Elena Kabatchenko, ekn@nationalbanken.dk og Ulrik Eltang Høgh, ueh@nationalbanken.dk

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The Danish market for Structured Debt Securities has increased rapidly over the last ten years and have become especially popular among private investors. However, these securities received substantial criticism in e.g. Danish business press for their complexity, non-transparency of their characteristics and overpricing.

High-quality statistics on Danish Structured Debt Securities can be expected to contribute to increase the transparency of the market, but the complexity of the products makes designing this statistics a non-trivial task. Due to the heterogeneity of Structured Debt Securities markets across European countries it is even more challenging to develop statistics, which will be able to span multiple markets.

In this paper we describe development of Structured Debt Securities in different European countries, and discuss what implications this product diversity can have in regards to designing common European statistics on the area. Furthermore we present the recently developed statistics on Structured Bonds in Denmark and show analytical potential in the data.