Financial Soundness Indicators And The Characteristics Of Financial Cycles
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Financial Soundness Indicators And The Characteristics Of Financial Cycles
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Author : Ms.Natasha Xingyuan Che
language : en
Publisher: International Monetary Fund
Release Date : 2014-01-27
Financial Soundness Indicators And The Characteristics Of Financial Cycles written by Ms.Natasha Xingyuan Che and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-27 with Business & Economics categories.
Better “financial soundness” of banks could help mitigate the volatility of financial cycles by reducing banks’ risk exposure. But trying to improve financial soundness in the midst of a downturn can do the opposite—further aggravating the contraction of credit. Consistent with this notion, the paper found that better initial scores in certain financial soundness indicators (FSIs) are associated with milder and shorter downturns; and improving FSIs during a downturn worsens the shrinkage of credit and amplifies the cycle. In this context, our results suggest that policy makers should be mindful about the timing of regulating changes in banks’ FSIs.
Macroeconomic And Financial Soundness Indicators
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Author : Rita Babihuga
language : en
Publisher: International Monetary Fund
Release Date : 2007-05
Macroeconomic And Financial Soundness Indicators written by Rita Babihuga and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-05 with Business & Economics categories.
This paper analyzes the relationship between selected macroeconomic and financial soundness indicators (FSIs) using a newly assembled panel dataset of FSIs for 96 countries covering the period 1998-2005. The analysis covers key macroeconomic indicators and FSIs of capital adequacy, asset quality and profitability. The paper finds that FSIs fluctuate strongly with both the business cycle and the inflation rate. Short term interest rates and the real exchange rate also emerge as important determinants. There is also a considerable degree of heterogeneity in the relationship between macroeconomic indicators and FSIs across the sample of countries. Several country and industry specific characteristics including country income levels, financial depth, market concentration, and the quality of regulatory supervision are found to be significant in explaining this cross country heterogeneity.
Financial Soundness Indicators And The Characteristics Of Financial Cycles
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Author : Ms.Natasha Xingyuan Che
language : en
Publisher: International Monetary Fund
Release Date : 2014-01-27
Financial Soundness Indicators And The Characteristics Of Financial Cycles written by Ms.Natasha Xingyuan Che and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-27 with Business & Economics categories.
Better “financial soundness” of banks could help mitigate the volatility of financial cycles by reducing banks’ risk exposure. But trying to improve financial soundness in the midst of a downturn can do the opposite—further aggravating the contraction of credit. Consistent with this notion, the paper found that better initial scores in certain financial soundness indicators (FSIs) are associated with milder and shorter downturns; and improving FSIs during a downturn worsens the shrinkage of credit and amplifies the cycle. In this context, our results suggest that policy makers should be mindful about the timing of regulating changes in banks’ FSIs.
Financial Soundness Indicators
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Author : International Monetary Fund
language : en
Publisher: International Monetary Fund
Release Date : 2006-04-04
Financial Soundness Indicators written by International Monetary Fund and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-04-04 with Business & Economics categories.
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.
Financial Soundness Indicators And Banking Crises
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Author : Matias Costa Navajas
language : en
Publisher: International Monetary Fund
Release Date : 2013-12-23
Financial Soundness Indicators And Banking Crises written by Matias Costa Navajas and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-23 with Business & Economics categories.
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.
Draft Compilation Guide On Financial Soundness Indicators
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Author : International Monetary Fund
language : en
Publisher: International Monetary Fund
Release Date : 2003-03-13
Draft Compilation Guide On Financial Soundness Indicators written by International Monetary Fund and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-03-13 with Business & Economics categories.
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Financial Cycles Early Warning Indicators Of Banking Crises
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Author : Ms. Sally Chen
language : en
Publisher: International Monetary Fund
Release Date : 2021-04-29
Financial Cycles Early Warning Indicators Of Banking Crises written by Ms. Sally Chen and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-04-29 with Business & Economics categories.
Can the upturns and downturns in financial variables serve as early warning indicators of banking crises? Using data from 59 advanced and emerging economies, we show that financial overheating can be detected in real time. Equity prices and output gap are the best leading indicators in advanced markets; in emerging markets, these are equity and property prices and credit gap. Moreover, aggregating this information flags financial crisis many years before the crisis. Lastly, we find that the length of financial cycles is of medium-term frequency, calling into question the longer frequency widely used in the estimation of countercyclical capital buffers.
Mitigating The Deadly Embrace In Financial Cycles
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Author : Mr.Jaromir Benes
language : en
Publisher: International Monetary Fund
Release Date : 2016-04-12
Mitigating The Deadly Embrace In Financial Cycles written by Mr.Jaromir Benes and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-04-12 with Business & Economics categories.
This paper presents a new version of MAPMOD (Mark II) to study the effectiveness of macroprudential regulations. We extend the original model by explicitly modeling the housing market. We show how household demand for housing, house prices, and bank mortgages are intertwined in what we call a deadly embrace. Without macroprudential policies, this deadly embrace naturally leads to housing boom and bust cycles, which can be very costly for the economy, as shown by the Global Financial Crisis of 2008-09.
Financial Soundness Indicators
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Author : Vasudevan Sundararajan
language : en
Publisher:
Release Date : 2002
Financial Soundness Indicators written by Vasudevan Sundararajan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Bank examination categories.
This paper discusses recent advances in the development of indicators to assess the strengths and vulnerabilities of financial systems, in order to support the ongoing efforts of national authorities and private institutions worldwide to monitor financial system soundness. It also considers the use of such indicators in the operational work of the IMF, and identifies significant gaps in knowledge and directions for future work.
Financial Soundness Indicators
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Author :
language : ru
Publisher: International Monetary Fund
Release Date : 2007-10-09
Financial Soundness Indicators written by and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-10-09 with Business & Economics categories.
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.