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STS552 João Falcão Silva et al.
̅
̅
̂
̂
+ () = × + (liabilities); where = and = 1, 2, … , .
3. Deposits placed with banks by households (H) of a country –
liabilities of banks vis-à-vis sector H are not reported for any quarters
- we consider two different cases:
a. Case 1: A country reports sectors F and P but does not at all report
subsectors of P for deposits liabilities. We first examine if sector P
vis-à-vis a given counterparty country is reported. If it is reported,
we apply estimation (simple/weighted/moving average) using
available data of other reporting countries to get an average value
for sector H (e.g. use share H/P, from other countries including
estimated data proposed in 2a above) . If sector P amounts are
27
not reported vis-à-vis a given counterparty country, don’t estimate
28
amounts for subsector H .
b. Case 2: A country does not report sector F and P vis-à-vis any
country. In this case, if it reports sector N amounts vis-à-vis the
counterparty country, we propose to apply estimation
(simple/weighted/moving average) for all quarters using available
data of other reporting countries to get value for sector H (e.g. use
share H/N from other countries vis-à-vis given counterparty
country including estimated data proposed in 1a and 1b). If it is
29
not the case, don’t estimate .
Finally, we do not propose any estimation procedure for the situations
where countries do not report aggregate the N sector vis-à-vis country .
27 For example, US reports sectors F and P but doesn’t report subsectors of P (C, G and H) for
deposit liabilities. In this case, we examine if sector P vis-à-vis a given domestic/counterparty
country (e.g. PT) is reported. If US reported, we apply estimation using reported data of other
countries to get value for sector H. If sector P amounts are not reported, we don’t estimate
amounts for subsector H.
28 If aggregate sector P doesn’t exists, subsector H can’t exists.
SG doesn’t report sectors F and P vis-à-vis any country: If SG reports sector N amounts, say
29
vis-à-vis PT, apply estimation using reported data of other countries vis-à-vis PT to get value
for sector H). If SG doesn’t report sector N amounts vis-à-vis PT, sector H is null or zero.
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