Indicators to support monetary and financial stability analysis: data sources and statistical methodologies

IFC Bulletin  |  No 39  | 
14 April 2015
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Papers in this volume were prepared for the Seventh IFC Conference held in Basel on 4-5 September 2014.

Indicators to support monetary and financial stability analysis: overview of the Seventh IFC Conference

Indicators to support monetary and financial stability analysis: overview of the seventh IFC conference
Authors:  Ummil Aminudin, Blaise Gadanecz and Bruno Tissot
pdf version (230kb)

Opening remarks

Opening remarks
Author:  Hervé Hannoun
pdf version (171kb)
Opening remarks
Author:  Muhammad bin Ibrahim
pdf version (110kb)

Keynote address

Breaking the triple coincidence in international finance
Author:  Hyun Song Shin
pdf version (1152kb)

Session 1: New indicators for monetary policy

A new indicator for the cost of borrowing in the euro area
Author:  Josep Maria Puigvert Gutiérrez
pdf version (274kb)
External vulnerability indicators: the case of Indonesia
Author:  Ayi Supriyadi
pdf version (466kb)
Alternative indicator of monetary policy stance for Macedonia
Author:  Magdalena Petrovska
pdf version (501kb)
The HIS (Holistic Inflation Surveillance) Framework: an analysis of inflation dynamics during periods of high cost-push inflation
Authors:  Helmi Ramlee and Tan Jay Sern
pdf version (603kb)
Development and compilation of macroprudential indicators for financial stability and monetary policy in Nigeria
Authors:  Sani Ibrahim Doguwa and Sunday Nyong Essien
pdf version (287kb)

Session 2: New indicators for financial stability

Financial conditions composite indicator (FCCI) for India
Author:  Dipankar Biswas
pdf version (561kb)
Capital and contagion in financial networks
Author:  Luigi Infante
pdf version (2072kb)
Generating a composite index to support monetary and financial stability analysis in Nigeria
Authors:  Sani Ibrahim Doguwa and Ini Udom
pdf version (372kb)
Can statistical data contribute to oversight of Money Market Funds (MMFs)?
Author:  Brian Golden
pdf version (267kb)
The BIS global liquidity indicators
Authors:  Patrick McGuire and Vladyslav Sushko
pdf version (466kb)
Balance sheet structure indicators and the financial cycle
Author:  Anna Krupkina
pdf version (585kb)

Sessions 3A and 4A: The use of sample surveys

The use of sample surveys to support monetary and financial stability analysis: an overview of the Central Bank of Nigeria
Author:  Kufre J Bassey
pdf version (364kb)
Demystifying output gap pressure through surveys in a monetary analysis setting: an experimental perspective
Author:  Ashwin Madhou
pdf version (460kb)
Results of a survey on inflation outlook of firms in the Bank of Japan's "Short-term economic survey of enterprises in Japan"
Author:  Takashi Muto
pdf version (293kb)
Forward looking surveys for tracking Indian economy: an evaluation
Authors:  Lekshmi Omana and Om Prakash Mall
pdf version (411kb)
Hedging survey: a tool to identify potential risk on corporate sector external debt
Author:  Harisuddin Harisuddin
pdf version (313kb)
Surveys as leading information to support central bank policy formulation: the case of Indonesia
Authors:  Gantiah Wuryandani and Indri Mardiani
pdf version (602kb)
Assessing dynamics of credit supply and demand for French SMEs, an estimation based on the Bank Lending Survey
Author:  Edwige Burdeau
pdf version (458kb)
Linking qualitative survey responses with quantitative data - methodology, quality and data analysis from the matching of the ECB/EC Survey on Access to Finance of Enterprises and the Amadeus database
Authors:  Katarzyna Bankowska, Malgorzata Osiewicz and Sébastien Pérez-Duarte
pdf version (507kb)
Consumer confidence indices and short-term forecasting of consumption for Nigeria
Authors:  Olorunsola Emmanuel Olowofeso and Sani Ibrahim Doguwa
pdf version (364kb)

Sessions 3B and 4B: Granular and micro data

Use of consumer credit data for statistical purposes: Korean experience
Author:  Byong-ki Min
pdf version (870kb)
Renegotiated loans in the Czech Republic
Author:  Irena Zykanová
pdf version (415kb)
BIS debt securities statistics: a comparison of nationality data with external debt statistics
Authors:  Branimir Gruić and Philip Wooldridge
pdf version (88kb)
Standardised granular credit and credit risk data
Author:  Violetta Damia
pdf version (161kb)
Capturing loan-to-value data in New Zealand - challenges and opportunities
Author:  Rochelle Barrow
pdf version (840kb)
Use of micro-level data on mutual funds to better determine household savings in Japan's financial accounts
Author:  Naoto Osawa
pdf version (554kb)
Analysis of the Irish SME market using micro-data
Authors:  Aisling Menton and Martina Sherman
pdf version (2803kb)
The use of Securities Holdings Statistics (SHS) for designing new euro area financial integration indicators
Authors:  Linda Fache Rousová and Antonio Rodríguez Caloca
pdf version (1658kb)
Enhancements to the BIS international banking statistics
Authors:  Stefan Avdjiev, Patrick McGuire and Philip Wooldridge
pdf version (113kb)
The development and compilation of macro prudential data - the European perspective
Author:  Graziella Morandi
pdf version (214kb)

Session 3C: Statistical techniques and methodologies

Price transmission in the unsecured money market
Author:  Edoardo Rainone
pdf version (1190kb)
Firms' financial statements and competitiveness: an analysis for European non-financial corporations using micro-based data
Authors:  Nicola Benatti and Pierre Lamarche
pdf version (518kb)
The advantages of random sampling versus cutting-of-the-tail: the application of a stratified sample design for the collection of data on special financial institutions in the Netherlands
Author:  Raymond Chaudron
pdf version (290kb)
Financial interaction analysis using best-fitted probability distribution
Author:  Vincent Ang
pdf version (798kb)
The construction of long time series on credit to the private and public sector
Author:  Christian Dembiermont
pdf version (128kb)

Session 4C: Policy indicators (Public debt and macroprudential data)

Improving public sector debt statistics in South Africa
Author:  Johan van den Heever
pdf version (388kb)
Government finance statistics for fiscal transparency and sustainability: a case study of Thailand
Author:  Somsajee Siksamat
pdf version (392kb)
New and timely statistical indicators on government debt securities
Authors:  Dagmar Hartwig Lojsch, Asier Cornejo Pérez and Jorge Diz Dias
pdf version (391kb)
Compilation of detailed flow of funds: Korea's experiences
Author:  Hyejin Lee
pdf version (650kb)
Consolidated and non-consolidated debt measures of non-financial corporations
Author:  Andreas Hertkorn
pdf version (237kb)
Enhancing euro area capital stock estimates
Authors:  Zlatina Balabanova and Ruben van der Helm
pdf version (542kb)

Session 5: Household finance statistics

Measuring household debt vulnerability in the euro area
Authors:  Katarzyna Bankowska, Pierre Lamarche, Guillaume Osier and Sébastien Pérez-Duarte
pdf version (808kb)
Can your stomach predict your total consumption?
Author:  Pierre Lamarche
pdf version (495kb)
Assessing the financial vulnerability of Italian households: a microsimulation approach
Author:  Valentina Michelangeli
pdf version (319kb)
Debt in Norwegian households within a life-cycle perspective: an analysis using household-level data
Author:  Bjørn Helge Vatne
pdf version (840kb)
The measurement of euro area property prices pitfalls and progress
Author:  Andrew Kanutin
pdf version (365kb)
BIS collection and publication of residential property prices
Authors:  Michela Scatigna and Robert Szemere
pdf version (95kb)

Closing remarks and announcement of Young Statistician Award

Closing remarks and announcement of Young Statistician Award
Author:  Muhammad bin Ibrahim
pdf version (53kb)