Note by Canada
SNA2008
• Financial Account
• Balance Sheet
• Flow-of Funds section in Chapter 27
Securities’ databases
IMF Monetary and Financial Statistics
• SRF
Statistics Canada • Statistique Canada
2
2020-04-10
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
Statistics Canada • Statistique Canada
3
2020-04-10
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
Statistics Canada • Statistique Canada
4
2020-04-10
Paper
• Federal
• Other (incl. ABS)
Life Insurance and Pension Instruments
• Counterparty
5
Statistics Canada • Statistique Canada
2020-04-10
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
Statistics Canada • Statistique Canada
6
2020-04-10
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
Statistics Canada • Statistique Canada
7
2020-04-10
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
Statistics Canada • Statistique Canada
8
2020-04-10
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)
Statistics Canada • Statistique Canada
9
2020-04-10