Financial soundness indicators: analytical aspects and country practices
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
Washington, DC
Internat. Monetary Fund
2002
|
| Series: | Occasional paper / International Monetary Fund
212 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | VIII, 111 S. graph. Darst. |
| ISBN: | 1589060865 |
Staff View
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Record in the Search Index
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| adam_text | Contents
Preface vii
List of Abbreviations viii
I Overview I
Part I. Selected Analytical Aspects
II Indicators for Macroprudential Analysis 7
The Macroprudential Framework 7
FSIs in the Context of the FSAP 8
Qualitative Aspects 9
III Banking System 13
Bank Behavior and Vulnerabilities 13
Banking Indicators 15
IV Other Sectors and Markets 23
Nonbank Financial Intermediaries 23
Corporate Sector 24
Household Sector 28
Real Estate Markets 29
V Stress Testing of Financial Systems 35
Defining System Wide Stress Tests 35
Measurement Techniques 38
Part II. Country Practices
VI The IMF Survey on FSIs 45
Introduction 45
Response to the Survey 46
VII Usefulness of FSIs 48
FSIs by Usefulness Group 48
Additional FSIs Identified by Respondents 49
VIII Compilation and Dissemination Practices 52
Compilation and Dissemination of FSIs and Their Components 52
Periodicity 56
Accounting, Regulatory, and Statistical Issues 56
IX Analytical Frameworks and Research 61
Macroprudential Research 61
Coverage of Financial Institutions 61
Norms, Benchmarks, and Thresholds 63
Presentation 64
Composite Measures 64
Business Surveys 65
X Concluding Remarks 66
Identification of Core and Encouraged Sets of FSIs 66
Directions for Further Work 67
References 70
Appendices
I Explanation of FSI Terms 73
II Aggregation Issues 76
III Additional FSIs Identified by Respondents 78
IV Tables of Survey Results 79
V Survey on the Use, Compilation, and Dissemination of
Macroprudential Indicators 92
Boxes
1.1. Definitions 2
3.1. Basel Capital Adequacy Ratio 16
3.2. Valuation of Capital 17
4.1. Sectoral Balance Sheet Analysis 31
6.1. Structure of the Survey on FSIs 45
8.1. Compilation and Dissemination Practices 55
8.2. Country Practices on Nonperforming Loans 57
Tables
1.1. Financial Soundness Indicators 3
2.1. FSIs Used in Financial System Stability Assessments 10
3.1. Income Summary 20
4.1. Determinants of Corporate Vulnerabilities 25
4.2. Indicators for the Corporate Sector 27
4.3. Cash Flow Summary 28
4.4. Household Indicators Used in Norway, Sweden, and the
United Kingdom 30
4.5. Real Estate Indicators 33
5.1. Data Requirements for an Integrated VaR Analysis 40
6.1. Summary of the Responses by Type of Economy 46
6.2. Summary of the Responses by Indicator 46
7.1. Group I FSIs by Type of Economy 49
7.2. Group n FSIs by Type of Economy 50
7.3. Groups HI IV FSIs by Type of Economy 51
8.1. FSIs: Compilation and Dissemination Practices 53
8.2. Periodicity of FSIs 56
8.3. Valuation Practices Affecting FSIs by Data Source 59
10.1. Core Set of FSIs 67
10.2. Encouraged Set of FSIs 68
D
Figures
2.1. Components of Macroprudential Analysis 8
5.1. Decision Sequence for Stress Testing 36
7.1. Summary of the Usefulness of FSIs 48
9.1. Institutional Coverage of Analysis 62
9.2. Factors Used to Identify Key Subsectors 62
9.3. Presentation of FSIs 64
Appendix Tables
Al. 1. Explanation of FSI Terms 73
A4.1. FSIs for Which Components Are Extensively Compiled 79
A4.2. SDDS Subscribers: Compilation and Dissemination of FSIs
and Components 80
A4.3. Usefulness of FSIs by Type of User and Type of Economy 82
A4.4. Compilation and Dissemination of FSIs by Type of Economy 86
A5.1. MPI Survey—Part I (a): User Questionnaire 96
A5.2. MPI Survey—Part I (b): Supplementary Issues 98
A5.3. MPI Survey—Part II (a): Compilation and Dissemination
Questionnaire 100
A5.4. MPI Survey—Part II (b): Supplementary Issues 108
A5.5. MPI Survey—Part II (c): Valuation Issues 109
The following symbols have been used throughout this paper:
... to indicate that data are not available;
— to indicate that the figure is zero or less than half the final digit shown, or that the item
does not exist;
between years or months (e.g., 2000 01 or January June) to indicate the years or
months covered, including the beginning and ending years or months;
/ between years (e.g., 2000/01) to indicate a fiscal (financial) year.
Billion means a thousand million.
Minor discrepancies between constituent figures and totals are due to rounding.
The term country, as used in this paper, does not in all cases refer to a territorial entity that
is a state as understood by international law and practice; the term also covers some territorial
entities that are not states, but for which statistical data are maintained and provided interna¬
tionally on a separate and independent basis.
D
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| spelling | Financial soundness indicators analytical aspects and country practices V. Sundararajan ... Washington, DC Internat. Monetary Fund 2002 VIII, 111 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Occasional paper / International Monetary Fund 212 International Monetary Fund Bank examination Financial institutions Auditing Wirtschaftsindikator (DE-588)4249243-9 gnd rswk-swf Kreditwesen (DE-588)4032950-1 gnd rswk-swf Stabilität (DE-588)4056693-6 gnd rswk-swf Frühwarnsystem (DE-588)4123236-7 gnd rswk-swf Währungskrise (DE-588)4396352-3 gnd rswk-swf Währungskrise (DE-588)4396352-3 s Frühwarnsystem (DE-588)4123236-7 s DE-604 Wirtschaftsindikator (DE-588)4249243-9 s DE-188 Kreditwesen (DE-588)4032950-1 s Stabilität (DE-588)4056693-6 s Sundararajan, V. Sonstige oth International Monetary Fund Occasional paper 212 (DE-604)BV002597241 212 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009782523&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Financial soundness indicators analytical aspects and country practices International Monetary Fund Bank examination Financial institutions Auditing Wirtschaftsindikator (DE-588)4249243-9 gnd Kreditwesen (DE-588)4032950-1 gnd Stabilität (DE-588)4056693-6 gnd Frühwarnsystem (DE-588)4123236-7 gnd Währungskrise (DE-588)4396352-3 gnd |
| subject_GND | (DE-588)4249243-9 (DE-588)4032950-1 (DE-588)4056693-6 (DE-588)4123236-7 (DE-588)4396352-3 |
| title | Financial soundness indicators analytical aspects and country practices |
| title_auth | Financial soundness indicators analytical aspects and country practices |
| title_exact_search | Financial soundness indicators analytical aspects and country practices |
| title_full | Financial soundness indicators analytical aspects and country practices V. Sundararajan ... |
| title_fullStr | Financial soundness indicators analytical aspects and country practices V. Sundararajan ... |
| title_full_unstemmed | Financial soundness indicators analytical aspects and country practices V. Sundararajan ... |
| title_short | Financial soundness indicators |
| title_sort | financial soundness indicators analytical aspects and country practices |
| title_sub | analytical aspects and country practices |
| topic | International Monetary Fund Bank examination Financial institutions Auditing Wirtschaftsindikator (DE-588)4249243-9 gnd Kreditwesen (DE-588)4032950-1 gnd Stabilität (DE-588)4056693-6 gnd Frühwarnsystem (DE-588)4123236-7 gnd Währungskrise (DE-588)4396352-3 gnd |
| topic_facet | International Monetary Fund Bank examination Financial institutions Auditing Wirtschaftsindikator Kreditwesen Stabilität Frühwarnsystem Währungskrise |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009782523&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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