Proceedings of the IFC Workshop on "Challenges to improve global comparison of securities statistics", Washington DC, March 2008

IFC Bulletin No 29
January 2009
Opening remarks
 
Challenges to improve global comparison of securities statistics
Jan Smets
1
Background issue paper
Paul Van den Bergh
3
   
Session 1: Uses of securities statistics  
Data requirements for monitoring financial stability in emerging market economies
Hermann Remsperger and Bernd Braasch
33
   
Session 2: Sources of debt securities statistics  
Overview of sources for compiling securities issuance statistics
Erich Hille and Günther Sedlacek
41
Data sources for the compilation of the Norwegian securities statistics
Ole Petter Rygvold
47
Commercial data sources
Philip Papaelias
53
Monitoring of securities held by financial institutions: merging statistical and supervisory demands
Vlastimil Vojacek
56
   
Session 3: Methodological approaches and country experiences in compiling statistics on debt issuance  
Debt securities statistics: the Bank of Thailand's experience
Pusadee Ganjarerndee
65
The experience of the Bank of Mexico: compiling data on domestic debt securities
Samuel Alfaro
70
Challenges in compiling Polish debt securities statistics
Piotr Boguszewski, Jacek Kocerka and Marcin Sienicki
85
   
Session 4: Specific methodological questions regarding debt securities issues  
Framework for aggregate securities issues statistics in the euro area
Alexander Cho and Cristina Abascal
97
Methodological questions regarding debt securities: residency of issuer, location of issue, residency of obligor
Carol Bertaut
104
Aggregate debt securities statistics: classification by sector, currency, maturity and financial instrument
Kerry Wood
108
Treatment of hybrid securities
Kenneth Aberbach
114
Valuation of debt instruments
Csaba Ilyés and László Lakatos
118
   
Session 5: Specific methodological questions regarding debt securities issues  
How to capture securitisation and structured debt instruments
Raymond FDD Chaudron
133
Taking account of short positions in international portfolio investment statistics
Leon Taub
142
   
Session 6: Statistics on holdings of debt securities  
Holdings of securities by institutional sector
Celestino Girón
116
Data on bilateral external positions, an insight into globalisation
Lucie Laliberté and John Motala
168
   
Session 7: Security-by-security databases as a tool to improve securities statistics  
Mining individual securities databases for analytical purposes: the example of the BIS international debt securities statistics
Denis Pêtre
177
The use of security-by-security databases for portfolio investment statistics
João Cadete de Matos, Paula Casimiro and Maria do Carmo Aguiar
182
Opaqueness to transparency: the Bank of Canada's financial data strategy
Greg Haymes
190
Practical examples of policy relevant uses of security-by-security data
Günther Sedlacek
207
   
Session 8: Cooperative efforts to improve securities statistics  
Cooperation to improve European and national securities statistics
Stefan Brunken
215
Improving the BIS debt securities statistics
Paul Van den Bergh
221
   
Summary of conference discussion
Christian Dembiermont and Paul Van den Bergh
223
   
Participants in the workshop 225