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International Monetary Fund. Statistics Dept.

Abstract

Analysis and Plans, presents an assessment of 1997 survey data and a summary of improvements introduced, as a result of countries' participation in the 1997 Coordinated Portfolio Investment Survey, into national systems for collecting data on international (cross-border) portfolio investment The chapter reviews developments that occurred in international financial markets in the 1980s and 1990s, and the Godeaux Report assessment and recommendations about global data on international portfolio investment flows and stocks. The objectives set for the 1997 survey, the scope of survey results, and the process by which results have been assessed in the chapter. Since publication of the Godeaux Report, substantial expansion and evolution have occurred in exchange and over-the-counter markets for financial derivatives covering a range of financial risks. These markets now have the capacity, in effect, to change the currencies, maturities, and marketability of the financial instruments underlying associated derivative contracts. It is recommended that vigorous efforts should be made to secure the participation of more major investing countries in order to address the under-reporting of global portfolio investment assets and to confirm the reliability of the global data on portfolio investment liabilities.

International Monetary Fund. Statistics Dept.

-border) portfolio investment. 1 The 1992 Godeaux Report presented proposed goals for the reporting of portfolio investment flows and stocks. 2 Identified in Analysis and Plans are actions still to be taken for full realization of these goals. In addition, there is a review of developments that have affected portfolio investment statistics since the Godeaux Report was published. Such developments include the focus on financial risk analysis, the increasing use—for the purpose of measuring external debt—of data from creditor and market sources, the IMF Special Data

International Monetary Fund. European Dept.

of Payments Manual (BPM6). In September 2014, the Bank of Slovenia started reporting financial accounts according to the European System of National and Regional Accounts 2010 (ESA2010). Slovenia reports coordinated direct investment and coordinated portfolio investment statistics as well as monthly reserve statistics to the IMF Statistics Department for dissemination. External Debt Statistics : External debt statistics were revised and brought in line with the SDDS in August 2003. Republic of Slovenia: Table of Common Indicators Required for Surveillance

International Monetary Fund. European Dept.

since 1994). In June 2014, the Bank of Slovenia began reporting balance of payments and international investment position data according to the methodology of the sixth edition of the Balance of Payments Manual (BPM6). In September 2014, the Bank of Slovenia started reporting financial accounts according to the European System of National and Regional Accounts 2010 (ESA2010). Slovenia reports coordinated direct investment and coordinated portfolio investment statistics as well as monthly reserve statistics to the IMF Statistics Department for dissemination. External

International Monetary Fund. Middle East and Central Asia Dept.

BOP, the CBJ is working on designing a revamped method to collect personal transfers series. The implementation of surveys in the area of services and foreign direct investments is important for further improving the quality of the BOP statistics. On the later, the CBJ plans to implement a Foreign Investment Survey in 2020. The main focus is on improvements in the coverage of Direct and Portfolio Investment statistics and fostering consistency between macroeconomic datasets. II. Data Standards and Quality Jordan subscribes to the Fund’s Special Data

Venkat Josyula

). The purpose of the CPIS is to improve the quality of portfolio investment statistics in the international investment position (IIP)—that is, holdings of portfolio investment assets in the form of equity and investment fund shares, 2 long-term debt securities, and short-term debt securities—and the availability of these statistics by counterpart economies. Therefore, the CPIS supports the objective of developing from-whom-to-whom cross-border data and contributes to a better understanding of financial interconnectedness. 1.2 Specifically, the objectives of the

International Monetary Fund. African Dept.

-kind values, which are currently not estimated. TA focusing on improving the IIP compilation by preparing integrated IIP statements and developing partner-country portfolio investment statistics is planned for early FY20. The authorities have not yet initiated the compilation of international reserves data in line with the Data Template on International Reserves and Foreign Currency Liquidity. External debt : Public external debt data are of good quality and available on a timely basis. The Debt Management Office (DMO) is collaborating closely with the CBN to extend the

International Monetary Fund. Statistics Dept.

result in significant underestimation of portfolio investment assets and liabilities. Moreover, some countries consider that conducting the CPIS on a triennial basis is equivalent to starting afresh each time and re-experiencing the attendant loss of staff, institutional memory, and set-up costs for computer systems. Countries that have established, or are planning to establish, securities databases to support the security-by-security approach to compiling portfolio investment statistics would certainly be able to participate in annual surveys. Thus, for both compilers

Mr. Dennis P Botman, Mr. Irineu E de Carvalho Filho, and Mr. Waikei R Lam

Finance in Japan. The latter consists of portfolio investment statistics based on reports from designated major investors. In general, the BoP statistics have a wider coverage as it includes major and other investors, while the International Transactions of Securities provide a more frequent release (weekly and monthly). 5 Sorsa et al. (2007) identified expectations of appreciation driven in part by capital inflows as a driver of liability dollarization in Southeastern European countries. A similar phenomenon appears to have occurred in Turkey during the build

Mr. Dennis P Botman, Mr. Irineu E de Carvalho Filho, and Mr. Waikei R Lam
During risk-off episodes, the yen is a safe haven currency and on average appreciates against the U.S. dollar. We investigate the proximate causes of yen risk-off appreciations. We find that neither capital inflows nor expectations of the future monetary policy stance can explain the yen’s safe haven behavior. In contrast, we find evidence that changes in market participants’ risk perceptions trigger derivatives trading, which in turn lead to changes in the spot exchange rate without capital flows. Specifically, we find that risk-off episodes coincide with forward hedging and reduced net short positions or a buildup of net long positions in yen. These empirical findings suggest that offshore and complex financial transactions should be part of spillover analyses and that the effectiveness of capital flow management measures or monetary policy coordination to address excessive exchange rate volatility might be limited in certain cases.