Cover IMF Working Papers
The Statistical Measurement of Financial Derivatives
Author: Mr. Robert M Heath
Series:
IMF Working Papers
Volume/Issue:
Volume 1998: Issue 024
Language:
English
Publication Date:
01 Mar 1998
DOI:
https://doi.org/10.5089/9781451844115.001
ISBN:
9781451844115
ISSN:
1018-5941
Pages:
67
Keywords:
WP; financial derivative; derivative contract; market price; options contract; cash settlement; economic value; unit of account; Financial derivatives; Options; Currencies
Legal-disclaimer:
IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.
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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.
Cover IMF Working Papers
IMF Working Papers
ISSN:
1018-5941
Publisher:
International Monetary Fund

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