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IFC news and events | 5 |
Message from the chair
Jan Smets | 7 |
Draft statutes of the [Irving Fisher Committee on Central Bank Statistical Themes] | 9 |
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Proceedings of the Bank of Canada/Irving Fisher Committee Workshop | |
Overall summary of the workshop
Brian O’Reilly and Paul Van den Bergh | 18 |
Governor’s speech
David Dodge | 20 |
Introductory remarks
Sheryl Kennedy, Deputy Governor | 23 |
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Session 1: What information is needed to properly address financial stability and vulnerability issues? | |
Chair's summary
Walter Engert | 26 |
Background note on a framework for financial stability analysis and informational inputs
S Kal Wajid | 28 |
A note on indicators and methodologies used in regular publications concerning financial system stability
Satoshi Yamaguchi | 47 |
Macro prudential analysis and statistics: are available figures up to the job?
Stefano Borgioli | 84 |
Selected indicators of financial stability
William R Nelson and Roberto Perli | 92 |
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? | |
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 | 161 |
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? | |
Chair's summary
Gerald Goldstein | 183 |
Time varying model for bond rating transition probabilities
Yutaka Soejima | 185 |
Measuring interest rate risk in the banking sector: the Swiss experience
Robert Bichsel | 209 |
Enhancements to the BIS international banking and financial statistics
Philip Wooldridge | 212 |
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? | |
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 | 244 |
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? | |
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? | |
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? | |
Chair's summary
Randall Powley | 283 |
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? | |
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? | |
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 |
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