次贷危机再一次暴露出在评估金融机构及系统稳定性方面所存在的巨大统计缺口,为此BIS、ECB和IMF制定并出台了金融市场统计领域的首部国际标准《证券统计手册》(HSS);相较而言,我国宏观金融市场统计体系发展同样滞后,与之相关的研究也亟待加强。鉴于此,本文选取金融市场宏观核算体系为对象进行研究。首先,对金融市场统计范围做出界定,着重把握其和货币与金融统计体系的关系;其次,联系HSS等国际核算准则最新进展对金融市场统计的主客体分类、测度方法及统计框架等作进一步分析;最后,综合前文分析并联系实际,就中国金融市场统计体系改革进行相应的思考。
One lesson reaffirmed in the recent financial crisis is that there is large deficiency of the information used in the assessment of financial institution and the financial system stability. Thereafter, BIS, ECB and IMF cooperatively issued the Handbook on Securities Statistics (HSS), the first global standard on securities statistics. These problems also exist in China' s financial market statistics, and the related study is rare. In this paper, firstly, we define the scope of financial market statistics, focusing on its connection with monetary and financial statistics. Secondly, we analyze the types, accounting rules, and presentation tables of HSS. Last but not least, this paper will give some advice on financial market statistics in China.