Coordinated Portfolio Investment Survey Guide (Second Edition)

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IMF Statistical Topics

Portfolio Investment: Coordinated Portfolio Investment Survey (CPIS): Background

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Coordinated Portfolio Investment Survey Guide (Second Edition)

May 10, 2002

©2002 International Monetary Fund

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IMF Task Force on the 2001 Coordinated Portfolio Investment Survey: Terms of Reference and Membership
1. Introduction
  I. Purpose of the CPIS
  II. Background
  III. The 1997 CPIS
  IV. The 2001 CPIS
  V. Organization of the Survey Guide
2. Scope and Modalities
  I. Scope of the CPIS
  II. Modalities of the CPIS
  III. Modalities of the SEFER
  IV. Modalities of the SSIO
3. Concepts and Principles
  I. Guidance to Compilers
  II. Nomenclature
  III. Country Attribution and Residence
  IV. Valuation
  V. Sectors
  VI. Distinguishing Between Direct and Portfolio Investment
in Securities
  VII. Treatment of Securities Where There Is Potential for Double Counting
  VIII. Instruments
4. Collection Methods
  I. Data Considerations
  II. Choosing a Collection System
  III. Securities Databases
  IV. Reporting Thresholds
  V. Third-Party Holdings Survey
  VI. Conclusions
5. Other Practical Issues
  I. Logistical Issues
  II. Timetable
  III. Legal and Confidentiality Considerations
  IV. Compiling, Maintaining, and Using a Register of Respondents
  V. Choosing and Developing a Computer Package to Process the Survey Results
  VI. Quality Control
6. Experience in Conducting the 1997 CPIS
  I. Coverage
  II. Separating Direct Investment from Portfolio Investment
  III. How Market Price Valuation Was Addressed
  IV. Treatment of Accrued Interest
  V. Treatment of Nominee Accounts
  VI. Treatment of Collective Investment Schemes
  VII. Direct Holdings Abroad
  VIII. Quality Control
  IX. Steps Taken to Address Low Coverage or Low
Response Rates
  X. Sectoral Information

  I. Model Form for a Mixed Custodian/End-Investor Security-By-Security Survey
  II. Model Form for an End-Investor Survey on an Aggregate Basis
  III. Model Form for a Mixed Custodian/End-Investor Survey on an Aggregate Basis
  IV. Model Form for an End-Investor Survey on an Aggregate Basis for a Small Economy with an International Financial Center (SEIFiC)
  V. Model Form for a Mixed Custodian/End-Investor Survey on an Aggregate Basis for a Small Economy with an International Financial Center (SEIFiC)
  VI. Definition and Description of Instruments
  VII. International Securities Identification Number (ISIN) Code System
  3.1. Approaches to Approximating Market Prices
  3.2. Valuation of Asset-Backed Securities
  3.3. Austria’s Experience in Excluding Direct Investment from the National
Survey Results
  3.4. Statistical Treatment of Repurchase Agreements
  3.5. Repurchase Agreements: Examples of International Position Data-Reporting Possibilities of Portfolio Investment
  3.6. Example of a Reverse Repo Followed by Outright Sale
  3.7. Treatment in 1997 CPIS of Financial Transactions That May Lead to Under- or Double Counting
  4.1. Commercial Databases
  4.2. The BIS Securities Database
  5.1. Australia’s Experience in Compiling a Register: Practical Advice
  5.2. Information That Can Be Stored on a Computerized Register
  5.3. Information Stored on the Registers of Statistics Canada and Singapore’s Department of Statistics
  A7.1. National Numbering Agencies
  1.1. Global Portfolio Investment Assets and Liabilities
  3.1. Instruments Covered by Participants in the 1997 CPIS
  4.1. Countries in the 1997 CPIS Using a Securities Database, by Type of Database and Extent of Coverage
  5.1. Sources Used to Build a Register or to Maintain It over Time
  5.2. Computer Packages Used to Process the 1997 CPIS Results
  6.1. Type of Survey Used in 1997 CPIS
  6.2. Unadjusted 1997 and 1998 CPIS Results for Belgium
  4.1. Potential Double Counting in Compiling Third-Party Holdings Surveys
  5.1. Indicative Time Line for Conducting the CPIS
  6.1. Framework of Data Collection in Japan
  6.2. Reconciliation of Reporting of IIP and Balance of Payments Data in Australia
Index 1,005k pdf file