Combining micro and macro statistical data for financial stability analysis

Committee, Irving Fisher

Combining micro and macro statistical data for financial stability analysis

Irving Fisher Committee

No 41 in IFC Bulletins from Bank for International Settlements

Date: 2016 Written 2016-05
ISBN: 978-92-9197-479-5
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

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http://www.bis.org/ifc/publ/ifcb41.htm (text/html)

Chapters in this book:

A micro-powered model of mortgage default risk for full recourse economies, with an application to the case of Chile: Diego Avanzini, Juan Francisco Martínez and Víctor Pérez
Aggregate macroprudential statistics from micro supervisory data. Conceptual and operational issues: Gaia Barbic, Stefano Borgioli and Ján Klacso
Approach to the assessment of credit risk for non-financial corporations. Evidence from Poland: Natalia Nehrebecka
Closing information gaps at the global level - what micro data can bring: Bruno Tissot
Closing remarks: Turalay Kenç
Combining micro and macro data for financial stability analysis - Overview: Kaushik Jayaram and Bruno Tissot
Deriving household indebtedness indicators by linking micro and macro balance sheet data: Juha Honkkila and Ilja Kristian Kavonius
Determinants of credit in the Polish banking sector before and after the GFC according to information from the NBP Senior Loan Officer Survey. Does supply or demand matter?: Zuzanna Wosko
Discussion of session: Bruno Tissot
Discussion of session: Pietro Franchini
Discussion of session: Laura Vajanne
Discussion of session / Reforming regulatory reporting - from templates to cubes: Maciej Piechocki and Tim Dabringhausen
Fluctuations of cross-border portfolio investment flows caused by Japan's mutual funds: fund-level micro data analysis: Naoto Osawa
How to keep statistics' customers happy? Use micro-databases!: Filipa Lima and Ines Drumond
In pursuit of patterns of economic behaviours using cluster and correspondence analysis: Arkadiusz Florczak, Janusz Jablonowski and Michal Kupc
Indonesia financial system statistics: a combination of micro and macro data: Andy Johan Prasetyo, Astri Octiana Lana and Irfan Sampe
Insights from matched firm-bond level data: market of issuance and credit quality: Alberto Fuertes and Jose Maria Serena Garralda
Macroprudential policy frameworks, instruments and indicators: a review: Kaushik Jayaram and Blaise Gadanecz
Malaysia's experience in managing credit registers: integrating micro databases for macro analysis: Nur Fazila Mat Salleh
Market concentration in the euro area bond markets - An application with granular sectoral securities holdings statistics / Investor heterogeneity and international portfolio holdings: Estimating a gravity model with security-by-security data: Martijn Boermans and Robert Vermeulen
Micro evidence on foreign exchange liabilities and the exchange rate risk in non-financial firms in Turkey: a descriptive analysis: Cihan Yalcin and Timur Hulagu
Network analysis using EMIR credit default swap data: micro-level evidence from Irish-domiciled special purpose vehicles (SPVs): Kitty Moloney, Oisin Kenny and Neill Killeen
On the dynamics of the primary housing market and the forecasting of house prices: Krzysztof Olszewski, Hanna Augustyniak, Jacek Laszek, Robert Leszczynski and Joanna Waszczuk
Opening remarks: Turalay Kenç
Opening remarks: Masahiro Higo
Reporting of derivatives transactions in Europe: Malgorzata Osiewicz, Linda Rousová and Kirsi-Maria Kulmala
Setting-up the transmission of individual MFI statistics on balance sheet items and interest rates across the Eurosystem: Graziella Morandi and Piotr Bojaruniec
Shadow banking: some considerations for measurements purposes: Anna Maria Agresti
Systemic risk, interbank market contagion, and the lender of last resort function: Marcin Jerzy Michalski, Michael Bowe and Olga Kolokolova
The Bundesbank's Research Data and Service Centre (RDSC) - Gateway to treasures of micro data on the German Financial System: Stefan Bender and Patricia Staab
The Centralised Securities Database (CSDB) - Standardised micro data for financial stability purposes: Asier Cornejo Pérez and Javier Huerga
The impact of market structure and the business cycle on bank profitability: does the SCP paradigm work? A case study in Poland prior to and during the financial crisis: Małgorzata Pawłowska
The Portuguese Central Credit Register: a powerful multipurpose tool, relevant for many central bank functions: João Cadete de Matos
Understanding long-term mortgage arrears in Ireland: insights from macro and micro data: Jean Cassidy
Which households are really financially distressed: how micro data could inform the macroprudential policy: Piotr Banbula, Arkadiusz Kotula, Joanna Gabriela Przeworska and Paweł Strzelecki

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