Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010

Irving Fisher Committee

No 34 in IFC Bulletins from Bank for International Settlements

Date: 2011 Written 2011-12
ISBN: 92-9131-883-3
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Chapters in this book:

The financial crisis: what implications for new statistics? , pp 1-8

Claudio Borio

Enhancing information on financial stability , pp 11-17

Adelheid Burgi-Schmelz, Alfredo Leone, Robert Heath and Andrew Kitili

Enhancements to ECB statistics for financial stability analysis , pp 18-27

Anna Maria Agresti, Stefano Borgioli and Paolo Poloni

Data gaps in the UK financial sector: some lessons learned from the recent crisis , pp 28-44

Gareth Murphy and Robert Westwood

Banking system soundness during the financial crisis , pp 47-51

Sally M Davies

Improving the quality and flexibility of data collection from financial institutions , pp 52-59

Milan Nejman, Otakar Cejnar and Patrick Slovik

Implementation of International Financial Reporting Standards for nonfinancial companies and their impact on financial stability monitoring at the Central Bank of Chile , pp 60-78

Isabel Scheuch and Mariela Iturriaga

A new approach to MFI interest rate statistics in Croatia , pp 79-92

Ivana Usorac and Igor Jemric

Capturing the evolution of dealer credit terms related to securities financing and OTC derivatives: some initial results from the new Senior Credit Officer Opinion Survey on Dealer Financing Terms , pp 95-103

Matthew J Eichner and Fabio M Natalucci

The process of formation of inflation expectations in an information economy , pp 104-127

Anna Loleyt and Ilya Gurov

Quantifying qualitative data from expectation surveys: how well do expectation surveys forecast inflation? , pp 128-137

Teresita Bascos-Deveza

Addressing data gaps revealed by the financial crisis: European Central Bank statistics on holdings of securities , pp 141-150

Pierre Sola and Francesco Strobbe

A framework to assess vulnerabilities arising from household indebtedness using microdata , pp 151-168

Ramdane Djoudad

Exploring the statistical potential micro-databases , pp 169-181

Isabel Lavrador

An ordered probit model of an early warning system for predicting financial crisis in India , pp 185-201

Thangjam Rajeshwar Singh

Price discovery on traded inflation expectations: does the financial crisis matter? , pp 202-231

Alexander Schulz and Jelena Stapf

Business outlook of small, medium and large scale enterprises: implications for monetary policy in Nigeria , pp 235-247

Sani I Doguwa, Olorunsola Olowofeso and Sunday N Essien

The use of surveys to measure sentiment and expected behaviour of key sectors in the economy: evidence from the business survey conducted by the Central Bank of Lebanon , pp 248-277

Sana Souaid Jad

Inflation forecasts from the Bank of Italy-Sole 24 Ore survey of expectations of inflation and growth , pp 278-292

Raffaele Tartaglia-Polcini

How can administrative databases help us to understand the funding behaviour of non-financial corporations? , pp 295-320

Homero Alexandre Goncalves

Recession-induced mean and distributional effects on business profitability: addressing information gaps using corporate firm-level balance sheet data , pp 321-333

Dominik Elgg and Timm Körting

Micro-data as a necessary infrastructure - standardisation of reference data on instruments and entities as a starting point: need for a Reference Data Utility , pp 334-347

Francis Gross

Applying CoVaR to measure systemic market risk: the Colombian case , pp 351-364

Mauricio Arias, Juan Mendoza and David Perez-Reyna

On measures for illustrating credit risk assessments: the case of heat maps, risk matrices and cubes , pp 365-372

Jenny Dickson

Alternative measures of liquidity on the Chilean government fixed income market , pp 373-380

Nicolas Alvarez Hernandez and Luis Antonio Ahumada

Denoised least squars forecasting of GDP changes using indexes of consumer and business sentiment , pp 383-392

Antonis Michis

The usage of surveys to overrun data gaps: Bank Indonesia's experience , pp 393-402

Hendy Sulistiowaty and Ari Nopianti

The SNB survey on loan quality: a qualitative survey in a quantitative "suit"? , pp 403-411

Hilmar Hoffmann

CDS and government bond spreads - how informative are they for financial stability analysis? , pp 415-429

Irina Mihai and Florian Neagu

Market uncertainty and market instability , pp 430-435

Patrick Slovik

Measuring carry trade activity , pp 436-453

Stephanie Curcuru, Clara Vega and Jasper Hoek

The current crisis and macroeconomic statistics: statistical initiatives and challenges at the Central Bank of Nigeria , pp 454-463

Muhammad A Bamanga

Improved measurement of cross-border positions, exposures and flows in South Africa using data obtained from banks and formalised exchanges , pp 467-479

Johan van den Heever

Trade collapse, data gaps and the impact of the financial crisis on official statistics , pp 480-487

Andreas Maurer, Hubert Escaith and Marc Auboin

Toward FATS and beyond: the case of Thailand , pp 488-502

Ornicha Tattawasart

External debt statistics of the euro area , pp 503-511

Jorge Diz Dias

Toward further improvement of the Flow of Funds Accounts , pp 515-525

Sayako Konno

Financial statistics on corporations - existing gaps and future possibilities , pp 526-535

Lizette Appelberg, Kristina Holmberg and Jon Smedsaas

Data on the balance sheet positions of households and financial and non-financial corporations in Slovenia , pp 536-563

Nina Bostner

Compilation and analysis of Taiwan's household debt statistics , pp 564-573

Huei-Jung Fang

ECB statistics on insurance corporations and pension fund , pp 574-583

Ana Claudia Gouveia and Rafael Quevedo Moreno

Estimation of a semi-parametric hazard model for Mexico's new housing market , pp 587-598

Carolina Rodriguez Zamora

Recent trends in the UK first-time buyer mortgage market , pp 599-610

Dmitry Kuvshinov

Developing a database on securities holders. the case of Japan , pp 613-626

Yoshiko Sato and Satoru Hagino

The development of securitisation statisitcs in Ireland , pp 627-637

Clive A Jackson

Developing data and information on israel's credit market , pp 638-642

Yair Haim

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