Macroprudential Indicators Of Financial System Soundness

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Macroprudential Indicators of Financial System Soundness

Mr.Mahinder Singh Gill,Mr.Paul Louis Ceriel Hilbers,Mr.Alfredo Mario Leone,Mr.Owen Evens
Macroprudential Indicators of Financial System Soundness Book PDF

Author : Mr.Mahinder Singh Gill,Mr.Paul Louis Ceriel Hilbers,Mr.Alfredo Mario Leone,Mr.Owen Evens
Publisher : INTERNATIONAL MONETARY FUND
Page : 0 pages
File Size : 46,5 Mb
Release : 2000-04-15
Category : Business & Economics
ISBN : 1557758913

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Macroprudential Indicators of Financial System Soundness by Mr.Mahinder Singh Gill,Mr.Paul Louis Ceriel Hilbers,Mr.Alfredo Mario Leone,Mr.Owen Evens Pdf

Following the severe financial crises of the 1990s, identifying and assessing financial sector vulnerabilities has become a key priority of the international community. The costly disruptions in global markets underscored the need to establish a set of monitorable variables for evaluating strengths and weaknesses in financial institutions and to alert authorities of impending problems. These variables, indicators, of financial system health and stability known collectively as macroprudential indicators, are the subject of this Occasional Paper by the Monetary and Exchange Affairs Department and the Statistics Department. Macroprudential indicators take measures at both the level of aggregated financial institutions and at the macroeconomic level; financial crises often occur when weaknesses are identified in both. The authors provide a breakdown and explanations of these indicators and a review of the theoretical and empirical work done thus far. Work at other international and multilateral institutions is included as well as the experiences of several national central banks and supervisory agencies. This paper provides a valuable reference source of current knowledge about macroprudential indicators and issues related to their analysis, identification, measurement, and possible dissemination.

Financial Soundness Indicators

International Monetary Fund
Financial Soundness Indicators Book PDF

Author : International Monetary Fund
Publisher : International Monetary Fund
Page : 302 pages
File Size : 53,8 Mb
Release : 2006-04-04
Category : Business & Economics
ISBN : 9781589063853

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Financial Soundness Indicators by International Monetary Fund Pdf

Financial Soundness Indicators (FSIs) are measures that indicate the current financial health and soundness of a country's financial institutions, and their corporate and household counterparts. FSIs include both aggregated individual institution data and indicators that are representative of the markets in which the financial institutions operate. FSIs are calculated and disseminated for the purpose of supporting macroprudential analysis--the assessment and surveillance of the strengths and vulnerabilities of financial systems--with a view to strengthening financial stability and limiting the likelihood of financial crises. Financial Soundness Indicators: Compilation Guide is intended to give guidance on the concepts, sources, and compilation and dissemination techniques underlying FSIs; to encourage the use and cross-country comparison of these data; and, thereby, to support national and international surveillance of financial systems.

Availability of Financial Soundness Indicators

Mr.Graham L. Slack
Availability of Financial Soundness Indicators Book PDF

Author : Mr.Graham L. Slack
Publisher : International Monetary Fund
Page : 64 pages
File Size : 46,6 Mb
Release : 2003-03-01
Category : Computers
ISBN : 9781451847888

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Availability of Financial Soundness Indicators by Mr.Graham L. Slack Pdf

Because the wave of financial crises in recent years has spurred analysts' and policymakers' interest in monitoring the vulnerabilities of financial systems, the need for supporting data has increased. This paper presents survey results on the collection, compilation, and dissemination of data on a range of indicators of financial soundness in 100 countries. The paper distinguishes between the collection of financial soundness indicators for policymakers and their dissemination to the general public. It also explores the eagerness of national authorities to disseminate the information they collect and to what extent it relates to financial crisis experience.

Financial Soundness Indicators - Background Paper

International Monetary Fund. Monetary and Financial Systems Dept.,International Monetary Fund. Legal Dept.,International Monetary Fund. Statistics Dept.
Financial Soundness Indicators Background Paper Book PDF

Author : International Monetary Fund. Monetary and Financial Systems Dept.,International Monetary Fund. Legal Dept.,International Monetary Fund. Statistics Dept.
Publisher : International Monetary Fund
Page : 91 pages
File Size : 55,7 Mb
Release : 2003-05-14
Category : Business & Economics
ISBN : 9781498329477

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Financial Soundness Indicators - Background Paper by International Monetary Fund. Monetary and Financial Systems Dept.,International Monetary Fund. Legal Dept.,International Monetary Fund. Statistics Dept. Pdf

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Financial Soundness Indicators and Banking Crises

Matias Costa Navajas,Aaron Thegeya
Financial Soundness Indicators and Banking Crises Book PDF

Author : Matias Costa Navajas,Aaron Thegeya
Publisher : International Monetary Fund
Page : 38 pages
File Size : 46,8 Mb
Release : 2013-12-23
Category : Business & Economics
ISBN : 9781484327616

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Financial Soundness Indicators and Banking Crises by Matias Costa Navajas,Aaron Thegeya Pdf

The paper tests the effectiveness of financial soundness indicators (FSIs) as harbingers of banking crises, using multivariate logit models to see whether FSIs, broad macroeconomic indicators, and institutional indicators can indeed predict crisis occurrences. The analysis draws upon a data set of homogeneous indicators comparable across countries over the period 2005 to 2012, leveraging the IMF’s FSI database. Results indicate significant correlation between some FSIs and the occurrence of systemic banking crises, and suggest that some indicators are precursors to the occurrence of banking crises.

Canada

International Monetary Fund. Monetary and Capital Markets Department
Canada Book PDF

Author : International Monetary Fund. Monetary and Capital Markets Department
Publisher : International Monetary Fund
Page : 85 pages
File Size : 49,6 Mb
Release : 2019-06-24
Category : Business & Economics
ISBN : 9781498321112

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Canada by International Monetary Fund. Monetary and Capital Markets Department Pdf

This Financial System Stability Assessment paper discusses that Canada has enjoyed favorable macroeconomic outcomes over the past decades, and its vibrant financial system continues to grow robustly. However, macrofinancial vulnerabilities—notably, elevated household debt and housing market imbalances—remain substantial, posing financial stability concerns. Various parts of the financial system are directly exposed to the housing market and/or linked through housing finance. The financial system would be able to manage severe macrofinancial shocks. Major deposit-taking institutions would remain resilient, but mortgage insurers would need additional capital in a severe adverse scenario. Housing finance is broadly resilient, notwithstanding some weaknesses in the small non-prime mortgage lending segment. Although banks’ overall capital buffers are adequate, additional required capital for mortgage exposures, along with measures to increase risk-based differentiation in mortgage pricing, would be desirable. This would help ensure adequate through-the cycle buffers, improve mortgage risk-pricing, and limit procyclical effects induced by housing market corrections.

Ireland

International Monetary Fund. Monetary and Capital Markets Department
Ireland Book PDF

Author : International Monetary Fund. Monetary and Capital Markets Department
Publisher : International Monetary Fund
Page : 48 pages
File Size : 52,7 Mb
Release : 2016-07-28
Category : Business & Economics
ISBN : 9781475519310

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Ireland by International Monetary Fund. Monetary and Capital Markets Department Pdf

This paper discusses key findings of the Financial System Stability Assessment for Ireland. The Irish financial system has strengthened significantly since the crisis and undergone major structural changes. Important vulnerabilities in the banking system relate to the real-estate sector, some parts of the corporate sector, the sovereign, and funding in pound sterling. Pockets of weakness remain, notably among highly leveraged households and smaller domestic firms. Over the medium term, technological innovations and shifts in competitive pressures will throw up challenges to the profitability of both banks and nonbank financial institutions. The U.K. vote to leave the EU is also very likely to have negative effects on the Irish financial system.

Does Regulatory Governance Matter for Financial System Stability? An Empirical Analysis

Udaibir S. Das,Marc Quintyn,Kina Chenard
Does Regulatory Governance Matter for Financial System Stability An Empirical Analysis Book PDF

Author : Udaibir S. Das,Marc Quintyn,Kina Chenard
Publisher : International Monetary Fund
Page : 50 pages
File Size : 52,7 Mb
Release : 2004-05
Category : Business & Economics
ISBN : UCSD:31822032310591

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Does Regulatory Governance Matter for Financial System Stability? An Empirical Analysis by Udaibir S. Das,Marc Quintyn,Kina Chenard Pdf

This paper provides empirical evidence that the quality of regulatory governance-governance practices adopted by financial system regulators and supervisors-matters for financial system soundness. The paper constructs indices of financial system soundness and regulatory governance, based on country data collected from the Financial Sector Assessment Program (FSAP). Regression results indicate that regulatory governance has a significant influence on financial system soundness, along with variables reflecting macroeconomic conditions, the structure of the banking system, and the quality of political institutions and public sector governance. The results also indicate that good public sector governance amplifies the impact of regulatory governance on financial system soundness.

Key Aspects of Macroprudential Policy - Background Paper

International Monetary Fund. Fiscal Affairs Dept.,International Monetary Fund. Monetary and Capital Markets Department
Key Aspects of Macroprudential Policy Background Paper Book PDF

Author : International Monetary Fund. Fiscal Affairs Dept.,International Monetary Fund. Monetary and Capital Markets Department
Publisher : International Monetary Fund
Page : 64 pages
File Size : 50,8 Mb
Release : 2013-10-06
Category : Business & Economics
ISBN : 9781498341714

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Key Aspects of Macroprudential Policy - Background Paper by International Monetary Fund. Fiscal Affairs Dept.,International Monetary Fund. Monetary and Capital Markets Department Pdf

The countercyclical capital buffer (CCB) was proposed by the Basel committee to increase the resilience of the banking sector to negative shocks. The interactions between banking sector losses and the real economy highlight the importance of building a capital buffer in periods when systemic risks are rising. Basel III introduces a framework for a time-varying capital buffer on top of the minimum capital requirement and another time-invariant buffer (the conservation buffer). The CCB aims to make banks more resilient against imbalances in credit markets and thereby enhance medium-term prospects of the economy—in good times when system-wide risks are growing, the regulators could impose the CCB which would help the banks to withstand losses in bad times.

Macroprudential Policy Framework

Damodaran Krishnamurti,Yejin Carol Lee
Macroprudential Policy Framework Book PDF

Author : Damodaran Krishnamurti,Yejin Carol Lee
Publisher : World Bank Publications
Page : 75 pages
File Size : 55,6 Mb
Release : 2014-05-14
Category : Business & Economics
ISBN : 9781464800856

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Macroprudential Policy Framework by Damodaran Krishnamurti,Yejin Carol Lee Pdf

This publication aims to provide policy makers in emerging market and developing economies with inputs to better understand, envision, and implement a macroprudential policy framework. It presents the basic concepts, issues, and challenges, and encourages them to ask the right questions to design an optimal institutional framework,

Singapore: Financial System Stability Assessment

International Monetary Fund. Monetary and Capital Markets Department
Singapore Financial System Stability Assessment Book PDF

Author : International Monetary Fund. Monetary and Capital Markets Department
Publisher : International Monetary Fund
Page : 69 pages
File Size : 40,8 Mb
Release : 2013-11-14
Category : Business & Economics
ISBN : 9781475523416

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Singapore: Financial System Stability Assessment by International Monetary Fund. Monetary and Capital Markets Department Pdf

This paper discusses key findings of the Financial System Stability Assessment on Singapore. The Singapore financial system is highly developed, and well regulated and supervised. Singapore’s current regulation and supervision are among the best globally. The Monetary Authority of Singapore (MAS) oversees the entire financial system, and has the analytical and operational capabilities to do so effectively. Singapore is exposed to a broad array of domestic and global risks, especially in light of its interconnectedness with other financial centers. Stress tests suggest that these risks are manageable. This reflects the decisive macroprudential actions taken by MAS to address the threat of a bubble in the housing sector.

Insurance and Issues in Financial Soundness

Nigel Davies,Richard Podpiera,Mr.Udaibir S. Das
Insurance and Issues in Financial Soundness Book PDF

Author : Nigel Davies,Richard Podpiera,Mr.Udaibir S. Das
Publisher : International Monetary Fund
Page : 45 pages
File Size : 44,9 Mb
Release : 2003-07-01
Category : Business & Economics
ISBN : 9781451856002

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Insurance and Issues in Financial Soundness by Nigel Davies,Richard Podpiera,Mr.Udaibir S. Das Pdf

This paper explores insurance as a source of financial system vulnerability. It provides a brief overview of the insurance industry and reviews the risks it faces, as well as several recent failures of insurance companies that had systemic implications. Assimilation of banking-type activities by life insurers appears to be the key systemic vulnerability. Building on this experience and the experience gained under the FSAP, the paper proposes key indicators that should be compiled and used for surveillance of financial soundness of insurance companies and the insurance sector as a whole.

Bosnia and Herzegovina: Financial System Stability Assessment

International Monetary Fund. Monetary and Capital Markets Department
Bosnia and Herzegovina Financial System Stability Assessment Book PDF

Author : International Monetary Fund. Monetary and Capital Markets Department
Publisher : International Monetary Fund
Page : 70 pages
File Size : 43,7 Mb
Release : 2015-07-09
Category : Business & Economics
ISBN : 9781513580944

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Bosnia and Herzegovina: Financial System Stability Assessment by International Monetary Fund. Monetary and Capital Markets Department Pdf

This paper discusses key findings of the Financial System Stability Assessment on Bosnia and Herzegovina (BiH). Economic and financial activity in BiH remains stuck in a low gear since the global financial crisis, reflecting weak external demand, tighter funding conditions, and deep-seated structural issues. Aggregate solvency and liquidity indicators appear broadly sound, but significant pockets of vulnerability exist. The banking system is more than 80 percent foreign-owned banks. The average regulatory capital adequacy ratio exceeded 16 percent as of end 2014. Decisive and timely actions to deal with weak banks are critical for preserving financial stability.

Financial System Standards and Financial Stability

Mr.Dewitt Marston
Financial System Standards and Financial Stability Book PDF

Author : Mr.Dewitt Marston
Publisher : International Monetary Fund
Page : 36 pages
File Size : 52,6 Mb
Release : 2001-05-01
Category : Business & Economics
ISBN : 9781451964745

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Financial System Standards and Financial Stability by Mr.Dewitt Marston Pdf

The relationship between the observance of financial system standards and financial stability is complex owing to the multitude of macroeconomic and structural factors affecting stability. Therefore, assessments of standards in terms of technical criteria for compliance needs to be reinforced with additional information on other factors affecting risks in order to assess financial stability. Preliminary evidence from country data on observance of Basel Core Principles (BCPs) suggests that indicators of credit risk and bank soundness are primarily influenced by macroeconomic and macroprudential factors and that the direct influence of compliance with Basel Core Principles on credit risk and soundness is insignificant. BCP compliance could, however, influence risk and soundness indirectly through its influence on the impact of other macro variables.

Macroprudential Policy - An Organizing Framework - Background Paper

International Monetary Fund. Monetary and Capital Markets Department
Macroprudential Policy An Organizing Framework Background Paper Book PDF

Author : International Monetary Fund. Monetary and Capital Markets Department
Publisher : International Monetary Fund
Page : 33 pages
File Size : 53,9 Mb
Release : 2011-03-14
Category : Business & Economics
ISBN : 9781498339179

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Macroprudential Policy - An Organizing Framework - Background Paper by International Monetary Fund. Monetary and Capital Markets Department Pdf

MCM conducted a survey in December 2010 to take stock of international experiences with financial stability and the evolving macroprudential policy framework. The survey was designed to seek information in three broad areas: the institutional setup for macroprudential policy, the analytical approach to systemic risk monitoring, and the macroprudential policy toolkit. The survey was sent to 63 countries and the European Central Bank (ECB), including all countries in the G-20 and those subject to mandatory Financial Sector Assessment Programs (FSAPs). The target list is designed to cover a broad range of jurisdictions in all regions, but more weight is given to economies that are systemically important (see Annex for details). The response rate is 80 percent. This note provides a summary of the survey’s main findings.