Virtual : Securities Statistics (SS)

Source details

Target audience: Officials in central banks and other agencies responsible for collecting and compiling securities statistics.
Qualifications: Participants are expected to have a degree in economics and statistics and/or equivalent experience. Knowledge of basic financial mathematics is an advantage.

The course is presented by the IMF’s Statistics Department and delivered in collaboration with the Bank for International Settlements (BIS) and the European Central Bank (ECB).
Familiarizes participants with the methodology recommended by the Handbook on Securities Statistics, a joint undertaking of the IMF, the BIS, and the ECB, 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.
Includes a practical exercise on valuation and recording of different types of debt securities to complement 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.