The Statistical Measurement of Financial Derivatives
March 1, 1998
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Summary
The System of National Accounts 1993 (1993 SNA) provided new standards for the statistical treatment of financial derivatives. Subsequently, financial derivative markets have evolved, and there have been requests from national statisticians for clarification and amplification of the recommendations in the 1993 SNA and the fifth edition of the IMF’s Balance of Payments Manual (BPM5). Meeting this need is the main purpose of this working paper. Its recommendations have been widely discussed in international meetings and have been approved by bodies that effect changes in the 1993 SNA and BPM5.
Subject: Currencies, Financial derivatives, Financial institutions, Financial instruments, Money, National accounts, Options
Keywords: cash settlement, Currencies, derivative contract, economic value, financial derivative, Financial derivatives, market price, Options, options contract, unit of account, WP
Pages:
67
Volume:
1998
DOI:
Issue:
024
Series:
Working Paper No. 1998/024
Stock No:
WPIEA0241998
ISBN:
9781451844115
ISSN:
1018-5941
