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Methodology for Measuring Derivatives at the Central Bank of Chile

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  • Valeria Orellana
  • Paulina Rodríguez

Abstract

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.

Suggested Citation

  • Valeria Orellana & Paulina Rodríguez, 2008. "Methodology for Measuring Derivatives at the Central Bank of Chile," Economic Statistics Series 68, Central Bank of Chile.
    • Handle: RePEc:chb:bcchee:68
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    File URL: https://si2.bcentral.cl/public/pdf/estudios-economicos-estadisticos/pdf/see68.pdf
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    Cited by:

    1. María Gabriela Acharán V. & Roberto Álvarez E. & José Miguel Villena M., 2010. "Crisis Financiera y Uso de Derivados Cambiarios en Empresas Exportadoras," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(3), pages 105-114, December.
    2. Luis A Opazo R, 2012. "Derivative market: the experience of Chile," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the workshop "Data requirements for monitoring derivative transactions", organised by the People's Bank of China and the Irving Fisher , volume 35, pages 12-19, Bank for International Settlements.
    3. International Monetary Fund, 2012. "Chile: Selected Issues," IMF Staff Country Reports 2012/266, International Monetary Fund.
    4. Gabriel Aparici & Pablo Furche & Fernando Sepúlveda & Catherine Tornel, 2013. "Mercado de Derivados y su Infraestructura: Aspectos Relevantes de la Discusión Internacional y su Aplicación en Chile," Economic Policy Papers Central Bank of Chile 45, Central Bank of Chile.
    5. María Gabriela Acharán V. & José Miguel Villena M., 2011. "Mercado cambiario 2000-2010: Comparación internacional de Chile," Economic Statistics Series 88, Central Bank of Chile.

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