The IFC's contribution to the 57th ISI Session, Durban, August 2009

The IFC's contribution to the 57th ISI Session, Durban, August 2009

IFC Bulletin | No 33 |

04 August 2010

| 446 pages

IPM17: Implementing the 1993 System of National Accounts
Managing the implementation of the SNA, BPM and related international standards in a national statistical office context Derick Cullen and Bernard Williams	3
Progress on the implementation programmes for the 2008 System of National Accounts (SNA 08) and the Balance of Payments and International Investment Position Manual, sixth edition (BPM6) Ivo Havinga, Ralph Kozlow and Paul Schreyer	11
Implementation of the 2008 SNA and BPM6 in the area of financial accounts Reimund Mink	18
Discussant comments Henk Lub	38

IPM67: Models of modern data and metadata systems
Chairman summary Steven Keuning	43
Innovative technologies for statistical production: experiences of Statistics South Africa Matile Malimabe and Ashwell Jenneker	45
A model data producer: the importance of sound metadata management - Botswana's case Sabata Legwaila	57
Metadata at Statistics Canada: implementation opportunities and challenges Michel Cloutier and Alice Born	65
SDMX as the logical foundation of the data and metadata model at the ECB Gérard Salou and Xavier Sosnovsky	74
Integrative analysis of cancer genomic data Steven Shuangge Ma	82
Documenting the research life cycle: one data model, many products Mary Vardigan, Peter Granda, Sue Ellen Hansen, Sanda Ionescu and Felicia LeClere	91

IPM68: Risks in finance - the state of the art in statistical methods
Chairman summary Richard Walton	101
Creating a statistical framework for the measurement of credit risk transfer - the ECB experience Violetta Damia, Jean-Marc Israël and Paolo Poloni	102
Macroprudential analysis of the financial system: the case of South Africa Francis Selialia, Thabo Mbeleki and Kgomotso Matlapeng	110
Prudential supervision of banks in the South African context -the supervisory review and evaluation process Nico De Lange and Madoda Petros	134
The advanced measurement approach for banks Jan Lubbe and Flippie Snyman	141
Discussant comments Filipa Lima	150
Discussant comments Satoru Hagino	151

IPM69: Quantification of qualitative data from surveys
Measuring consumer inflation expectations in Europe and examining their forwardlookingness Tomasz Łyziak	155
Quantification of qualitative data: the case of the Central Bank of Armenia Martin Galstyan and Vahe Movsisyan	202

IPM70: The size and impact of statistical revisions
Statistical revisions - a European perspective Gabriel Quirós, Julia Catz, Wim Haine and Nuno Silva	219
Forecasting industrial production: the role of information and methods Guido Bulligan, Roberto Golinelli and Giuseppe Parigi	227

IPM71: Statistics of institutional investors
A perspective on the South African flow of funds compilation - theory and analysis Barend de Beer, Nonhlanhla Nhlapo and Zeph Nhleko	239
Broadening the institutional coverage of financial statistics in the euro area Antonio Matas Mir, Jani Matilainen, Paolo Poloni, Rafael Quevedo and Barbara Zupancic	249
Nominees, registries and settlement systems: gathering securities statistics for soundness and efficiency purposes Ian J Nield	260
Institutional investors in the euro area accounts Robert Gadsby and Celestino Girón	271
Discussant comments Chihiro Sakuraba	280

IPM72: Measuring access to monetary and financial services
Measuring the evolution of monetary and financial services in Portugal João Cadete de Matos and Luís D'Aguiar	283
Measuring consumer access to financial services in South Africa Penelope Anne Hawkins	296
Access to financial services in Argentina: a national survey Gastón Luis Repetto and Andrés Denes	304

STCPM28: Measuring bank services - further developments
Chairman summary Steven Keuning	315
Risk and bank service output J Christina Wang	317
Treatment of risk in the estimation of FISIM Satoru Hagino and Katsurako Sonoda	334
Bank services: some reflections on the treatment of default risk and term premium Antonio Colangelo and Reimund Mink	339
Measuring the services of commercial banks in the NIPA Dennis J Fixler, Marshall B Reinsdorf and Shaunda Villones	346
The measurement of financial services in the national accounts and the financial crisis Michael Davies	350
On a risk-adjusted FISIM Wolfgang Eichmann	358
Discussant comments Adelheid Bürgi-Schmelz	363

STCPM52: Lessons learnt for statistics from the current financial crisis
Chairman summary H W Fung	367
The European Statistical System's reaction to the statistical consequences of the financial crisis Walter Radermacher and Roberto Barcellan	368
Further statistical work in the light of the financial crisis both within the IMF and with other international agencies Adelheid Bürgi-Schmelz	373
Statistical needs emanating from the financial crisis and the ECB's initiatives for more comprehensive financial statistics Steven Keuning	377
What have we learnt from the global financial crisis? Dennis Trewin	382
Discussant comments J Steven Landefeld	387

STCPM62: Data issues related to the financial crisis
Onshore spread and swap spread: Chilean money market liquidity indicators Felipe Alarcón and Nicólas Malandre	391
Fixed income investments: evolution in a liquidity shortage episode Liliana Cavieres and Luis Opazo	400
Using high-frequency data to monitor developments in the banking sector - the case of the Czech Republic Petr Vojtíšek	410
Credit risk transfer - dealing with the information gap Luís D'Aguiar and Filipa Lima	416
Discussant comments Satoru Hagino	423

STCPM77: Institutional cooperation and technical assistance - steps towards developed statistical systems
Chairman summary João Cadete de Matos	427
A contribution to developed statistical systems in developing countries - the experience of the Banco de Portugal José Sérgio Branco and Filipa Lima	429
Handling systems challenges from the compilation of flow of funds - the case of South Africa Zeph Nhleko	434