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Displaying results 1 to 7 of 7.

  1. Supervisory and statistical granular data modelling at the Croatian National Bank
    Author: Bašić, Ines
    Published: [2017]
    Publisher:  European Central Bank, Frankfurt am Main, Germany

    As the European Reporting Framework (ERF): Key facts and information1 report has recognised, some countries have already implemented integrated "statistical" and supervisory reporting requirements at a granular level. Croatia is one of these... more

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    Location:
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
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    Unlimited inter-library loan, copies and loan

     

    As the European Reporting Framework (ERF): Key facts and information1 report has recognised, some countries have already implemented integrated "statistical" and supervisory reporting requirements at a granular level. Croatia is one of these countries. Moreover, Croatia has been able to produce a local "AnaCredit" system on a loan-by-loan basis for legal entities and non-residents (see the ECB MFI list2 or Annex 4 of the Banks' Integrated Reporting Dictionary of the Croatian National Bank3), and at an aggregate level for households, other non-residents and small businesses, using the same underlying data as for statistical and prudential reporting. A Croatian granular data system at a counterparty level for legal entities/non-residents on the list and at an aggregate level for households, other non-residents and small businesses was developed in 2007/2008 following a series of workshops held among colleagues from Supervision, Statistics and IT at the Croatian National Bank (CNB) and credit institutions. One of the most important deliverables of the project was the CNB Banks' Integrated Reporting Dictionary, a document in which all attributes collected by the system are listed, organised into categories, described and explained, and where examples and the methodologies used are provided. In Croatia, the CNB Banks' Integrated Reporting Dictionary is mandatory for all credit institutions, and it has been enforced on the financial market following a decision of the Croatian National Bank Governor. This article discusses granular data modelling for the purpose of statistical, supervisory and European Central Bank reporting and analysis.

     
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789289928403
    Other identifier:
    hdl: 10419/194008
    Series: Statistics paper series / European Central Bank ; no 25 (November 2017)
    Subjects: central bank; monetary policy; data processing; financial institution; European Central Bank; Croatia; granular data; modelling; metadata; data warehouse; Croatian National Bank
    Scope: 1 Online-Ressource (69 Seiten), Tabellen
  2. Analysis of the impact of the split payment mechanism as an alternative VAT collection method
    final report
    Published: December 2017
    Publisher:  Publications Office of the European Union, Luxembourg

    This study designs and analyses a range of options for applying split payment mechanism as an alternative VAT collection method in both the current and definitive VAT regime. The options encompass different types of transactions (B2B, B2C and B2G) as... more

    Location:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    This study designs and analyses a range of options for applying split payment mechanism as an alternative VAT collection method in both the current and definitive VAT regime. The options encompass different types of transactions (B2B, B2C and B2G) as well as different types of payment (EFTs, credit cards, cash payments). The design of the policy options for applying split payment mechanism takes into account previous studies, ongoing VAT policy developments and examples of split payment or similar mechanisms implemented or considered for implementation within the EU and in third countries. The analysis is based on available literature and datasets, as well as data collected especially for the study from Member States, business and their representative organisations and other stakeholders (including banks and payment providers). Data gaps have been filled with a set of proxies and (expert-based) assumptions. The study found no strong evidence that the benefits of split payment would outweigh its costs. The main identified effects were that a wider scope of split payment would potentially provide a larger decrease of the VAT gap and hence have a positive impact on the Member States' budgets, but would also significantly increase the related administrative costs for businesses, especially when applied on broad scale.

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789279770517
    Other identifier:
    Corporations / Congresses:
    Deloitte LLP (VerfasserIn)
    Subjects: Umsatzsteuer; EU-Steuerrecht; Steuererhebungsverfahren; Steuereinnahmen; Szenariotechnik; EU-Staaten; VAT; payment; regulation of transactions; data collection; data processing; type of business; tax authorities; bank; qualitative analysis; quantitative analysis; report
    Scope: 1 Online-Ressource (circa 370 Seiten), Illustrationen
  3. Handbook on rapid estimates
    Published: 2017
    Publisher:  Publications Office of the European Union, Luxembourg

    In an ever more interconnected and interdependent world, where time is increasingly of the essence, more reliable and up-to-date data are needed to enable and support the process of effective decision making, e.g. via rapid estimates. This handbook... more

    Location:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    No inter-library loan

     

    In an ever more interconnected and interdependent world, where time is increasingly of the essence, more reliable and up-to-date data are needed to enable and support the process of effective decision making, e.g. via rapid estimates. This handbook provides an overview of the different types of rapid estimates and the statistical and econometric methods for their construction. It also offers guidance for the implementation of rapid estimates in practice and their quality assessment.

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789279688973
    Other identifier:
    Edition: 2017 edition
    Series: Manuals and guidelines
    Subjects: Frühindikator; Prognoseverfahren; Wirtschaftsprognose; Statistische Methode; Modellierung; economic statistics; econometrics; statistical method; macroeconomics; economic indicator; data processing; economic forecasting; user guide
    Scope: 1 Online-Ressource (circa 520 Seiten), Illustrationen
  4. Mapping of HTA national organisations, programmes and processes in EU and Norway
    Author: Chamova, Julia
    Published: May 2017
    Publisher:  Publications Office of the European Union, Luxembourg

    The present study was undertaken at the request of the Directorate General for Health and Food Safety of the European Commission with the main objective of mapping the HTA organisations and processes in the EU and the European Economic Area (EEA)... more

    Location:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan

     

    The present study was undertaken at the request of the Directorate General for Health and Food Safety of the European Commission with the main objective of mapping the HTA organisations and processes in the EU and the European Economic Area (EEA) countries to contribute to a better understanding of the current HTA organisational framework in the EU and EEA countries. The input of this study will be used, inter alia, as input for the impact assessment for an EU initiative on HTA. The mapping study was also a practical response to the HTA Network's request expressed in its multiannual work plan 2016-2020 to have an overview of the HTA processes and their organisation in the EU MS. The focus of the study was on organisational and processual /procedural aspects of the HTA process and delivery of HTA results to inform decision-making in the EU Member States and EEA countries at national (country) level. The mapping study output is a structured collection of information on the elements of the HTA process and organisational characteristics of the HTA bodies in the EU Member States and EEA countries, and includes - individual EU and EEA country HTA profiles and - a high-level overview of the HTA processes identifying key commonalities and differences in the EU Member States and EEA countries' HTA process organisation.

     
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  5. Commercial property price indicators
    sources, methods and issues
    Published: 2017
    Publisher:  Publications Office of the European Union, Luxembourg

    Developments in the real estate sector can have a strong impact on the economy, in particular on the financial system. For that reason, policymakers need relevant statistical information, including reliable indicators, to help identify the emergence... more

    Location:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
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    Developments in the real estate sector can have a strong impact on the economy, in particular on the financial system. For that reason, policymakers need relevant statistical information, including reliable indicators, to help identify the emergence of systemic risks originating in the real estate sector. While the statistical coverage of the residential real estate market has much improved over the last decade, the commercial property sector was given less attention. The importance of measuring commercial property price indicators and the difficulties in properly doing so, particularly in the context of official statistics, were the driving force behind the production of this report. The primary aim is to outline concepts, methods, data sources and key issues so as to better inform compilers and users. The report makes a first attempt at setting out the wide range of challenges linked to the measurement of commercial property. It provides a basis for further work in this new area of statistics. 'Commercial property price indicators: sources, methods and issues' was written by leading academics in index number theory and experts in the compilation of real estate indicators. Its development was coordinated by Eurostat, the statistical office of the European Union, with the collaboration of Bank of International Settlements (BIS), European Central Bank (ECB), International Monetary Fund (IMF), Organisation for Economic Co-operation and Development (OECD), under the aegis of the Inter-Secretariat Working Group on Price Statistics (IWGPS).

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789279639647
    Other identifier:
    Edition: 2017 edition
    Series: Statistical reports / Eurostat
    Subjects: Gewerbefläche; Preisindex; Indexberechnung; EU-Staaten; real property; real estate business; real estate market; price index; price indexing; source of information; data processing; data collection; statistical method
    Scope: 1 Online-Ressource (circa 198 Seiten), Illustrationen
  6. Business models of the banks in the euro area
    Author: Farnè, Matteo; Vouldis, Angelos
    Published: [2017]
    Publisher:  European Central Bank, Frankfurt am Main, Germany

    The paper identifies the business models followed by banks in the euro area, utilising a proprietary dataset collected in the context of the supervisory reporting of the Single Supervisory Mechanism. The concept of a 'business model' has been... more

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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 534 (2070)
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    The paper identifies the business models followed by banks in the euro area, utilising a proprietary dataset collected in the context of the supervisory reporting of the Single Supervisory Mechanism. The concept of a 'business model' has been neglected by economic theory and is defined here with respect to the set of activities performed by banks. We adopt a clustering methodology to provide evidence for the existence of distinct business models. Clustering is combined with dimensionality reduction optimally, given the nature of our dataset which features a large number of dimensions for each bank ('fat' data). The method produces a level and a contrast factor which are intuitive in the economic sense. Four business models are identified alongside a set of 'outlier' banks that follow unique business models. The risk and performance indicators of each cluster are examined and evidence is provided that they follow distinct statistical distributions.

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789289927925
    Other identifier:
    hdl: 10419/175694
    Series: Working paper series / European Central Bank ; no 2070 (May 2017)
    Subjects: banking; banking supervision; data processing; euro area; financial institution; business administration
    Scope: 1 Online-Ressource (circa 47 Seiten), Illustrationen
  7. Between hawks and doves
    measuring central bank communication
    Author: Tobback, Ellen; Nardelli, Stefano; Martens, David
    Published: [2017]
    Publisher:  European Central Bank, Frankfurt am Main, Germany

    We propose a Hawkish-Dovish (HD) indicator that measures the degree of 'hawkishness' or 'dovishness' of the media's perception of the ECB's tone at each press conference. We compare two methods to calculate the indicator: semantic orientation and... more

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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 534 (2085)
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    We propose a Hawkish-Dovish (HD) indicator that measures the degree of 'hawkishness' or 'dovishness' of the media's perception of the ECB's tone at each press conference. We compare two methods to calculate the indicator: semantic orientation and Support Vector Machines text classification. We show that the latter method tends to provide more stable and accurate measurements of perception on a labelled test set. Furthermore, we demonstrate the potential use of this indicator with several applications: we perform a correlation analysis with a set of interest rates, use Latent Dirichlet Allocation to detect the dominant topics in the news articles, and estimate a set of Taylor rules. The findings provide decisive evidence in favour of using an advanced text mining classification model to measure the medias perception and the Taylor rule application confirms that communication plays a significant role in enhancing the accuracy when trying to estimate the bank's reaction function.

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789289928076
    Other identifier:
    hdl: 10419/175709
    Series: Working paper series / European Central Bank ; no 2085 (July 2017)
    Subjects: monetary policy; banking policy; economic indicator; disclosure of information; data processing; quantitative analysis; European Central Bank
    Scope: 1 Online-Ressource (circa 41 Seiten), Illustrationen