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| Opening remarks |
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Stephen Cecchetti |
1 |
| Jan Smets, Former Chairman of the Irving Fisher Committee on Central Bank Statistics |
3 |
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| Session 1: An overview of challenges related to measuring financial innovations |
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Financial innovations and developments in housing finance in Mexico
Jazmin Carballo-Huerta and Juan Pedro González-Ibarra |
7 |
Compilation and analysis of data on securitised public debt in Kenya
Isaya Maana |
35 |
The possibilities and limitations of derivatives statistics collected by central banks
Winfried Rudek |
44 |
Credit information in Thailand
Davina Kunvipusilkul |
49 |
Integration of new financial developments into the new worldwide statistical standards
Reimund Mink |
58 |
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| Session 2: Measuring developments in housing finance |
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Housing finance in the Netherlands - the impact of structural developments on households and banks
Dirk van der Wal and Henk Lub |
81 |
Development of housing finance and its impact on socio-economic uplift in the emerging economy in Bangladesh
Khandaker Khalidur Rahman |
97 |
EU housing statistics
Martin Eiglsperger and Wim Haine |
111 |
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| Session 3: Keeping track of securitisation |
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How to measure credit risk transfer in the EU
Paolo Poloni and Julien Reynaud |
123 |
Experience with the collection and publication of data on structured products in Switzerland
Jürg Bärlocher |
141 |
Popular and controversial banking products for households in Norway
Gunnar Almklov |
150 |
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| Session 4: Challenges in cimpiling derivative statistics |
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Cross-border derivatives exposures: how global are derivatives markets?
Sally Davies |
159 |
Methodology for measuring derivatives at the Central Bank of Chile
Valeria Orellana and Paulina Rodríguez |
165 |
Alternative tools of trade for central banks and other financial institutions: foreign exchange liquidity options
Gürsu Keleş and T Sabri Öncü |
81 |
Measuring cross-border derivatives in the United States
Thad Russell |
197 |
Compilation of derivatives statistics in Chinese Taipei
Pei-wen Chen |
201 |
Compilation of statistical data on new financial instruments: the case of the Czech Republic
Rudolf Olšovský |
209 |
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| Session 5: Micro and macro measures of financial risks |
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Financial markets' appetite for risk - and the challenge of assessing its evolution by risk appetite indicators
Birgit Uhlenbrock |
221 |
Rating migration matrices: empirical evidence in Indonesia
Muliaman D Hadad, Wimboh Santoso, Bagus Santoso, Dwityapoetra Besar and Ita Rulina |
260 |
Financial soundness indicators (FSIs): framework and implementation
Armida San Jose and Andreas Georgiou |
277 |
Financial innovation and the importance of modern risk management systems - a case of Zambia
Mankolo Beyani and Raphael Kasonde |
283 |
Changes in investors' risk appetite - an assessment of financial integration and interdependence
Laurence Kang-por Fung, Chi-sang Tam and Ip-wing Yu |
294 |
Financial innovation and corporate default rates
Samuel Maurer, Luu Nguyen, Asani Sarkar and Chenyang Wei |
322 |
Stress testing with incomplete data: a practical guide
Stacia Howard |
344 |
The use of security-by-security databases to monitor the interest rate of private debt securities and to measure credit risk premium - the Portuguese case
João Miguel Coelho |
356 |
Measures of financial stability - a review
Blaise Gadanecz and Kaushik Jayaram |
365 |
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| Session 6: Impact of financial innovations on economic and financial statistics |
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Do financial systems converge? New evidence from household financial assets in selected OECD countries
Giuseppe Bruno and Riccardo De Bonis |
383 |
Data modelling - merging supervision, statistics and monetary analysis data into a joint data set for financial enterprises
Olav Stensrud |
402 |
Further enhancing monetary analysis with more data at short notice
Björn Fischer and Frank Mayerlen |
408 |
Foreign portfolio investors in Africa: the case of Zambia
Isaac Muhanga and Kombe Soteli |
422 |
Innovations in retail payments and the BIS statistics on payment and settlement systems
Marc Hollanders |
431 |
The influence of note financing on credit aggregates
Guo Yongqiang |
439 |
Assessing the contribution of financial innovations to the production of implicit services of financial intermediation in Costa Rica
Adolfo Rodríguez Vargas |
445 |
Monetary statistics: integration of revisions in the "System of National Accounts 2008"
Randall Merris |
467 |
Recent innovations in inter-bank electronic payment system in Mexico: the role of regulation
José L Negrín, Diadelfa Ocampo and Alejandro de los Santos |
473 |
Measuring the economic impact of private equity funds: the South African experience
Barend de Beer and Zeph Nhleko |
495 |
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| Session 7: Panel on data issues in the context of the recent financial turmoil |
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Data issues in the context of the recent financial turmoil
Paul Van den Bergh |
513 |
Panel summary
Paul Van den Bergh |
520 |
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| Closing remarks |
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| Manuel Marfán, Chairman of the Irving Fisher Committee on Central Bank Statistics |
525 |
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| Annex: Participants in the conference |
527 |
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