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page
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IFC news and events
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5
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Message from the chair
Jan Smets
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7
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Draft statutes of the [Irving Fisher Committee on Central Bank Statistical Themes]
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9
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Proceedings of the Bank of Canada/Irving Fisher Committee Workshop
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Overall summary of the workshop
Brian O’Reilly and Paul Van den Bergh
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18
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Governor’s speech
David Dodge
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20
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Introductory remarks
Sheryl Kennedy, Deputy Governor
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23
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Session 1: What information is needed to properly address financial stability and vulnerability issues?
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Chair's summary
Walter Engert
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26
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Background note on a framework for financial stability analysis and informational inputs
S Kal Wajid
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28
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A note on indicators and methodologies used in regular publications concerning financial system stability
Satoshi Yamaguchi
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47
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Macro prudential analysis and statistics: are available figures up to the job?
Stefano Borgioli
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84
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Selected indicators of financial stability
William R Nelson and Roberto Perli
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92
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Financial stability analysis and data needs
Walter Engert
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107
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A stylised framework for financial system analysis
Paul Van den Bergh
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116
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Assessing the financial system stability: the experience of Spain in launching the Financial Stability Review (FSR)
Cristina Luna
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118
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Session 2: What is the usefulness of existing statistical frameworks and of new initiatives currently being taken?
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Chair's summary
Luigi Federico Signorini
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126
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Financial and non-financial accounts for monitoring financial stability
Reimund Mink, Patrick Sandars and Nuno Silva
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128
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Usefulness of existing structures in the statistical system and new initiatives
Art Ridgeway
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151
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Financial stability analysis – evaluation of existing data sources
Leena Mörttinen
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153
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Financial stability: an overview of Bank of Italy statistics
Riccardo De Bonis, Giuseppe Grande, Silvia Magri, Luigi Federico Signorini and Massimiliano Stacchini
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161
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Assessing financial stability at the Bank of Italy: data sources and methodologies
Mario Quagliariello
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173
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Session 3: What are the data gaps regarding banking institutions and how can they be narrowed?
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Chair's summary
Gerald Goldstein
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183
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Time varying model for bond rating transition probabilities
Yutaka Soejima
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185
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Measuring interest rate risk in the banking sector: the Swiss experience
Robert Bichsel
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209
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Enhancements to the BIS international banking and financial statistics
Philip Wooldridge
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212
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Effects on the usefulness of ordinary banking statistics from cross-border consolidation – experiences from a small open economy with a concentrated financial sector
Jan Schüllerqvist
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217
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Banks and systemic problems: a review of selected literature
Gerald Goldstein
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221
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Session 4: What are the data gaps regarding non-bank financial institutions and how can they be narrowed?
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Chair's summary
David Fanger
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230
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Assessing threat to financial stability from non-bank financial sectors
Christian Hawkesby
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232
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Data for the financial stability analysis of the insurance sector and
financial conglomerates
Pim Lescrauwaet
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235
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A securities regulator’s perspective
Ann Leduc
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244
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Data requirements and availability regarding hedge funds
Miville Tremblay
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246
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Session 5: What are the data gaps regarding non-financial sectors and how can they be narrowed?
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Chair's summary
Leon Taub
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250
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Alternative approaches to financial data collection in Canada
Brad Belanger and Peter Webber
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254
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Some data gaps in the Canadian non-financial sector
Meyer Aaron and Celine Gauthier
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257
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Background note: data on the household sector
Shinobu Nakagawa
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262
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Session 6: What is the availability and usefulness of data on financial infrastructures?
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Chair's summary
Dinah Maclean and Alejandro Garcia
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265
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Data issues regarding clearing and settlement systems and retail
payment instruments
Kim McPhail
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267
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The pivotal role of the Centralised Securities Database for monitoring
developments in financial markets within the European Union
Carlos Sánchez Muñoz and Peter Neudorfer
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272
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A brief presentation of the French experience with advanced tools for
banking supervision and the operational use of macro stress tests
Sébastien Clanet
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278
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Session 7: What data do we need on financial markets and how can they be obtained?
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Chair's summary
Randall Powley
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283
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Measuring risk appetite
Philip Wooldridge
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286
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Canadian corporate bond market – what do we need to know?
Jon Cockerline
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290
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Building a securities information system on a security-by-security basis
Erich Hille
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295
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Session 8: Can improved disclosure/transparency as well as innovations in technology and financial products be expected to improve the availability of relevant financial data?
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Chair's summary
Patrick Sandars
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301
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How informative are market risk disclosures by financial institutions?
Benjamin H Cohen
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303
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Introduction of XBRL in the reporting framework of DNB
Patrick C Hoedjes
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307
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A brief introduction to Statistical Data and Metadata Exchange – the initiative and standards
Presented by Paul Van den Bergh
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310
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Technology and securities regulation
Randee Pavalow
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316
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Session 9: Panel discussion – Improving financial data: what are the priorities and what steps can be taken to achieve progress allowing for budget constraints?
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Chair's summary
Donna Howard
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319
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Panellist intervention
Clive Thorp
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321
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Panellist intervention
Art Ridgeway
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325
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Panellist intervention
David Fanger
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327
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Panellist intervention
René Garcia
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328
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