Are post-crisis statistical initiatives completed?

IFC Bulletin  |  No 49  | 
28 January 2019
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Proceedings of the Ninth IFC Conference in Basel, Switzerland, 30-31 August 2018.

Conference overview

Are the post-crisis statistical initiatives complete? An overview
Authors:  Evelyn Truong and Bruno Tissot
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Opening remarks

Opening remarks: Are post-crisis statistical initiatives completed? Taking stock
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Keynote addresses

Are post-crisis statistical initiatives completed?
Author:  Claudia Buch
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Globalisation and digitalisation
Author:  Peter van de Ven
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Macroprudential frameworks: experience, prospects and a way forward
Author:  Claudio Borio
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Session 1 - Globalisation and external sector statistics

Globalization and the geography of capital flows
Authors:  Beau Bressler, Stephanie E Curcuru and Carol Bertaut
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Uses of mirror data: examples from the BIS international banking statistics and other external statistics
Authors:  João Falcão Silva and Swapan-Kumar Pradhan
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How to identify "hidden securities assets" in the Balance of Payments: methods of Bank of France
Authors:  Emmanuel Gervais and Pierre Bui Quang
pdf version (737kb)
Exchange rate effects in the international investment position - methods, tools and applications for Germany
Authors:  Ulf von Kalckreuth, Stefan Hopp and Stephanus Arz
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Going further than ITRS to draw up the French BOP: three tailor-made surveys
Author:  Cécile Golfier
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The IMF balance sheet approach: towards from-whom-to-whom information on cross-border portfolio securities
Authors:  Artak Harutyunyan and Carlos Sánchez Muñoz
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Session 2 - Monitoring global entities: beyond residency-based statistics

Keeping track of MNEs through business group databases: The experience of Bank of Portugal
Authors:  José Alexandre Neves, Ana Bárbara Pinto and Tiago Pinho Pereira
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Cross-country bank-firm lending relationships: How can the Legal Entity Identifier help?
Author:  José María Serena Garralda
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Building a multilayer macro-network for the Netherlands: A new way of looking at financial accounts and international investment position data
Authors:  Malka de Castro Campos, Raymond Chaudron, David-Jan Jansen and Melle Bijlsma
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Who holds banks' debt securities? Statistical methods for allocation by holders
Authors:  Zuzana Filkova and Meng He
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Session 3 - Evolving patterns in financial intermediation

Challenges for macro data on non-bank financial intermediaries
Authors:  Anna Maria Agresti and Celestino Girón
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Other financial corporations survey in Japan - compilation measures and recent features
Authors:  Daiki Date, Keita Takemura and Haruko Kato
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Real estate fund investment in post-crisis Ireland
Author:  Barra McCarthy
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Looking through cross-border positions in investment funds: evidence from Italy
Authors:  Stefano Federico, Valerio Della Corte and Alberto Felettigh
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An insight into the derivatives trading of firms in the euro area
Authors:  Francesco Napolitano and Nicola Benatti
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Session 4 - Data for policy assessment

The risk-taking channel of monetary policy in Macedonia: evidence from credit registry data
Authors:  Mihajlo Vaskov, Ana Mitreska and Mite Miteski
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The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data
Authors:  Leonardo Gambacorta and Andrés Murcia Pabón
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Credit statistics as a tool for assessing the effectiveness of policies aimed at reducing credit cost
Authors:  Monica Une, Juliano Cavalheiro, Marcia Fiorindo and Fernando Alberto Rocha
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Estimating a country's currency circulation within a monetary union
Author:  André Cardoso Dias
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International financial flows and the Eurosystem's asset purchase programme: evidence from b.o.p and security by security data
Authors:  Martin Schmitz and Katharina Bergant
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Session 5 - Micro data from new perspectives

Developing distributional household balance sheets
Authors:  Juha Honkkila and Ilja Kristian Kavonius
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Bank of Korea consumer credit panel: a new statistical initiative for financial stability
Author:  Mira Kim
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Disentangling the Supply and Demand Factors of Household Credit in Malaysia: Evidence from the Credit Register
Author:  Jiaming Soh
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Profitability, equity capitalization and net worth at risk: update of the former ECCBSO Financial Statement Working Group paper with Spanish, Italian and Turkish data
Author:  Merve Artman
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Sharing of data reported by complex multinational enterprises: a cooperative approach between Deutsche Bundesbank and Bank of France
Authors:  Tatiana Mosquera Yon and Jens Walter
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Session 6 - Managing granular financial data

INEXDA - The granular data network
Authors:  Stefan Bender and members of the INEXDA network
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An introduction to INEXDA's metadata schema
Authors:  Brigitte Hausstein, Stefan Bender and Christian Hirsch
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Privacy preserving set intersection
Authors:  Monica Scannapieco, Diego Zardetto, Diana Nicoletti and Giuseppe Bruno
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Data sharing under confidentiality
Authors:  Timur Hülagü, Irem Keskinkurt-Paksoy, A. Sevtap Selçuk-Kestel, Adnan Bilgen, Murat Cenk, Erdem Başer and Ersan Akyıldız
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Sharing and using financial micro-data
Authors:  Manuel Sánchez Valadez, Mario Reyna Cerecero and Alejandro Gaytán González
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Session 7 - Data governance and dissemination

ECB data for analysis and decision-making: data governance and technology
Authors:  Emily Witt and Jannick Blaschke
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New electronic data delivery system of Central Bank of the Republic of Turkey
Authors:  Seyma Serdengecti, Burcu Çakmak, Aycan Ozek and Adnan Eken
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Enriching disclosures: The Bank Financial Strength Dashboard
Author:  Tobias Irrcher
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The establishment of a central credit register at the Bank of Israel and its statistical disclosure control processes
Author:  Ariel Mantzura
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Making available data more useable: compilation and publication of break-adjusted (historical) time series
Authors:  Ruben van der Helm and Jan Bartman
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Reporting practices of Islamic financial institutions in the BIS locational banking statistics
Author:  Siew Koon Goh
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Session 8 - Big data

Demystifying big data in official statistics - it's not rocket science!
Author:  Jens Mehrhoff
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Liquidity in the JGB cash market: an evaluation from detailed transaction data
Authors:  Shun Kobayashi and Toshiyuki Sakiyama
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Can media and text analytics provide insights into labour market conditions in China?
Authors:  Sri Thanabalasingam, Mark Kruger, Yu-Hsien Liu, Jeannine Bailliu and Xinfen Han
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Developments in the residential mortgage market in Germany - what can Google data tell us?
Author:  Simon Oehler
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Creating comprehensive data worlds using standardisation
Author:  Stephan Müller
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Session 9 - Machine learning and innovative approaches

Imputation for missing data through artificial intelligence
Author:  Byeungchun Kwon
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A machine learning approach to outlier detection and imputation of missing data
Author:  Nicola Benatti
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A robust machine learning approach for credit risk analysis of large loan level datasets using deep learning and extreme gradient boosting
Authors:  Vasilis Siakoulis, Evaggelos Stavroulakis, Aristotelis Klamargias and Anastasios Petropoulos
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Measuring stakeholders' expectation on central bank's policy rate
Authors:  Okiriza Wibisono and Alvin Andhika Zulen
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Two is company, three's a crowd: automated pairing and matching of two-sided reporting in EMIR derivatives' data
Authors:  Grzegorz Skrzypczynski and Sébastien Pérez-Duarte
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Evaluation of the transmission of the monetary policy interest rate to the market interest rates considering agents expectations
Authors:  Carlos Huertas-Campos, Eliana Gonzalez-Molano and Deicy Cristiano-Botia
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