on financial markets and how can they be obtained? |
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Chair's summary Randall Powley |
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Measuring risk appetite Philip Wooldridge |
286 |
Canadian corporate bond market - what do we need to know? Jon Cockerline |
290 |
Building a securities information system on a security-by-security basis Erich Hille |
295 |
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Session 8: Can improved disclosure/transparency as well as innovations in technology and financial products be expected to improve the availability of relevant financial data? |
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Chair's summary Patrick Sandars |
301 |
How informative are market risk disclosures by financial institutions? Benjamin H Cohen |
303 |
Introduction of XBRL in the reporting framework of DNB Patrick C Hoedjes |
307 |
A brief introduction to Statistical Data and Metadata Exchange - the initiative and standards Presented by Paul Van den Bergh |
310 |
Technology and securities regulation Randee Pavalow |
316 |
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Session 9: Panel discussion - Improving financial data: what are the priorities and what steps can be taken to achieve progress allowing for budget constraints? |
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Chair's summary Donna Howard |
319 |
Panellist intervention Clive Thorp |
321 |
Panellist intervention Art Ridgeway |
325 |
Panellist intervention David Fanger |
327 |
Panellist intervention René Garcia |
328 |