The Statistical Measurement of Financial Derivatives

March 1, 1998

Preview Citation

Format: Chicago

Robert M Heath. The Statistical Measurement of Financial Derivatives, (USA: International Monetary Fund, 1998) accessed December 26, 2024

Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate

Summary

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.

Subject: Currencies, Financial derivatives, Financial institutions, Financial instruments, Money, National accounts, Options

Keywords: Cash settlement, Currencies, Derivative contract, Economic value, Financial derivative, Financial derivatives, Market price, Options, Options contract, Unit of account, WP

Publication Details

Pages:

67
Volume:

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DOI:

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Issue:

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Series:

Working Paper No. 1998/024
Stock No:

WPIEA0241998
ISBN:

9781451844115
ISSN:

1018-5941

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