Page 309 - Invited Paper Session (IPS) - Volume 1

IPS155 Stefan B. et al.
• On-site – researchers have to come to the premises of the data owner
to see or work with the data;
• Not available – researchers cannot access / use the data by any means;
• Unknown – other type of availability, please specify in free text.

Example: On-site
2
Sampled Universe: The item “sampled universe” provides information on
elementary units about which inferences are to be drawn and to which
analytic results refer when analysing the dataset.
Example: The SHS-Base is a full census (no reporting thresholds apply), i. e. all
financial institutions domiciled in Germany report any securities they are
holding for domestic and foreign customers. In addition, domestic banks
provide information about their own holdings, irrespective of where the
securities are held. The financial institutions who are obliged to report
comprise domestic banks (monetary financial institutions excluding money
market funds), domestic investment companies and “other” domestic
financial companies.
The data collection involves holdings of debt securities, shares and
investment fund shares or units 3, irrespective where the securities were
issued, in what currency they are denominated or if they are listed or not. Only
securities which are in circulation and which can be assigned to an investor are
included in the Securities Holdings Statistics.
A basic set of information is required to be reported on a security-by-
security level. This includes the International Securities Identification Number
(ISIN), the nominal amount or number of units held, and the sectoral
classification and residency of the holder. For securities quoted as a
percentage (eg bonds and debt securities), the nominal value is stated in the
relevant nominal currency and for securities quoted as a number of units (eg
equities, mutual fund shares) the number of units held is reported. As the
significance of securities repurchase and securities lending transactions has
increased strongly in recent years, securities holdings which are passed on or
acquired as part of such contracts are to be flagged separately. This
information is mandatory for the own holdings of domestic banks only. Since
reference month January 2014 the monetary financial institutions have to
report the book values of their own securities holdings. Securities that are
attributed to the trading portfolio must be labelled.

2 Most Bundesbank data are available for non-commercial research via the Research Data and
Service Center
(https://www.bundesbank.de/Navigation/EN/Bundesbank/Research/RDSC/rdsc.html).
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