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A comparison of ECB and IMF indicators for macro-prudential analysis of the financial sector , pp 24-32: Anna Maria Agresti, Patrizia Baudino and Paolo Poloni
A conceptual design of "what and how should a proper macro-prudential policy framework be?" A globalistic approach to systemic risk and procuring the data needed: Murat Cakir
A contribution to developed statistical systems in developing countries - the experience of the Banco de Portugal , pp 429-433: Jose Sergio Branco and Filipa Lima
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
A flexible approach to credit statistics: the use of the Portuguese Central Credit Register for statistical compilation , pp 68-73: Paula Casimiro
A framework to assess vulnerabilities arising from household indebtedness using microdata , pp 151-168: Ramdane Djoudad
A machine learning approach to outlier detection and imputation of missing data: Nicola Benatti
A method for estimating 'pass-through activities' in official FDI statistics: Topias Leino
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
A model data producer: the importance of sound metadata management - Botswana's case , pp 57-64: Sabata Legwaila
A new approach to MFI interest rate statistics in Croatia , pp 79-92: Ivana Usorac and Igor Jemric
A new indicator for the cost of borrowing in the euro area: Karine Feraboli, Hanna Häkkinen and Josep Maria Puigvert Gutiérrez
A perspective on the South African flow of funds compilation - theory and analysis , pp 239-248: Barend de Beer, Nonhlanhla Nhlapo and Zeph Nhleko
A Research Data and Service Centre (RDSC) at the Deutsche Bundesbank - a draft concept , pp 135-140: Ulf von Kalckreuth
A robust machine learning approach for credit risk analysis of large loan level datasets using deep learning and extreme gradient boosting: Anastasios Petropoulos, Vasilis Siakoulis, Evaggelos Stavroulakis and Aristotelis Klamargias
A security-by-security approach to deriving investment fund security transactions dta from stock data , pp 286-291: Frank Mayerlen
A survey of housing equity withdrawal and injection in Australia , pp 115-131: Carl Schwartz, Tim Hampton, Christine Lewis and David Norman
Access to financial services in Argentina: a national survey , pp 304-311: Gaston Repetto and Andrés Denes
Accountancy records of companies and reporting for the external statistics needs: Jacek Kocerka and Marcin Dwórznik
Adapting monetary policy to increasing financial inclusion: James Yetman
Addressing data gaps revealed by the financial crisis: European Central Bank statistics on holdings of securities , pp 141-150: Pierre Sola and Francesco Strobbe
Aggregate debt securities statistics: classification by sector, currency, maturity and financial instrument , pp 108-113: Kerry Wood
Aggregate macroprudential statistics from micro supervisory data. Conceptual and operational issues: Gaia Barbic, Stefano Borgioli and Jan Klacso
Alternative indicator of monetary policy stance for Macedonia: Magdalena Petrovska and Ljupka Georgievska
Alternative measures of liquidity on the Chilean government fixed income market , pp 373-380: Nicolas Alvarez Hernandez and Luis Antonio Ahumada
Alternative reconsideration of output growth differential for West African Monetary Zone , pp 106-120: Emmanuel Balogun
Alternative tools of trade for central banks and other financial institutions: foreign exchange liquidity options , pp 181-196: Gürsu Keles and T Sabri Öncü
An assessment of the existing data collection on financial derivative products: Hervé Thoumiand
An initial assessment of pension entitlements of French households , pp 210-223: Dominique Durant and Laure Frey
An insight into the derivatives trading of firms in the euro area: Nicola Benatti and Francesco Napolitano
An introduction to INEXDA\x{2019}s metadata schema: Stefan Bender, Brigitte Hausstein and Christian Hirsch
An ordered probit model of an early warning system for predicting financial crisis in India , pp 185-201: Thangjam Rajeshwar Singh
An overview of the UK banking sector since the Basel accord: brief insights from a new regulatory database / The recent history of UK banking industry seen through a new regulatory database: Sebastian J A de-Ramon, William Francis and Kristoffer Milonas
Analysis of the Irish SME market using micro-data: Aisling Menton and Martina Sherman
Application of micro-data for systemic risk assessment and policy formulation , pp 83-87: Karen Lee Fong Ling
Applying CoVaR to measure systemic market risk: the Colombian case , pp 351-364: Mauricio Arias, Juan Mendoza and David Perez-Reyna
Approach to the assessment of credit risk for non-financial corporations. Evidence from Poland: Natalia Nehrebecka
Are post-crisis statistical initiatives completed?: Claudia Buch
Are the post-crisis statistical initiatives complete? An overview: Evelyn Truong and Bruno Tissot
Are there significant disparities in debt burden across Canadian households? An examination of the distribution of the debt service ratio using micro-data , pp 249-269: Umar Faruqui
Assessing balance sheets - some remarks from Basel: Bruno Tissot
Assessing dynamics of credit supply and demand for French SMEs, an estimation based on the Bank Lending Survey: Edwige Burdeau
Assessing financial inclusion in Portugal from the central bank's perspective: João Cadete de Matos and Luís D'Aguiar
Assessing household balance sheet and risks - three challenges: Jacques Fournier
Assessing household financial positions - an Asian perspective: Ummil Aminudin and Bruno Tissot
Assessing international capital flows after the Great Financial Crisis of 2007-09 - Overview: Bruno Tissot and Burcu Tunç
Assessing SMEs by credit institutions using CBSO (Central Balance Sheet Data Office) data: a user's case developed by Banco de España: Manuel Ortega
Assessing the contribution of financial innovations to the production of implicit services of financial intermediation in Costa Rica , pp 445-466: Adolfo Rodriguez Vargas
Assessing the financial vulnerability of Italian households: a microsimulation approach: Valentina Michelangeli and Mario Pietrunti
Background paper from workshop on "Challenges to improve global comparison of securities statistics" , pp 3-30: Paul Van den Bergh