Methodology for Measuring Derivatives at the Central Bank of Chile
The use of derivatives by Chilean companies has increased rapidly in recent years. Therefore, exploring how financial derivatives are measured is a subject of considerable interest. This working paper describes the collection system, and the validation and compilation processes of this instrument at the Central Bank of Chile. It includes the legal framework governing the information requirements, the sources, characterization of data collected, methodology used in the valuation process, and the different breakdowns for publishing, among others. In addition, the paper analyses the advantages and disadvantages of the Chilean system.
Year of publication: |
2008-12
|
---|---|
Authors: | Orellana, Valeria ; Rodríguez, Paulina |
Institutions: | Banco Central de Chile |
Saved in:
freely available
Saved in favorites
Similar items by person
-
El mercado cambiario chileno en el período 1998-2008
Rodríguez, Paulina, (2009)
-
Inversión Extranjera Directa en Chile: Mecanismos de Ingreso y Compilación para la Balanza de Pagos.
Chackiel, Juan Eduardo, (2014)
-
External Debt Profile of Chilean Companies
Loo, Nelson, (2014)
- More ...