2015 ISI World Statistics Congress, Rio de Janeiro: Overview of IFC organised meetings
Invited Paper Sessions (IPS)
IPS 089: "Central bank sources and uses of derivative statistics"
Chair: Charles Thomas (Board of Governors of the Federal Reserve System)
Papers:
- Bruno Tissot (Bank for International Settlements), "Derivatives statistics: the BIS contribution" (paper) (presentation)
- Linda Fache Rousová, Małgorzata Osiewicz and Grzegorz Skrzypczyński (European Central Bank), "The challenges of standardisation and aggregation of EMIR data in Europe: six trade repositories and 28 countries" (paper) (presentation)
- Alejandro Gaytán, Roberto Toledo and Alejandra Mejía (Bank of Mexico), "Derivatives data at the Banco de México: Its structure and uses" (paper) (presentation)
- Erik Heitfield (Federal Reserve Board), "Systemic risk monitoring and prudential supervision" (paper) and "OTC derivatives trade repository data: opportunities and challenges" (presentation)
Discussant:
- Agnes Tardos (European Central Bank)
IPS 090: "Improving government debt statistics"
Chair: Seung Hwan Park (Bank of Korea)
Papers:
- Christian Dembiermont (Bank for International Settlements), "General government debt: a quick way to improve comparability" (paper) (presentation)
- Joanilson de Carvalho Santos (Central Bank of Brazil), "General government gross debt in Brazil: methodological issues regarding government securities held by the central bank" (paper) (presentation)
- Jooyung Lee (Bank of Korea), "Korea's experience in compiling public sector debt statistics" (paper) (presentation)
- João Cadete de Matos, Sérgio Branco and Filipe Morais (Bank of Portugal), "Conceptual issues related to the definition of government debt" (paper) (presentation)
Discussant:
- Robert Kirchner (Deutsche Bundesbank)
IPS 091: "The use of surveys by central banks"
Chair: Masahiro Higo (Bank of Japan)
Papers:
- Katherine Hennings and Camila Maia Carneiro Costa (Central Bank of Brazil), "The use of surveys to improve statistics in central bank of Brazil: the measurement of foreign investment in Brazil and Brazilian investment abroad" (abstract) (presentation)
- Sébastien Pérez-Duarte (European Central Bank), "Contrasting two eurosystem surveys of households and firms: from micro to macro, from short term to long term, from the phone to your door" (abstract) (presentation)
- Masahiro Higo (Bank of Japan), "The use of surveys by central banks: brief introduction" (presentation)
- Lori Rennison (Bank of Canada), Farid Novin (University of British Columbia) and Matthieu Verstraete (Bank of Canada), "Firm strategy, competitiveness and productivity: the case of Canada" (paper)
- Kyosuke Shiotani (Bank of Japan), "Revision in the sample design of TANKAN using the economic census of Japan" (paper) (presentation)
- Timur Hülagü and Erdi Kizilkaya (Central Bank of the Republic of Turkey), "Turkish survey of expectations: methodological changes and sample fixing" (paper) (presentation)
Discussant:
- Bruno Tissot (Bank for International Settlements), "The use of surveys: what perspectives for central banks?" (presentation)
Special Topic Sessions (STS)
STS 008: "Developing and improving sectoral accounts"
Chair: Gülbin Sahinbeyoglu (Central Bank of the Republic of Turkey)
Papers:
- Pablo García Silva and Josué Pérez Toledo (Central Bank of Chile), "Financial sector accounts: the Chilean experience in their use for financial stability monitoring" (paper) (presentation)
- Manuel Rupprecht (Deutsche Bundesbank), "Who-to-whom information in German financial accounts - compilation, challenges and its usefulness for monetary policy" (paper) (presentation)
- Henning Ahnert and Gabriel Quirós (European Central Bank), "Sectoral accounts for the euro area improving contents and communication" (paper) (presentation)
- Béla Simon (Magyar Nemzeti Bank), "Developments related to the methodological changeover in the financial accounts" (paper) (presentation)
- Masahiro Higo, Naoto Osawa and Yoshiko Sato (Bank of Japan) "Implications of 2008 SNA recommendations for the measurement of households' income and savings" (paper) (presentation)
- Manuel Sánchez Valadez (Bank of Mexico), "Improving sectorial accounts of non-financial societies using micro-data on credit" (paper) (presentation)
- Erik Bieleveldt and Pim Claassen (De Nederlandsche Bank), "Integrating balance of payments and sectoral accounts in the Netherlands" (paper) (presentation)
Discussant:
- João Cadete de Matos (Bank of Portugal)
STS 010 : "Micro data for multipurpose data provision"
Chair: Aurel Schubert (European Central Bank)
Papers:
- Johannes Turner and Guenther Sedlacek (Oesterreichische Nationalbank), "European reporting framework - a possible solution to reporting challenges for banks" (paper) (presentation)
- Markus Amann and David Buckmann (Deutsche Bundesbank) and Maciej Anacki and and Isabel Lavrador (European Central Bank), "Securities Holdings Statistics Database (SHSDB): the new ESCB micro database on holdings of securities" (paper) (presentation)
- Alejandro Gaytán González and Manuel Sanchez Valadez (Bank of Mexico), "Uses and classification of financial information: a map for new requirements" (paper)
- Joseph Nichols (Federal Reserve Board), "Using confidential supervisory data for supervisory monitoring, internal analysis and external research" (paper) (presentation)
Discussants:
- Olorunsola Emmanuel Olowofeso (Central Bank of Nigeria)
- João Cadete de Matos (Bank of Portugal)
Contributed Paper Sessions (CPS)
CPS: "Residential and commercial property prices"
- CPS 185: Hanna Augustyniak, Robert Leszczyński, Jacek Łaszek, Krzysztof Olszewski and Joanna Waszczuk (Narodowy Bank Polski), "On the dynamics of the primary housing market and the forecasting of house prices" (paper)
- CPS 424: Timur Hülagü, Erdi Kizilkaya, Ali Gencay Özbekler and Pınar Tunar (Central Bank of the Republic of Turkey), "A hedonic house price index for Turkey" (paper), "Is there a housing bubble or a quality boom in Turkey? Evidence from hedonic price adjustment" (presentation)
- CPS 432: Christian Dembiermont (Bank for International Settlements), "Measuring property prices: the BIS contribution" (paper)
- CPS 434: Ricardo Flores and Josué Pérez (Central Bank of Chile), "The housing price index for Chile: methodology and results" (paper) (presentation)
Other contributions of IFC members in sessions not organised by the IFC
IPS 018: "Commercial property price indices"
- Christian Dembiermont (Bank for International Settlements), "Commercial property prices collection and usages at the BIS" (abstract) (presentation)
STS 037: "International Statistics - Statistical indicators for monitoring and achieving the sustainable development goals"
- Bruno Tissot (Bank for International Settlements), "Statistical challenges related to financial inclusion" (paper) (presentation)