Working Group on Securities Databases (WGSD)
Handbook on Securities Statistics
Last Updated: May 12, 2015
The Handbook on Securities Statistics is the first publication of its kind to focus exclusively on securities statistics. It has been prepared jointly by the Bank for International Settlements (BIS), the European Central Bank (ECB), and the International Monetary Fund (IMF) in response to a request from the Working Group on Securities Databases (WGSD) to develop methodological standards for securities statistics and to improve information on securities markets.
The Handbook provides a conceptual framework for securities statistics, including classifications for different possible breakdowns. It also provides high-level and detailed presentation tables that should assist in the compilation and dissemination of securities statistics. The Handbook is based on the 2008 System of National Accounts and the Balance of Payments and International Investment Position Manual, sixth edition (BPM6). It goes partly beyond these standards by elaborating on additional breakdowns on issues and holdings of debt and equity securities. Special attention is also paid to valuation and accounting rules, as well as to specific operations related to debt and equity securities.
The Handbook consolidates into one volume the three parts previously published. Part 1, dealing with debt securities issues was released in May 2009. Part 2, covering debt securities holdings, was published in September 2010. Part 3, focusing on equity securities, was released in November 2012.
A review group for the Handbook on Securities Statistics was established, consisting of officials from national central banks and relevant statistical agencies, as well as those from international and regional organizations with an active interest and expertise in debt securities statistics. Members of the review group commented on drafts of the Handbook and actively participated in review group meetings held during October 28-29, 2008 in Basel; March 15-16, 2010 in Frankfurt; and October 12-13, 2011 in Washington, D.C.
Further to the comments of the review group, drafts of the Handbook benefitted from worldwide comments from experts.