Data needs and statistics compilation for macroprudential analysis

Committee, Irving Fisher

Data needs and statistics compilation for macroprudential analysis

Irving Fisher Committee

No 46 in IFC Bulletins from Bank for International Settlements

Date: 2017 Written 2017-12
ISBN: 978-92-9259-115-1
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Chapters in this book:

A critical review of the statistics on the size and riskiness of the securitization market: evidence from Italy and other euro-area countries: Giorgio Nuzzo
Closing real estate data gaps for financial stability monitoring and macroprudential policy in the EU: Frank Dierick, Emmanuel Point, Wanda Cornacchia and Mara Pirovano
Countercyclical capital regulation in a small open economy DSGE model: Luca Onorante, Matija Lozej and Ansgar Rannenberg
Data needs and statistics compilation for macroprudential analysis: Claudia Buch
Data needs and statistics compilation for macroprudential analysis: Jose Maria Serena Garralda and Bruno Tissot
Euro-area derivatives markets: structure, dynamics and challenges: Mario Ascolese, Annalisa Molino, Grzegorz Skrzypczynski, Julius Cerniauskas and Sebastien Perez-Duarte
European Macroprudential Database: Samo Boh, Stefano Borgioli, Andra (Buca) Coman, Bogdan Chiriacescu, Anne Koban, Joao Veiga, Piotr Kusmierczyk, Mara Pirovano and Thomas Schepens
Evaluating risks in the French office market with new sources of data on commercial property prices: Edwige Burdeau
Household debt burden and financial vulnerability in Luxembourg: Gastón Giordana and Michael Ziegelmeyer
Household finance in Europe: Miguel Ampudia Fraile, Russell Cooper, Julia Le Blanc and Guozhong Zhu
Household financial exclusion in the Eurozone: the contribution of the Household Finance and Consumption survey: Jerome Coffinet and Christophe Jadeau
Household vulnerability in the euro area: Katarzyna Bankowska, Juha Honkkila, Sebastien Perez-Duarte and Lise Reynaert Lefebvre
How should we measure residential property prices to inform policy makers?: Jens Mehrhoff
Improving data quality and closing data gaps with machine learning: Tobias Cagala
Interconnectedness of shadow banks in the euro area: Celestino Girón and Antonio Matas
Measuring interlinkages between non-financial firms, banks and institutional investors: How securities common identifiers can help?: Jose Maria Serena Garralda
Non-financial sector's foreign exchange risk: new project of foreign exchange position monitoring system in Turkey: Oya Gençay
Peer-to-peer lending: an emerging shadow banking data gap: James Younker
Pockets of risk in the Belgian mortgage market - Evidence from the Household Finance and Consumption survey: Philip Du Caju
Simulating impacts of borrower based macroprudential policies on mortgages and the real estate sector in Austria – evidence from the Household Finance and Consumption Survey 2014: Peter Lindner and Nicolas Albacete
Statistical reporting and macroprudential analysis: Banco de Portugal experience: Pedro Neves
Statistical work on shadow banking: development of new datasets and indicators for shadow banking: Anna Maria Agresti and Rok Brence
Stress testing the Czech household sector using microdata - practical applications in the policy-making process: Simona Malovana, Michal Hlaváček and Kamil Galuscak
The Belgian shadow banking sector with a focus on other financial intermediaries (OFIs): Martine Druant and Steven Cappoen
The ESRB macroprudential measures database: Urszula Kochanska
The European central counterparty (CCP) ecosystem: Angela Armakolla and Benedetta Bianchi
The Portuguese Central Credit Register as a key input to the analysis of financial stability … and beyond!: João Cadete de Matos and André Cardoso Dias
The Towards identification of gaps in data availability for maintaining financial stability – the case of Montenegro: Maja Ivanovic, Marijana Mitrovic-Mijatovic and Milena Vucinic
The use of derivatives trade repository data: possibilities and challenges: Iman Lelyveld
Use of AnaCredit granular data for macroprudential analysis: Orestes Collazo Brananova and Gibran Watfe
Use of credit registers to monitor financial stability risks: A cross-country application to sectoral risk: Patrick Van Roy, Gaia Barbic, Anne Koban and Charalampos Kouratzoglou
Using microdata from monetary statistics to understand intra-group transactions and their implication in financial stability issues: Graziella Morandi and Giulio Nicoletti
What 'special purposes' make Ireland attractive for debt funding by international banks?: Brian Golden and Eduardo Maqui
What is 'commercial property'?: Jens Mehrhoff

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