Why Are The G 20 Data Gaps Initiative And The Sdds Plus Relevant For Financial Stability Analysis
DOWNLOAD
Download Why Are The G 20 Data Gaps Initiative And The Sdds Plus Relevant For Financial Stability Analysis PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Why Are The G 20 Data Gaps Initiative And The Sdds Plus Relevant For Financial Stability Analysis book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Why Are The G 20 Data Gaps Initiative And The Sdds Plus Relevant For Financial Stability Analysis
DOWNLOAD
Author : Mr.Robert M. Heath
language : en
Publisher: International Monetary Fund
Release Date : 2013-01-11
Why Are The G 20 Data Gaps Initiative And The Sdds Plus Relevant For Financial Stability Analysis written by Mr.Robert M. Heath and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-01-11 with Business & Economics categories.
In the wake of the recent global crisis the international community is giving an increased focus on stability of the financial system, so-called financial stability analysis. With the increasing need for data sets to undertake this analysis, the question naturally arises as to what types of data are needed? While various data initiatives are underway, two initiatives at the forefront are: (1) the IMF/FSB G-20 Data Gaps Initiative (DGI) created by the international statistical community and endorsed by the G-20 Finance Ministers and Central Bank Governors as well as the IMF’s International Monetary and Financial Committee, and (2) the new Special Data Dissemination Standard Plus (SDDS Plus), aimed particularly at economies with systemically important financial sectors. This paper explains the relevance of the DGI for financial stability analysis and the close link with the SDDS Plus. The importance of the SDDS Plus in promoting the dissemination to the public of a core set of data for financial stability analysis is emphasized.
G 20 Data Gaps Initiative Ii
DOWNLOAD
Author : Mr.Robert M. Heath
language : en
Publisher: International Monetary Fund
Release Date : 2016-03-01
G 20 Data Gaps Initiative Ii written by Mr.Robert M. Heath and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-03-01 with Business & Economics categories.
The G-20 Data Gaps Initiative (DGI), which aimed at addressing the information needs that were revealed by the 2007/2008 global financial crisis, concluded its first phase and started a second phase (DGI-2) with the endorsement of G-20 Finance Ministers and Central Bank Governors in September 2015. The DGI-2 recommendations maintain the continuity of DGI-1 but reflecting the evolving policy needs focus more on datasets that support the monitoring of risks in the financial sector and the analysis of the inter-linkages across the economic and financial systems. The paper presents the DGI as an overarching initiative, bringing together various statistical frameworks for a complete picture of the economic and financial system to support the work of policy makers.
Financial Stability Analysis What Are The Data Needs
DOWNLOAD
Author : Mr.Robert M Heath
language : en
Publisher: International Monetary Fund
Release Date : 2017-07-10
Financial Stability Analysis What Are The Data Needs written by Mr.Robert M Heath and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-10 with Business & Economics categories.
The growing incidences of financial crises and their damage to the economy has led policy makers to sharpen the focus on financial stability analysis (FSA), crisis prevention and management over the past 10–15 years. The statistical world has reacted with a number of initiatives, but does more need to be done? Taking a holistic view, based on a review of experiences of policy makers and analysts, this paper identifies common international threads in the data needed for FSA and suggests ways to address these. While there has been an encouragingly constructive response by statisticians, not least through the G-20 Data Gaps Initiative, more work is needed, including with regard to shadow banking, capital flows, corporate borrowing, and granular data. Further, to support FSA, the paper identifies potential enhancements to the conceptual advice in statistical manuals including with regard to foreign currency and remaining maturity.
Why Are The G 20 Data Gaps Initiative And The Sdds Plus Relevant For Financial Stability Analysis
DOWNLOAD
Author : Mr.Robert M. Heath
language : en
Publisher: International Monetary Fund
Release Date : 2013-01-11
Why Are The G 20 Data Gaps Initiative And The Sdds Plus Relevant For Financial Stability Analysis written by Mr.Robert M. Heath and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-01-11 with Business & Economics categories.
In the wake of the recent global crisis the international community is giving an increased focus on stability of the financial system, so-called financial stability analysis. With the increasing need for data sets to undertake this analysis, the question naturally arises as to what types of data are needed? While various data initiatives are underway, two initiatives at the forefront are: (1) the IMF/FSB G-20 Data Gaps Initiative (DGI) created by the international statistical community and endorsed by the G-20 Finance Ministers and Central Bank Governors as well as the IMF’s International Monetary and Financial Committee, and (2) the new Special Data Dissemination Standard Plus (SDDS Plus), aimed particularly at economies with systemically important financial sectors. This paper explains the relevance of the DGI for financial stability analysis and the close link with the SDDS Plus. The importance of the SDDS Plus in promoting the dissemination to the public of a core set of data for financial stability analysis is emphasized.
A Network Analysis Of Sectoral Accounts
DOWNLOAD
Author : Luiza Antoun de Almeida
language : en
Publisher: International Monetary Fund
Release Date : 2015-05-19
A Network Analysis Of Sectoral Accounts written by Luiza Antoun de Almeida and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-05-19 with Business & Economics categories.
The recent financial crisis highlighted that balance sheet exposures can be a major shock transmission channel. Using sectoral accounts data in combination with data from the Coordinated Portfolio Investment Survey, International Investment Position, and BIS this paper estimates bilateral exposures between financial and non-financial sectors in three different financial instruments within and across G-4 economies (Euro Area, Japan, U.K. and U.S.). The generated financial networks represent a powerful tool for assessing financial stability, as they allow for the identification of systemically important sectors. The analysis suggests that after the financial crisis bilateral exposures in debt securities have increased, while exposures in loans and equities have declined. Shock simulations reveal that the vulnerability of the financial sector to the government sector has increased considerably since the outbreak of the financial crisis.
Flow Of Funds Analysis
DOWNLOAD
Author : Nan Zhang
language : en
Publisher: Springer Nature
Release Date : 2020-08-31
Flow Of Funds Analysis written by Nan Zhang and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-08-31 with Business & Economics categories.
This book discusses the theory, methods, and applications of flow of funds analysis. The book integrates the basic principles of economic statistics, financial accounts, international finance, econometric models, and financial network analysis, providing a systematic and comprehensive introduction to the interconnection between these research fields. It thus provides the reader with the intellectual groundwork indispensable for understanding the workings and interactions of today’s globalized financial markets. The main focus of the book is how to observe the flow of funds in macroeconomics, how to measure the global flow of funds (GFF), and how to use GFF data to carry out an analysis. Based on the statistical framework for measuring GFF under the System of National Accounts, the book identifies the systematic relationship of financial linkages among economic sectors and with the rest of the world while integrating data sources that include stock data, geographically broken down by country–region, and selected financial instruments. It sets out the GFF concept and constructs a GFF matrix (metadata) on a from-whom-to-whom basis within a country-by-country pattern. Lastly, an established GFF matrix table is used to conduct an empirical study including an econometric model and financial network analysis.
Measuring Economic Sustainability And Progress
DOWNLOAD
Author : Dale W. Jorgenson
language : en
Publisher: University of Chicago Press
Release Date : 2014-10-17
Measuring Economic Sustainability And Progress written by Dale W. Jorgenson and has been published by University of Chicago Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-10-17 with Business & Economics categories.
Since the Great Depression, researchers and statisticians have recognized the need for more extensive methods for measuring economic growth and sustainability. The recent recession renewed commitments to closing long-standing gaps in economic measurement, including those related to sustainability and well-being. The latest in the NBER’s influential Studies in Income and Wealth series, which has played a key role in the development of national account statistics in the United States and other nations, this volume explores collaborative solutions between academics, policy researchers, and official statisticians to some of today’s most important economic measurement challenges. Contributors to this volume extend past research on the integration and extension of national accounts to establish an even more comprehensive understanding of the distribution of economic growth and its impact on well-being, including health, human capital, and the environment. The research contributions assess, among other topics, specific conceptual and empirical proposals for extending national accounts.
What Has Capital Liberalization Meant For Economic And Financial Statistics
DOWNLOAD
Author : Mr.Robert M. Heath
language : en
Publisher: International Monetary Fund
Release Date : 2015-04-30
What Has Capital Liberalization Meant For Economic And Financial Statistics written by Mr.Robert M. Heath and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-04-30 with Business & Economics categories.
The liberalization of capital flows both in the domestic economy and cross-border has been among the most important policies adopted by IMF member countries over recent decades. The impact has been wide-ranging. This paper looks at the impact on the field of economic and financial statistics in the past two decades, as statisticians have responded to the changing policy needs. The paper considers the historical context of changes that have occurred, draws out the key trends, and asks where these trends might lead statisticians in the foreseeable future. The paper considers that there has been nothing short of a revolution in the field of economic and financial statistics over the past two decades led by a need for greater transparency; greater standardization; new data sets to support understanding of financial interconnections and financial sector risks; and the strengthening of the governance of the statistical function through greater independence of statistical agencies.
Global Flow Of Funds Analysis
DOWNLOAD
Author : Nan Zhang
language : en
Publisher: Springer Nature
Release Date : 2024-03-18
Global Flow Of Funds Analysis written by Nan Zhang and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-03-18 with Business & Economics categories.
This book is the first to focus on the global flow of funds (GFF), providing an introduction to its fundamental concepts and establishing a theoretical framework for analysis. It connects the flow of funds within domestic economies to that of the rest of the world, offering a comprehensive analysis of GFF dynamics. This study enhances GFF statistics, enabling the assessment of global financial stability from both national and cross-border sectoral perspectives. The GFF data provide valuable insights into analyzing interconnectivity across borders and an understanding of global financial interdependencies. By examining the data sources and reconstructing the statistical framework to establish the GFF statistical matrix, this book conducts a case study to evaluate financial risks and influences in G20 countries. Subsequently, it connects the GFF matrix with sectoral account data and the flow of funds to establish the sectoral from-whom-to-whom financial stock matrix (SFSM). The SFSM aims to establish a new framework for conducting multi-country, multi-sector analysis within the G20, with a special emphasis on examining the national and cross-border exposures of sectors in China, Japan, and the USA. This involves constructing country-specific financial networks and connecting them based on cross-border exposures. The systematic analysis results effectively showcase the financial interconnections among G20 countries within the GFF and shed light on the attributes of external shocks and internal influences. The focus is particularly on the changes in risk exposure between China and the USA concerning their external assets and liabilities and the implications of economic decoupling of these dynamics.
Pilot Project On Concentration And Distribution Measures For A Selected Set Of Financial Soundness Indicators
DOWNLOAD
Author : Joseph Crowley
language : en
Publisher: International Monetary Fund
Release Date : 2016-02-12
Pilot Project On Concentration And Distribution Measures For A Selected Set Of Financial Soundness Indicators written by Joseph Crowley and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-02-12 with Business & Economics categories.
This paper reports the main findings of a pilot project launched in July 2014 by the IMF’s Statistics Department to test augmenting the IMF’s financial soundness indicators (FSIs) with concentration and distribution measures (CDMs) to capture tail risks, concentrations, variations in distributions, and the volatility of indicators over time that simple averages can miss. Volunteer participants reported a trial set of CDMs to assess analytical usefulness and identify concerns such as confidentiality and reporting burden. The results of the pilot suggests that CDMs can help detect financial sector risks, justifying the additional reporting burden but that further input from participating countries and potential data users should be sought; indeed further refinement of the reporting requirements and the CDMs themselves may be needed.