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Scope
Data presentation - Summary description

These statistics refer to the assets and liabilities of euro area pension funds (PFs) and the data currently cover end-of-quarter outstanding amounts and selected financial transactions.

Data presentation - Detailed description

This dataset presents statistics on the assets and liabilities of pension funds (PFs) which belong to the sector “pension funds (PFs)” in the European System of Accounts (ESA 2010). These statistics replace the non-harmonised euro area pension funds statistics that have been published by the ECB in the context of euro area insurance corporations and pension funds (ICPF) and data are available as of Q1 2016. The new pension funds statistics differ from the previously published statistics in terms of completeness and level of detail - a direct comparison of the new and old statistics is therefore not always possible. The previously published ICPF statistics are also available in the Statistical Data Warehouse for the reference periods Q1 2008 to Q2 2016.

Statistical population

PFs resident in the territory of a euro area Member State  form the reference reporting population

Reference area coverage

Euro area

Sector coverage

Pension funds belonging to the sector "pension funds (PFs)" in the ESA 2010

Methodological information
Source data type

The statistical requirements for pension funds (PFs) statistics are laid down in the Guideline of 4 April 2014 on monetary and financial statistics (ECB/2014/15) (as amended by Guideline ECB/2015/44), which defines the statistical standards on the type of information on PFs’ assets and liabilities that have to be compiled by the national central banks for the PF sector. These in turn report national aggregates to the ECB.

Time period

These statistics are available as of reference period Q1 2016 and replace the non-harmonised euro area pension funds statistics which have been published by the ECB in the context of euro area insurance corporations and pension funds (ICPF). ICPF data, including PFs data, are available for the reference periods Q1 2008 to Q2 2016.

Time period - collection

Quarterly

Frequency of data collection

Quarterly

Statistical concepts and definitions

For information about the naming convention (series key dimensions and metadata), refer to the PFB underlying DSD (ECB_ICPF1) maintained by the ECB.

Statistical unit

Balance sheet items of euro area pension funds.

Accounting conventions

Transactions are calculated on the basis of outstanding amounts (stocks) corrected for the effects of reclassifications and revaluations.

Statistical processing
Data compilation

Data are aggregated across the PF sector in each Member State by NCBs to derive national contributions to the euro area aggregated balance sheet of the PF sector.

No consolidation. Inter-PF positions are shown on the balance sheet.

All growth rate computations refer to an index of notional stocks, rather than to the stock data directly. This allows to present developments in the series free of the effects that non-transactions would have on the growth rate of stocks. The index of notional stocks is computed as a chain index I(t) = I(t-1)*[1+F(t)/S(t-1)], where F(t) are transactions during the period and S(t-1) are stocks at the end of the previous period. The index is computed in a way similar to that used in monetary financial institutions (MFI) statistics, on which more information is available in the  Technical Notes  to the Euro area statistics section of the ECB Statistical Bulletin.

Adjustment

Neither seasonally nor working-day adjusted

Data validation

Validation is based on the verification of balance sheet constraints, and on checks on the plausibility of developments at various levels of aggregation.

Data revision - policy

The revisions policy and procedures set by the ECB and the relevant NCB must be followed.

Administrative Information
Title

Pension Funds Assets and Liabilities

Data source

European Central Bank

Quality
Quality management

Quality is ensured by means of a comprehensive legal framework included in the Guideline ECB/2014/15 on monetary and financial statistics (recast).

Accuracy

Minimum standards for accuracy:

(a) the statistical information must be correct: all linear constraints must be fulfilled (e.g. assets and liabilities must balance, subtotals must add up to totals);

(b) reporting agents must be able to provide information on the developments implied by the transmitted data;

(c) the statistical information must be complete and must not contain continuous and structural gaps; existing gaps should be acknowledged, explained to the relevant NCB and, where applicable, bridged as soon as possible;

(d) reporting agents must follow the dimensions, rounding policy and decimals set by the relevant NCB for the technical transmission of the data.

Dissemination
Release policy

Publication approximately 12 weeks following the reference period.

Release policy - release calendar

See the release calendar for financial vehicle corporations statistics in the euro area on the ECB’s website.

Dissemination format

Statistical Data Warehouse (SDW) and ECB website

Technical Information
Catalog

Download the series catalogue containing a full list of series and associated metadata of the dataset PFB in CSV format (zipped)

Dataset last update
15 September 2021 10:00 CEST
Miscellaneous
Metadata last update
10 November 2022 11:04 CET