Special Data Dissemination Standard
SDDS Guide
International Reserves and Foreign Currency Liquidity Guidelines For A Data Template
Anne Y. Kester
See Also:
IMF Statistical Topics
The IMF staff wishes to dedicate the Guidelines to the memory of our colleague Owen Evans.
October 23, 2001
© 2001 International Monetary Fund
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Ordering Information
| Table of Contents | |
| Preface | |
| 1 | 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 | |
| 2 | 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 | |
| 3 | 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 | |
| 4 | 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 | |
| 5 | 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 | |
| 1.1 | Reference Index for Item-by-Item Guidelines |
| 2.1 | Concordance Between Classifications of Reserve Assets in BPM5 and the Template |
| Boxes | |
| 1.1 | Data Deficiencies as Revealed by Recent Financial Crises |
| 1.2 | Data Template on International Reserves/Foreign Currency Liquidity |
| 4.1 | Definitions of Puts and Calls |
| 4.2 | Definitions of Selected Terms on Options |
| Figures | |
| 1.1 | Linkages Between Concepts of International Reserves and Foreign Currency Liquidity a Schematic Presentation |
| Appendices | |
| I | The Special Data Dissemination Standard and the Data Template on International Reserves and Foreign Currency Liquidity |
| II | Sample Form for Presenting Data in the Template on International Reserves and Foreign Currency Liquidity |
| III | Summary of Guidelines for Reporting Specific Data in the Template |
| IV | Stress-Testing of "In-the-Money" Options |
| V | Reporting Template Data to the IMF for Redissemination on the IMF's External Website |
| Index | |