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To Whom From Whom (TWFW) Matrices. Note by Canada. To Whom From Whom Requirement. SNA2008 Financial Account Balance Sheet Flow-of Funds section in Chapter 27 Securities’ databases IMF Monetary and Financial Statistics SRF. Canadian Financial and Wealth Accounts (FWA) Overview.
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To Whom From Whom (TWFW) Matrices Note by Canada
To Whom From Whom Requirement • SNA2008 • Financial Account • Balance Sheet • Flow-of Funds section in Chapter 27 • Securities’ databases • IMF Monetary and Financial Statistics • SRF Statistics Canada • Statistique Canada
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
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
Existing To Whom From Whom Detail • Paper • Federal • Other (incl. ABS) • Life Insurance and Pension Instruments • Counterparty Statistics Canada • Statistique Canada
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
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
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
Demand for TWFW Information • 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