The Statistical Measurement of Financial Derivatives

67 Pages Posted: 15 Feb 2006

See all articles by Robert Heath

Robert Heath

International Monetary Fund (IMF)

Date Written: March 1998

Abstract

The System of National Accounts 1993 (1993 SNA) provided new standards for the statistical treatment of financial derivatives. Subsequently, financial derivative markets have evolved, and there have been requests from national statisticians for clarification and amplification of the recommendations in the 1993 SNA and the fifth edition of the IMF`s Balance of Payments Manual (BPM5). Meeting this need is the main purpose of this working paper. Its recommendations have been widely discussed in international meetings and have been approved by bodies that effect changes in the 1993 SNA and BPM5.

JEL Classification: B41, C82, E44, F00, G00

Suggested Citation

Heath, Robert, The Statistical Measurement of Financial Derivatives (March 1998). IMF Working Paper No. 98/24, Available at SSRN: https://ssrn.com/abstract=882256

Robert Heath (Contact Author)

International Monetary Fund (IMF) ( email )

700 19th Street, N.W.
Washington, DC 20431
United States

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