CEPS欧洲政策研究中心-2019-ECMI-Statistical-Package-_8211-CEPS_7页_1mb

报告摘要

ECMI Statistical Package Summary (October 2019)

Overview

The ECMI Statistical Package 2019 provides comprehensive, up-to-date data on the state of European and global capital markets following the financial crisis. It serves as a valuable resource for market participants, regulators, academics, and students by offering a centralized repository of information. The package covers six main sections: equity markets, debt securities markets, exchange-traded derivatives, over-the-counter derivatives, asset management, and global comparative data.

Core Content and Main Sections

The ECMI Statistical Package is structured into eight sections, each focusing on different aspects of capital markets:

Section 1 - Equity Markets

Domestic market capitalisation: Data on the total value of equity markets in various countries.
Value of share trading: Information on the trading volume and value of shares.
Investment flows: Analysis of investment inflows and outflows in equity markets.
ETFs: Data on the performance and growth of exchange-traded funds.

Section 2 - Debt Securities Markets

Amount outstanding (by issuer and segment): Breakdown of debt securities by type and issuer.
Debt issuance (by issuer): Information on the issuance of debt securities by different entities.
Net issuance (by issuer): Net changes in debt issuance across various sectors.
Bond market by exchange: Overview of bond market activity across exchanges.
Covered bond market: Analysis of covered bonds, including their issuance and outstanding amounts.
Securitisation: Data on securitisation activities, including issuances and amounts outstanding.

Section 3 - Exchange-Traded Derivatives Markets

Turnover (by exchange, risk category, maturity and location): Data on the trading volume of exchange-traded derivatives.
Open interest (by risk category): Information on open interest in derivatives by risk category.

Section 4 - Over-The-Counter Derivatives Markets

Notional amounts outstanding and gross market values: Data on the notional amounts and market values of OTC derivatives.
Foreign Exchange: Information on FX derivatives, including notional amounts by currency.
Single-Currency Interest Rates: Analysis of interest rate derivatives in major currencies.
Equity-Linked: Data on equity-linked derivatives.
Commodity: Information on commodity derivatives.
Credit Default Swaps (CDS): Data on CDS transactions.
Comparison of OTC and Exchange-Traded Derivatives (ETD): Analysis of differences and trends between OTC and ETD markets.

Section 5 - Asset Management

Mutual Funds: Overview of mutual fund activities, including total assets and flows.
Mutual Funds excluding Funds of Funds: Focus on direct mutual fund investments.
UCITS market: Data on Undertakings for Collective Investment in Transferable Securities (UCITS).
Non-UCITS market: Information on non-UCITS funds.
Comparison of EU27 UCITS and non-UCITS markets: Analysis of the relative sizes and performances of these markets.
Pension Funds (total assets): Data on the assets of pension funds across the EU.
Insurance companies (total assets): Information on the assets of insurance companies.

Section 6 - Gross Domestic Product (GDP)

Provides GDP data relevant to capital markets, including economic indicators and growth trends.

Section 7 - Exchange Rates

Covers exchange rate developments, including major currencies such as the US dollar, Euro, Pound sterling, Japanese yen, and others.

Section 8 - Global Comparative Data

Offers comparative data on capital markets across different regions and countries.

Key Features

Comprehensive Data: The package includes data from over 40 stock exchanges and 40 countries, spanning 27 years (1992–2018).
Visual Representation: Each table is accompanied by a figure, providing a visual overview of trends and developments.
User-Friendly Navigation: The package is designed with an intuitive interface, making it easy to explore and understand the data.
Data Sources: Information is compiled from reputable sources such as the World Federation of Exchanges (WFE), FESE, BIS, ECB, EFAMA, OECD, Eurostat, IMF, and the World Bank.

Additional Information

The ECMI Statistical Package is published by the European Capital Markets Institute (ECMI), which conducts in-depth research to support policy-making and academic discourse on capital markets.
ECMI facilitates interaction among market participants, policymakers, and academics through various outputs such as commentaries, policy briefs, working papers, and conferences.
The package is available for purchase by non-members via the CEPS online bookshop.
For more information, contact: Beatrix Pozo Pérez at beatrix.pozo@ceps.eu.

Conclusion

The 2019 ECMI Statistical Package is a vital tool for understanding the evolution and current state of European and global capital markets. By consolidating data from multiple sources and presenting it in a structured, visual, and accessible format, it supports informed decision-making and analysis across various stakeholders.

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