Download To Whom From Whom Matrices

To Whom From Whom
(TWFW) Matrices
Note by Canada
To Whom From Whom Requirement
 SNA2008
• Financial Account
• Balance Sheet
• Flow-of Funds section in Chapter 27
 Securities’ databases
 IMF Monetary and Financial Statistics
• SRF
2
Statistics Canada • Statistique Canada
2017-07-06
Canadian Financial and Wealth Accounts
(FWA) Overview
 Financial Flow Accounts and National Balance Sheet
Accounts presented in considerable sub-sector and
instrument detail (thirty sectors and twenty-five classes of
financial instruments) → some TWFW detail
 Financial Flow Accounts are available within
approximately 60 days of the end of the reference
quarter whereas the National Balance Sheet Accounts
are available within approximately 75 days
3
Statistics Canada • Statistique Canada
2017-07-06
Existing To Whom From Whom Detail
 Bonds
• Federal, Provincial, Local
• Other
Government Business Enterprises, Non-financial Corporations,
Financial Corporations, Issuers of Asset Backed Securities
 Savings Bonds are counterpart data
• Federal
• Provincial
4
Statistics Canada • Statistique Canada
2017-07-06
Existing To Whom From Whom
Detail
 Paper
• Federal
• Other (incl. ABS)
 Life Insurance and Pension Instruments
• Counterparty
5
Statistics Canada • Statistique Canada
2017-07-06
Available To Whom From Whom Detail
 Deposits
• Regulatory return with TWFW detail for chartered
bank liabilities and near bank deposit liabilities has
counterparty sectoral detail
 Loans
• Non-Mortgage Loan Return for chartered banks with
TWFW detail as counterparty sectoral detail
 Used in construction of matrix ... Investment
req’d to articulate detail in FWA matrices
6
Statistics Canada • Statistique Canada
2017-07-06
Partially Available To Whom From Whom Detail
 Investment Fund Units
• Mostly household sector
 Corporate Equity
• HR 2012 will present more instrument detail
 Mortgage
• Classification by use rather than sector (regulatory
ratios) ... Mostly household counterparty
7
Statistics Canada • Statistique Canada
2017-07-06
New Developments relative to TWFW
 STC securities databases (in BOPD) have high
frequency micro-record detail on (i) total new issues, (ii)
transactions in outstanding securities and purchases of
new securities, as well as (iii) annual holdings of
domestic-foreign securities (CPIS)
 Enhanced securities database
• Project to improve and integrate securities’ databases
• ... Along the lines of Securities Handbook (Vol’s1,2,3)
• 5-year project will strengthen TWFW detail used in the
FWA
8
Statistics Canada • Statistique Canada
2017-07-06
Demand for TWFW Information
 International agency demand
• Stability of banking sector
 Domestic users
• Seemingly satisfied by significant sector detail
• Use of indicators
• Focus on sector transactions
• Net worth (non-financial assets)
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Statistics Canada • Statistique Canada
2017-07-06