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Ninth IFC Conference on "Are post-crisis statistical initiatives completed?"

30–31 August 2018 | Basel, Switzerland

About the conference

The proceedings of the conference were published in the IFC Bulletin No 49.

Announcement of the Young Statistician Award

Soh Jiaming (Central Bank of Malaysia) received the IFC award for the best paper presented by a young statistician, "Disentangling the supply and demand factors of household credit in Malaysia: evidence from the credit register" from IFC Chair Claudia Buch.‎

Agenda

Agustin Carstens, General Manager, BIS | remarks

Claudia Buch, IFC Chair and Vice President, Deutsche Bundesbank | keynote address

Chair: Robert Kirchner, Deutsche Bundesbank | presentation

Keeping track of MNEs through business group databases: The experience of Banco de Portugal

Ana Bárbara Pinto, José Alexandre Neves and Tiago Pinho Pereira, Bank of Portugal

Cross-country bank-firm exposures: What can we learn from public data?

Jose Maria Serena Garralda, BIS

Building a multilayer macro-network for the Netherlands: A new way of looking at financial accounts and international investment position data

Melle Bijlsma, Malka de Castro Campos, Raymond Chaudron and David-Jan Jansen, Netherlands Bank

Who holds banks' debt securities? Statistical methods for allocation by holders

Meng He*, China State Administration of Foreign Exchange, and Zuzana Filkova*, BIS

Chair: Toh Hock Chai, Bank Negara Malaysia

Globalization and the geography of capital flows

Carol Bertaut, Beau Bressler, and Stephanie Curcuru, Board of Governors of the Federal Reserve System

Uses of mirror data: examples from the BIS international banking statistics and other external statistics

João Falcão Silva, Bank of Portugal, and Swapan-Kumar Pradhan, BIS

How to identify "hidden securities assets" in the Balance of Payments: Methods of Banque de France

Emmanuel Gervais and Pierre Bui Quang, Bank of France

Exchange rate effects in the international investment position - Methods, tools and applications for Germany

Stephanus Arz, Stefan Hopp and Ulf von Kalckreuth, Deutsche Bundesbank

Going further than ITRS to draw up the French BOP: three tailor-made surveys

Cécile Golfier, Bank of France

The IMF balance sheet approach: towards from-whom-to-whom information on cross-border portfolio securities

Artak Harutyunyan and Carlos Sánchez Muñoz, IMF

Chair:  Luis Teles Dias, Bank of Portugal

INEXDA - The granular data network

Stefan Bender, Deutsche Bundesbank (Paper prepared by members of the INEXDA network)

An introduction to INEXDA's metadata schema

Stefan Bender, Brigitte Hausstein, and Christian Hirsch, Deutsche Bundesbank

Privacy preserving set intersection

Giuseppe Bruno and Diana Nicoletti, Bank of Italy, Monica Scannapieco and Diego Zardetto, Italian National Statistical Office

Data sharing under confidentiality

Ersan Akyıldız, Erdem Başer, Adnan Bilgen, Murat Cenk, Timur Hülagü, İrem Keskinkurt-Paksoy and A. Sevtap Selçuk-Kestel, Central Bank of the Republic of Turkey 

Sharing and using financial micro-data

Alejandro Gaytan González, Manuel Sánchez Valadez and Mario Reyna Cerecero, Bank of Mexico

Chair:  Naruki Mori, Bank of Japan | presentation

Challenges for macro data on non-bank financial intermediaries

Anna Maria Agresti and Celestino Giron, ECB

Other Financial Corporations Survey in Japan -- Compilation measures and recent features

Daiki Date, Keita Takemura, and Haruko Kato, Bank of Japan

Real estate fund investment in post-crisis Ireland

Barra McCarthy*, Central Bank of Ireland

Looking through cross-border positions in investment funds: evidence from Italy

Valerio Della Corte, Stefano Federico and Alberto Felettigh, Bank of Italy

An insight into the derivatives trading of firms in the euro area

Nicola Benatti* and Francesco Napolitano*, ECB

Macroprudential frameworks: experience, prospects and a way forward | presentation
Claudio Borio, Head of Monetary and Economic Department, BIS 

Chair: Gülbin Şahinbeyoğlu, Central Bank of the Republic of Turkey

Demystifying big data in official statistics - it's not rocket science!

Jens Mehrhoff, Eurostat

Liquidity in the JGB cash market: An evaluation from detailed transaction data

Toshiyuki Sakiyama and Shun Kobayashi, Bank of Japan

Can media and text analytics provide insights into labour market conditions in China?

Jeannine Bailliu, Xinfen Han, Mark Kruger, Yu-Hsien Liu and Sri Thanabalasingam, Bank of Canada

Developments in the residential mortgage market in Germany - What can Google data tell us?

Simon Oehler, Deutsche Bundesbank

Creating comprehensive data worlds using standardisation

Stephan Müller, Deutsche Bundesbank

Chair: Aurel Schubert, Honorary Professor and Lecturer, Vienna University of Economics and Business

Imputation for missing data through artificial intelligence

Byeungchun Kwon, BIS

A machine learning approach to outlier detection and imputation of missing data

Nicola Benatti*, ECB

A robust machine learning approach for credit risk analysis of large loan level datasets using deep learning and extreme gradient boosting

Anastasios Petropoulos, Vasilis Siakoulis, Evaggelos Stavroulakis and Aristotelis Klamargias, Bank of Greece

Measuring Stakeholders' Expectation on Central Bank's Policy Rate

Alvin Andhika Zulen* and Okiriza Wibisono, Bank of Indonesia

Two is company, three's a crowd: Automated pairing and matching of two-sided reporting in EMIR derivatives' data

Sébastien Pérez-Duarte and Grzegorz Skrzypczynski, ECB

Evaluation of the policy rate transmission to the market interest rates taking into account agents expectations

Deicy Christian-Botia, Eliana Gonzalez-Molano, Carlos Huertas-Campos, Bank of the Republic, Colombia

Globalisation and digitalisation
Peter van de Ven, Head of National Accounts, OECD

Chair:     Claudia Buch, IFC Chair and Vice President Deutsche Bundesbank 
Peter van de Ven, Head of National Accounts, OECD
Aurel Schubert, Honorary Professor and Lecturer, Vienna University of Economics and Business 
Fabrizio Ruggeri, Vice President, ISI

Claudia Buch, IFC Chair and Vice President, Deutsche Bundesbank