Debt Securities Statistics (SS)

Source details

Training Program presented by the IMF Statistics Department.
Target Audience: Officials in central banks and other agencies charged with collecting and compiling securities statistics.

Participants should have a degree in economics and statistics or equivalent experience.
Knowledge of basic financial mathematics is advantageous.

The course familiarizes participants with the methodology recommended by the Handbook on Securities Statistics, a joint undertaking of the IMF, the Bank for International Settlements, and the European Central Bank, published in May 2015.
Topics covered:
- Definition and features of securities, securitization, and related operation.
- Valuation and recording of securities.
- Classification schemes and presentation tables for securities.
- Security-by-security databases.
A practical exercise on valuation and recording of different types of debt securities complements the lectures.

Upon completion of the course, participants should be able to:
- Identify the concepts underlying securities statistics in terms of sectorization, valuation, and accounting rules.
- Describe the framework and technical challenges involved in constructing security-by-security databases.
- Calculate nominal and market values for different types of debt securities based on their characteristics and market fluctuations.
- Interpret the presentation tables for securities statistics recommended by the G-20 Data Gaps Initiative.