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See Also:
IMF Statistical Topics
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International Reserves and Foreign Currency Liquidity Guidelines For A Data
Template
Anne Y. Kester
The IMF staff wishes to dedicate the Guidelines to the memory
of our colleague Owen Evans.
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October 23, 2001
©2001 International Monetary Fund
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Ordering Information
Table of Contents
Preface
- Overview of the Data Template
An Innovative Data Framework to Help Strengthen the International
Financial Architecture
Concepts of International Reserves and Foreign Currency Liquidity
Key Features of the Data Template
Structure of the Data Template
Structure of this Book
- Official Reserve Assets and Other Foreign Currency Assets
(Approximate Market Value)
Disclosing Reserve Assets and Other Foreign Currency Assets
Defining Reserve Assets
Reporting Financial Instruments in Reserve Assets
Identifying Institutions Headquartered Both in the Reporting Country
and Institutions
Headquartered Outside the Reporting Country
Reconciling Template Data and the BPM5 Concept of Reserves
Defining Other Foreign Currency Assets
Applying Approximate Market Values to Reserve Assets and Other Foreign
Currency Assets
- Predetermined Short-Term Net Drains on Foreign Currency Assets
(Nominal Value)
Defining Predetermined Drains
Reporting Data on Predetermined Drains
Foreign Currency Flows in Template Not Identical to Data on External
Liabilities
Reporting Foreign Currency Flows Associated with Loans and Securities
Foreign Currency Flows Relating to Forwards, Futures, and Swaps
Reporting Other Foreign Currency Drains
- Contingent Short-Term Net Drains on Foreign Currency Assets
(Nominal Value)
Defining Contingent Net Drains
Contingent Liabilities
Securities With Embedded Options (Puttable Bonds)
Undrawn, Unconditional Credit Lines
Options
- Memo Items
Coverage of Memo Items
Financial Instruments Denominated in Foreign Currency and Settled
by Other Means
Securities Lent and Repurchase Agreements
Financial Derivatives Assets (Net, Marked to Market)
| Tables
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1.1 |
Reference Index for Item-by-Item Guidelines |
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2.1 |
Concordance Between Classifications of Reserve Assets
in BPM5 and the Template |
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| Boxes
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1.1 |
Data Deficiencies as Revealed by Recent Financial
Crises |
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1.2 |
Data Template on International Reserves/Foreign Currency
Liquidity |
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4.1 |
Definitions of Puts and Calls |
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4.2 |
Definitions of Selected Terms on Options |
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| Figures |
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1.1 |
Linkages Between Concepts of International Reserves
and Foreign Currency Liquidity —a Schematic Presentation |
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| Appendices
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I. |
The Special Data Dissemination Standard and the Data Template
on International Reserves and Foreign Currency Liquidity |
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II. |
Sample Form for Presenting Data in the Template on
International Reserves and Foreign Currency Liquidity |
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III. |
Summary of Guidelines for Reporting Specific Data
in the Template |
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IV. |
Stress-Testing of "In-the-Money" Options |
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V. |
Reporting Template Data to the IMF for Redissemination
on the IMF's External Website |
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| Index |
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