Author : International Monetary Fund. Monetary and Financial Systems Dept.
Publisher : International Monetary Fund
Page : 91 pages
File Size : 44,6 MB
Release : 2003-05-14
Category : Business & Economics
ISBN : 1498329470
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Author : International Monetary Fund
Publisher : International Monetary Fund
Page : 48 pages
File Size : 50,22 MB
Release : 2013-11-14
Category : Business & Economics
ISBN : 149834108X
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Author : Internationaler Währungsfonds
Publisher :
Page : 0 pages
File Size : 36,49 MB
Release : 2013
Category :
ISBN :
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 numbers 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
Publisher : International Monetary Fund
Page : 81 pages
File Size : 19,25 MB
Release : 2007-10-18
Category : Business & Economics
ISBN : 1498333257
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 : 24 pages
File Size : 41,38 MB
Release : 2013-11-14
Category : Business & Economics
ISBN : 1498341098
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 : Internationaler Währungsfonds
Publisher :
Page : 0 pages
File Size : 29,53 MB
Release : 2007
Category :
ISBN :
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 : 43,84 MB
Release : 2007-10-18
Category : Business & Economics
ISBN : 1498333249
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
Publisher : International Monetary Fund
Page : 302 pages
File Size : 50,65 MB
Release : 2006-04-04
Category : Business & Economics
ISBN : 1589063856
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
Publisher : International Monetary Fund
Page : 69 pages
File Size : 42,26 MB
Release : 2021-05-28
Category : Business & Economics
ISBN : 151358412X
This paper reviews quantitative tools of financial stability assessments under the Financial Sector Assessment Program (FSAP). A key focus of FSAPs is on methodologies to gauge risks on a system-wide level and propose mitigating measures. Therefore, the paper concentrates on the main elements of the FSAP’s macroprudential stress testing framework:(i) the interaction among solvency, liquidity, and contagion risks in the banking sector, (ii) the assessment of the health of nonbank financial institutions (NBFIs), their interactions with banks and their impact on financial markets, (iii) the assessment of the health of nonfinancial sectors and their links to the financial sector, and (iv) macroprudential policy analysis. The paper also reviews recent improvements in microprudential bank solvency stress testing—an important foundation for the macroprudential stress testing framework—and discusses new tools for emerging risks (climate change, fintech, and cyber).
Author : Ms.TengTeng Xu
Publisher : International Monetary Fund
Page : 54 pages
File Size : 47,59 MB
Release : 2019-01-11
Category : Business & Economics
ISBN : 1484393805
We analyze how bank profitability impacts financial stability from both theoretical and empirical perspectives. We first develop a theoretical model of the relationship between bank profitability and financial stability by exploring the role of non-interest income and retail-oriented business models. We then conduct panel regression analysis to examine the empirical determinants of bank risks and profitability, and how the level and the source of bank profitability affect risks for 431 publicly traded banks (U.S., advanced Europe, and GSIBs) from 2004 to 2017. Results reveal that profitability is negatively associated with both a bank’s contribution to systemic risk and its idiosyncratic risk, and an over-reliance on non-interest income, wholesale funding and leverage is associated with higher risks. Low competition is associated with low idiosyncratic risk but a high contribution to systemic risk. Lastly, the problem loans ratio and the cost-to-income ratio are found to be key factors that influence bank profitability. The paper’s findings suggest that policy makers should strive to better understand the source of bank profitability, especially where there is an over-reliance on market-based non-interest income, leverage, and wholesale funding.
