Methodology for Measuring Derivatives at the Central Bank of Chile

Valeria Orellana and Paulina Rodríguez

Economic Statistics Series from Central Bank of Chile

Abstract: The use of derivatives by Chilean companies has increased rapidly in recent years. Therefore, exploring how financial derivatives are measured is a subject of considerable interest. This working paper describes the collection system, and the validation and compilation processes of this instrument at the Central Bank of Chile. It includes the legal framework governing the information requirements, the sources, characterization of data collected, methodology used in the valuation process, and the different breakdowns for publishing, among others. In addition, the paper analyses the advantages and disadvantages of the Chilean system.

Date: 2008-12
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Citations: View citations in EconPapers (6)

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