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

Indicators to support monetary and financial stability analysis: data sources and statistical methodologies IFC Bulletin No 39 April 2015837 pages PDF. Papers in this volume were prepared for the Seventh IFC Conference held in Basel on 4-5 September 2014.  Table of Contents as follows:

  • Indicators to support monetary and financial stability analysis: overview of the Seventh IFC Conference
  • Breaking the triple coincidence in international finance
  • Session 1: New indicators for monetary policy – A new indicator for the cost of borrowing in the euro area
  • Alternative indicator of monetary policy stance for Macedonia
  • The HIS (Holistic Inflation Surveillance) Framework: an analysis of inflation dynamics during periods of high cost-push inflation
  • Development and compilation of macroprudential indicators for financial stability and monetary policy in Nigeria
  • Session 2: New indicators for financial stability
  • Financial conditions composite indicator (FCCI) for India
  • Capital and contagion in financial networks
  • Generating a composite index to support monetary and financial stability analysis in Nigeria
  • Can statistical data contribute to oversight of Money Market Funds (MMFs)?
  • The BIS global liquidity indicators
  • Balance sheet structure indicators and the financial cycle
  • 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
  • Demystifying output gap pressure through surveys in a monetary analysis setting: an experimental perspective
  • Results of a survey on inflation outlook of firms in the Bank of Japan’s “Short-term economic survey of enterprises in Japan”
  • Forward looking surveys for tracking Indian economy: an evaluation
  • Hedging survey: a tool to identify potential risk on corporate sector external debt
  • Surveys as leading information to support central bank policy formulation: the case of Indonesia
  • Assessing dynamics of credit supply and demand for French SMEs, an estimation based on the Bank Lending Survey
  • 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
  • Consumer confidence indices and short-term forecasting of consumption for Nigeria
  • Sessions 3B and 4B: Granular and micro data – Use of consumer credit data for statistical purposes: Korean experience
  • Renegotiated loans in the Czech Republic
  • BIS debt securities statistics: a comparison of nationality data with external debt statistics
  • Standardised granular credit and credit risk data
  • Capturing loan-to-value data in New Zealand – challenges and opportunities
  • Use of micro-level data on mutual funds to better determine household savings in Japan’s financial accounts
  • Analysis of the Irish SME market using micro-data
  • The use of Securities Holdings Statistics (SHS) for designing new euro area financial integration indicators
  • Enhancements to the BIS international banking statistics
  • The development and compilation of macro prudential data – the European perspective
  • Session 3C: Statistical techniques and methodologies
  • Price transmission in the unsecured money market
  • Firms’ financial statements and competitiveness: an analysis for European non-financial corporations using micro-based data
  • 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
  • Financial interaction analysis using best-fitted probability distribution
  • The construction of long time series on credit to the private and public sector
  • Session 4C: Policy indicators (Public debt and macroprudential data)
  • Improving public sector debt statistics in South Africa
  • Government finance statistics for fiscal transparency and sustainability: a case study of Thailand
  • New and timely statistical indicators on government debt securities
  • Compilation of detailed flow of funds: Korea’s experiences
  • Consolidated and non-consolidated debt measures of non-financial corporations
  • Enhancing euro area capital stock estimates
  • Session 5: Household finance statistics – Measuring household debt vulnerability in the euro area
  • Can your stomach predict your total consumption?
  • Assessing the financial vulnerability of Italian households: a microsimulation approach
  • Debt in Norwegian households within a life-cycle perspective: an analysis using household-level data
  • The measurement of euro area property prices pitfalls and progress
  • BIS collection and publication of residential property prices
  • Closing remarks and announcement of Young Statistician Award

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