Page 482 - Invited Paper Session (IPS) - Volume 1

IPS177 Jose-Maria S. G.
What access and type of non-public derivatives data is shared with external
users and how are these data disseminated to the general public?

The sum of the responses can exceed 100%, as several answers are possible.
1 Authorities include supervisory and regulatory authorities. Aggregated statistics include
2
notional amounts, number of transactions etc (see Box 3); research refers to
analyses/research conducted using derivatives data.
Source: IFC survey on trade repositories, 2018.

4. Discussion and Conclusion
Trade repositories are collecting a large amount of derivative transactions
data. Central banks are facing challenges to access the data, and to share it
with other stakeholders. Data access is particularly limited when it is held
outside a central banks’ jurisdiction. Sharing data to external users is also rare.
In both instances, the main constraints are on access and dissemination of
highly granular data. More work is needed to unlock data access and sharing,
since granular data are required to assess financial stability risks.

References
1. Irving Fisher Committee (2018), “Central banks and trade repositories
derivatives data”, IFC Report
2. Inter-Agency-Group on Economic and Financial Statistics (IAG) (2015):
Update on the Data Gaps Initiative and the Outcome of the Workshop
on Data Sharing, March.

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