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Author : International Monetary Fund
Publisher : International Monetary Fund
Page : 48 pages
File Size : 50,8 Mb
Release : 2013-11-14
Category : Business & Economics
ISBN : 9781498341080
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Author : International Monetary Fund
Publisher : International Monetary Fund
Page : 24 pages
File Size : 52,5 Mb
Release : 2013-11-14
Category : Business & Economics
ISBN : 9781498341097
The purpose of this paper is to inform Executive Directors on the outcomes of consultations conducted by the IMF’s Statistics Department (STA) on revising the current list of FSIs in response to the global financial crisis and the adoption of a new regulatory framework under the Basel III Accord. In addition, the G-20 Data Gaps Initiative calls on the IMF to review the FSI list (Recommendation no. 2). STA has undertaken these consultations in close collaboration with a broad-based group of national and international experts, international standard setting bodies, IMF’s relevant departments and all FSI-reporting countries and concerned international organizations
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 : 47,8 Mb
Release : 2003-05-14
Category : Business & Economics
ISBN : 9781498329477
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Author : International Monetary Fund
Publisher : International Monetary Fund
Page : 81 pages
File Size : 43,6 Mb
Release : 2007-10-18
Category : Business & Economics
ISBN : 9781498333252
This is the companion background paper to the staff report on Financial Soundness Indicators (FSIs): Experience with the Coordinated Compilation Exercise and Next Steps. It provides detailed information on the modalities of the Coordinated Compilation Exercise (CCE), the experience with the CCE, the issues that arose in that exercise regarding the compilation methodology in the Financial Soundness Indicators: Compilation Guide (Guide), and the matters that were taken into account in considering the specific amendments to the Guide, presented in the staff report.
Author : International Monetary Fund
Publisher : International Monetary Fund
Page : 26 pages
File Size : 52,9 Mb
Release : 2007-10-18
Category : Business & Economics
ISBN : 9781498333245
Overview. This paper reports on the experience with the work program on Financial Soundness Indicators (FSIs) and offers proposals for taking forward the work on FSIs. The work program aimed at (i) increasing member countries’ FSI compilation capacity and supporting their compilation efforts; (ii) expanding reporting and analysis of FSIs in the work of the Fund; and (iii) undertaking further analytical work on FSIs. In this context, a Coordinated Compilation Exercise (CCE) for FSIs was conducted, and experience was gained with the use of FSIs in Article IV surveillance, the Financial Sector Assessment Program (FSAP), and the interdepartmental Vulnerability Exercise (VE). The paper proposes that the Fund aintains an ongoing role in collecting and disseminating FSIs.
Author : International Monetary Fund. Statistics Dept.
Publisher : International Monetary Fund
Page : 218 pages
File Size : 48,9 Mb
Release : 2019-12-27
Category : Business & Economics
ISBN : 9781513510941
The 2019 Financial Soundness Indicators Compilation Guide (2019 Guide) includes new indicators to expand the coverage of the financial sector, including other financial intermediaries, money market funds, insurance corporations, pension funds, nonfinancial corporations, and households. In all, the 2019 Guide recommends the compilation of 50 FSIs—13 of them new. Additions such as new capital, liquidity and asset quality metrics, and concentration and distribution measures will serve to enhance the forward-looking aspect of FSIs and contribute to increase policy focus on stability of the financial system.
Author : Matias Costa Navajas,Aaron Thegeya
Publisher : International Monetary Fund
Page : 38 pages
File Size : 40,7 Mb
Release : 2013-12-23
Category : Business & Economics
ISBN : 9781484327616
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.
Author : Asian Development Bank
Publisher : Asian Development Bank
Page : 132 pages
File Size : 46,7 Mb
Release : 2015-09-01
Category : Business & Economics
ISBN : 9789292570866
The development and analysis of financial soundness indicators help policy makers identify the strengths and vulnerabilities in their countries' financial systems and take preventive action to avert a crisis or at least minimize its effects. This publication presents the country-case studies for Bangladesh, Georgia, and Viet Nam focusing on the growing evidences in the development of financial soundness indicators to effectively monitor the financial performance of the country. With the support from Investment Climate Facilitation Fund under the Regional Cooperation and Integration Financing Facility, the tales of three countries shows the diverse financial vulnerabilities of each economy. For example, Georgia and Viet Nam have met capital adequacy standards but Bangladesh has faltered in this aspect for it requires an injection of capital into state-owned commercial banks that is contingent upon improved governance. On the other hand, Georgia and Viet Nam could have been more susceptible to global economic crises than Bangladesh. A significant amount of public and private debt in Georgia is denominated in foreign currency while Viet Nam's economic openness---largely because of rapid economic integration in East Asia---has made it vulnerable to global economic slowdowns.
Author : Joseph Crowley,Plapa Koukpamou,Ms.Elena Loukoianova,André Mialou
Publisher : International Monetary Fund
Page : 25 pages
File Size : 47,9 Mb
Release : 2016-02-12
Category : Business & Economics
ISBN : 9781498337182
This paper reports the main findings of a pilot project launched in July 2014 by the IMF’s Statistics Department to test augmenting the IMF’s financial soundness indicators (FSIs) with concentration and distribution measures (CDMs) to capture tail risks, concentrations, variations in distributions, and the volatility of indicators over time that simple averages can miss. Volunteer participants reported a trial set of CDMs to assess analytical usefulness and identify concerns such as confidentiality and reporting burden. The results of the pilot suggests that CDMs can help detect financial sector risks, justifying the additional reporting burden but that further input from participating countries and potential data users should be sought; indeed further refinement of the reporting requirements and the CDMs themselves may be needed.
Author : International Monetary Fund
Publisher : International Monetary Fund
Page : 302 pages
File Size : 52,9 Mb
Release : 2006-04-04
Category : Business & Economics
ISBN : 9781589063853
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.
Author : International Monetary Fund
Publisher : International Monetary Fund
Page : 129 pages
File Size : 46,6 Mb
Release : 2014-07-11
Category : Business & Economics
ISBN : 9781498342605
This note covers considerations that can guide the staff’s policy advice on the use of a broad range of macroprudential tools. It discusses the transmission and likely effectiveness of these tools in mitigating systemic risks and the set of indicators that can be used in surveillance to assess the need for changes in macroprudential policy settings. This note is a supplement to the Staff Guidance Note on Macroprudential Policy.
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 : 48,5 Mb
Release : 2000-04-15
Category : Business & Economics
ISBN : 1557758913
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.
Author : Nigel Davies,Richard Podpiera,Mr.Udaibir S. Das
Publisher : International Monetary Fund
Page : 45 pages
File Size : 45,9 Mb
Release : 2003-07-01
Category : Business & Economics
ISBN : 9781451856002
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.
Author : International Monetary Fund. Monetary and Capital Markets Department
Publisher : International Monetary Fund
Page : 94 pages
File Size : 54,9 Mb
Release : 2012-04-18
Category : Business & Economics
ISBN : 9781616352479
The April 2012 Global Financial Stability Report assesses changes in risks to financial stability over the past six months, focusing on sovereign vulnerabilities, risks stemming from private sector deleveraging, and assessing the continued resilience of emerging markets. The report probes the implications of recent reforms in the financial system for market perception of safe assets, and investigates the growing public and private costs of increased longevity risk from aging populations.
Author : International Monetary Fund. Fiscal Affairs Dept.,International Monetary Fund. Monetary and Capital Markets Department
Publisher : International Monetary Fund
Page : 64 pages
File Size : 45,9 Mb
Release : 2013-10-06
Category : Business & Economics
ISBN : 9781498341714
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.
