Disponible en Español

Course on Securities Statistics

April 10 - 14, 2023
Videoconference

Organizing Institutions

Centro de Estudios Monetarios Latinoamericanos, A. C.
International Monetary Fund (IMF)

Content

The course covers the following topics: definition and features of securities; securitization, and related operation; valuation and recording of securities; classification schemes and presentation tables for securities; and security-by-security databases. A practical exercise on valuation and recording of different types of debt securities complements the lectures.

Objetive

The course aims to familiarize participants with the methodology recommended by the Handbook on Securities Statistics, published in May 2015, a joint undertaking of the IMF, the Bank for International Settlements (BIS) and the European Central Bank (ECB).

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

Aimed at

Officials in central banks and other agencies responsible for collecting and compiling securities statistics. 

Coordinator

Jesús Cervantes
Directorate of Economic Statistics