It is a crucial aspect of macroprudential surveillance, as we see it in Europe, that the macrofinancial analysts receive all the information relevant for them to do their job. From my point of view, four aspects stand out: 1. Data requests must be analytically driven. 2. Micro and macro-views should be reconcilable. 3. Single entity and consolidated data are equally important. 4.
The Data gaps issue needs to stay on top of the agenda. 2  The significance of macroprudential surveillance  There is, more than ever, a strong case for mutual understanding and close ex ante coordination, because in recent years we have witnessed nothing less than a significant change in the paradigm of macroprudential surveillance. Three steps can be distinguished.