Indicators to support monetary and financial stability analysis: data sources and statistical methodologies IFC Bulletin No 39 April 2015 – 837 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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