Ninth IFC Conference "Are post-crisis statistical initiatives completed?"
Basel, 30-31 August 2018
Announcement of the Young Statistician Award
Soh Jiaming (Central Bank of Malaysia) received the IFC award for the best paper presented by a young statistician, "Disentangling the supply and demand factors of household credit in Malaysia: evidence from the credit register" from IFC Chair Claudia Buch.January 2019: The proceedings of the conference were published in the IFC Bulletin No 49.
THURSDAY 30 AUGUST 2018 |
||
Opening remarks | Agustin Carstens, General Manager, BIS | opening remarks |
Keynote address | Claudia Buch, IFC Chair and Vice President, Deutsche Bundesbank | keynote address |
Session 1 - Monitoring global entities: beyond residency-based statistics | ||
Chair | Robert Kirchner, Deutsche Bundesbank | presentation |
Papers | "Keeping track of MNEs through business group databases: The experience of Banco de Portugal" Ana Bárbara Pinto, José Alexandre Neves and Tiago Pinho Pereira, Bank of Portugal |
presentation |
"Cross-country bank-firm exposures: What can we learn from public data?" Jose Maria Serena Garralda, BIS |
presentation | |
"Building a multilayer macro-network for the Netherlands: A new way of looking at financial accounts and international investment position data" Melle Bijlsma, Malka de Castro Campos, Raymond Chaudron and David-Jan Jansen, Netherlands Bank |
presentation | |
"Who holds banks' debt securities? Statistical methods for allocation by holders" Meng He*, China State Administration of Foreign Exchange, and Zuzana Filkova*, BIS |
presentation | |
Session 2 - Globalisation and external sector statistics | ||
Chair | Toh Hock Chai, Bank Negara Malaysia | |
Papers | "Globalization and the geography of capital flows" Carol Bertaut, Beau Bressler, and Stephanie Curcuru, Board of Governors of the Federal Reserve System |
presentation |
"Uses of mirror data: examples from the BIS international banking statistics and other external statistics" João Falcão Silva, Bank of Portugal, and Swapan-Kumar Pradhan, BIS |
presentation | |
"How to identify "hidden securities assets" in the Balance of Payments: Methods of Banque de France" Emmanuel Gervais and Pierre Bui Quang, Bank of France |
presentation | |
"Exchange rate effects in the international investment position - Methods, tools and applications for Germany" Stephanus Arz, Stefan Hopp and Ulf von Kalckreuth, Deutsche Bundesbank |
presentation | |
"Going further than ITRS to draw up the French BOP: three tailor-made surveys" Cécile Golfier, Bank of France |
presentation | |
"The IMF balance sheet approach: towards from-whom-to-whom information on cross-border portfolio securities" Artak Harutyunyan and Carlos Sánchez Muñoz, IMF |
presentation | |
Session 3 | ||
Session 3.A - Managing granular financial data | ||
Chair | Luis Teles Dias, Bank of Portugal | |
Papers | "INEXDA - The granular data network" Stefan Bender, Deutsche Bundesbank (Paper prepared by members of the INEXDA network) |
presentation |
"An introduction to INEXDA's metadata schema" Stefan Bender, Brigitte Hausstein, and Christian Hirsch, Deutsche Bundesbank |
presentation | |
"Privacy preserving set intersection" Giuseppe Bruno and Diana Nicoletti, Bank of Italy, Monica Scannapieco and Diego Zardetto, Italian National Statistical Office |
presentation | |
"Data sharing under confidentiality" Ersan Akyıldız, Erdem Başer, Adnan Bilgen, Murat Cenk, Timur Hülagü, İrem Keskinkurt-Paksoy and A. Sevtap Selçuk-Kestel, Central Bank of the Republic of Turkey |
presentation | |
"Sharing and using financial micro-data" Alejandro Gaytan González, Manuel Sánchez Valadez and Mario Reyna Cerecero, Bank of Mexico |
presentation | |
Session 3.B - Evolving patterns in financial intermediation | ||
Chair | Naruki Mori, Bank of Japan | presentation |
Papers | "Challenges for macro data on non-bank financial intermediaries" Anna Maria Agresti and Celestino Giron, ECB |
presentation |
"Other Financial Corporations Survey in Japan -- Compilation measures and recent features" Daiki Date, Keita Takemura, and Haruko Kato, Bank of Japan |
presentation | |
"Real estate fund investment in post-crisis Ireland" Barra McCarthy*, Central Bank of Ireland |
presentation | |
"Looking through cross-border positions in investment funds: evidence from Italy" Valerio Della Corte, Stefano Federico and Alberto Felettigh, Bank of Italy |
presentation | |
"An insight into the derivatives trading of firms in the euro area" Nicola Benatti* and Francesco Napolitano*, ECB |
presentation | |
Session 4 | ||
Session 4.A - Micro data from new perspectives | ||
Chair | Roh Chung Seak, Bank of Korea | |
Papers | "Developing distributional household balance sheets" llja Kristian Kavonius and Juha Honkkila, ECB |
presentation |
"Bank of Korea Consumer Credit Panel: A new statistical initiative for financial stability" Mira Kim, Bank of Korea |
presentation | |
"Disentangling the Supply and Demand Factors of Household Credit in Malaysia: Evidence from the Credit Register" Jiaming Soh*, Central Bank of Malaysia |
presentation | |
"Profitability, equity capitalization and net worth at risk: Update of the former ECCBSO Financial Statement Working Group paper with Spanish, Italian and Turkish data" Merve Artman, Central Bank of the Republic of Turkey |
presentation | |
"Sharing of data reported by complex multinational enterprises: a cooperative approach between Deutsche Bundesbank and Banque de France" Tatiana Mosquera Yon, Bank of France and Jens Walter, Deutsche Bundesbank |
presentation | |
Session 4.B - Data for policy assessment | ||
Chair | Pedro Duarte Neves, Bank of Portugal | |
Papers | "The risk-taking channel of monetary policy in Macedonia: Evidence from credit registry data Mite Miteski, Ana Mitreska and Mihajlo Vaskov, National Bank of the Republic of Macedonia |
presentation |
"The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data" Leonardo Gambacorta, and Andrés Murcia, BIS |
presentation | |
"Credit Indicators - Tools for assessing the effectiveness of policies aimed at reducing credit cost" Marcia Fiorindo, Monica Une, Juliano Cavalheiro and Fernando Rocha, Central Bank of Brazil |
presentation | |
"Estimating a country's currency circulation within a monetary union" André Dias*, Bank of Portugal |
presentation | |
"International financial flows and the Eurosystem's asset purchase programme: evidence from b.o.p and security by security data" Katharina Bergant and Martin Schmitz, ECB |
presentation | |
FRIDAY 31 AUGUST 2018 |
||
Keynote speech | "Macroprudential frameworks: experience, prospects and a way forward" Claudio Borio, Head of Monetary and Economic Department, BIS |
presentation |
Session 5 - Big data | ||
Chair | Gülbin Şahinbeyoğlu, Central Bank of the Republic of Turkey | |
Papers | "Demystifying big data in official statistics - it's not rocket science!" Jens Mehrhoff, Eurostat |
presentation |
"Liquidity in the JGB cash market: An evaluation from detailed transaction data" Toshiyuki Sakiyama and Shun Kobayashi, Bank of Japan |
presentation | |
"Can media and text analytics provide insights into labour market conditions in China?" Jeannine Bailliu, Xinfen Han, Mark Kruger, Yu-Hsien Liu and Sri Thanabalasingam, Bank of Canada |
presentation | |
"Developments in the residential mortgage market in Germany - What can Google data tell us?" Simon Oehler, Deutsche Bundesbank |
presentation | |
"Creating comprehensive data worlds using standardisation" Stephan Müller, Deutsche Bundesbank |
presentation | |
Session 6 | ||
Session 6.A - Machine learning and innovative approaches | ||
Chair | Aurel Schubert, Honorary Professor and Lecturer, Vienna University of Economics and Business | |
Papers | "Imputation for missing data through artificial intelligence" Byeungchun Kwon, BIS |
presentation |
"A machine learning approach to outlier detection and imputation of missing data" Nicola Benatti*, ECB |
presentation | |
"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, Bank of Greece |
presentation | |
"Measuring Stakeholders' Expectation on Central Bank's Policy Rate" Alvin Andhika Zulen* and Okiriza Wibisono, Bank of Indonesia |
presentation | |
"Two is company, three's a crowd: Automated pairing and matching of two-sided reporting in EMIR derivatives' data" Sébastien Pérez-Duarte and Grzegorz Skrzypczynski, ECB |
presentation | |
"Evaluation of the policy rate transmission to the market interest rates taking into account agents expectations" Deicy Christian-Botia, Eliana Gonzalez-Molano, Carlos Huertas-Campos, Bank of the Republic, Colombia |
presentation | |
Session 6.B - Data governance and dissemination | ||
Chair: | Joe McNeill, Central Bank of Ireland | |
Papers: | "ECB data for analysis and decision-making: Data Governance and technology" Emily Witt and Jannick Blaschke, ECB |
presentation |
"New electronic data delivery system of Central Bank of the Republic of Turkey" Adnan Eken, Aycan Ozek,Burcu Cakmak, and Seyma Serdengecti, Central Bank of the Republic of Turkey |
presentation | |
"Enriching disclosures: The Bank Financial Strength Dashboard" Tobias Irrcher, Reserve Bank of New Zealand |
presentation | |
"The establishment of a central credit register at the Bank of Israel and its statistical disclosure control processes" Ariel Mantzura, Bank of Israel |
presentation | |
"Making available data more useable: Compliation and publication of break-adjusted (historical) time series" Ruben van der Helm and Jan Bartman, Netherlands Bank |
presentation | |
"Reporting practices of Islamic financial institutions in the BIS locational banking statistics" Siew Koon Goh, BIS |
presentation | |
Keynote address | "Globalisation and digitalisation" Peter van de Ven, Head of National Accounts, OECD |
presentation |
Panel discussion: "Are post-crisis statistical initiatives completed?" | ||
Chair | Claudia Buch, IFC Chair and Vice President Deutsche Bundesbank | |
Panel | Peter van de Ven, Head of National Accounts, OECD Aurel Schubert, Honorary Professor and Lecturer, Vienna University of Economics and Business Fabrizio Ruggeri, Vice President, ISI |
|
Closing remarks and Announcement of the Young Statistician Award | ||
Claudia Buch, IFC Chair and Vice President, Deutsche Bundesbank | ||
* Young statistician / Italics: presenter |