Pilot Project On Concentration And Distribution Measures For A Selected Set Of Financial Soundness Indicators
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Pilot Project On Concentration And Distribution Measures For A Selected Set Of Financial Soundness Indicators
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Author : Joseph Crowley
language : en
Publisher: International Monetary Fund
Release Date : 2016-02-12
Pilot Project On Concentration And Distribution Measures For A Selected Set Of Financial Soundness Indicators written by Joseph Crowley 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 2016-02-12 with Business & Economics categories.
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.
Pilot Project On Concentration And Distribution Measures For A Selected Set Of Financial Soundness Indicators
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Author : Joseph Crowley
language : en
Publisher:
Release Date : 2016
Pilot Project On Concentration And Distribution Measures For A Selected Set Of Financial Soundness Indicators written by Joseph Crowley and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with categories.
Modifications To The Current List Of Financial Soundness Indicators
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Author : International Monetary Fund
language : en
Publisher: International Monetary Fund
Release Date : 2013-11-14
Modifications To The Current List Of 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 2013-11-14 with Business & Economics categories.
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
G 20 Data Gaps Initiative Ii
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Author : Mr.Robert M. Heath
language : en
Publisher: International Monetary Fund
Release Date : 2016-03-01
G 20 Data Gaps Initiative Ii written by Mr.Robert M. Heath 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 2016-03-01 with Business & Economics categories.
The G-20 Data Gaps Initiative (DGI), which aimed at addressing the information needs that were revealed by the 2007/2008 global financial crisis, concluded its first phase and started a second phase (DGI-2) with the endorsement of G-20 Finance Ministers and Central Bank Governors in September 2015. The DGI-2 recommendations maintain the continuity of DGI-1 but reflecting the evolving policy needs focus more on datasets that support the monitoring of risks in the financial sector and the analysis of the inter-linkages across the economic and financial systems. The paper presents the DGI as an overarching initiative, bringing together various statistical frameworks for a complete picture of the economic and financial system to support the work of policy makers.
Financial Soundness Indicators Compilation Guide 2019
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Author : International Monetary Fund. Statistics Dept.
language : en
Publisher: International Monetary Fund
Release Date : 2019-12-27
Financial Soundness Indicators Compilation Guide 2019 written by International Monetary Fund. Statistics Dept. 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 2019-12-27 with Business & Economics categories.
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.
Financial Stability Analysis What Are The Data Needs
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Author : Mr.Robert M Heath
language : en
Publisher: International Monetary Fund
Release Date : 2017-07-10
Financial Stability Analysis What Are The Data Needs written by Mr.Robert M Heath 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 2017-07-10 with Business & Economics categories.
The growing incidences of financial crises and their damage to the economy has led policy makers to sharpen the focus on financial stability analysis (FSA), crisis prevention and management over the past 10–15 years. The statistical world has reacted with a number of initiatives, but does more need to be done? Taking a holistic view, based on a review of experiences of policy makers and analysts, this paper identifies common international threads in the data needed for FSA and suggests ways to address these. While there has been an encouragingly constructive response by statisticians, not least through the G-20 Data Gaps Initiative, more work is needed, including with regard to shadow banking, capital flows, corporate borrowing, and granular data. Further, to support FSA, the paper identifies potential enhancements to the conceptual advice in statistical manuals including with regard to foreign currency and remaining maturity.
Imf Research Bulletin March 2016
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Author : International Monetary Fund. Research Dept.
language : en
Publisher: International Monetary Fund
Release Date : 2016-04-06
Imf Research Bulletin March 2016 written by International Monetary Fund. Research Dept. 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 2016-04-06 with Business & Economics categories.
The IMF Research Bulletin includes listings of recent IMF Working Papers and Staff Discussion Notes. The research summaries in this issue are “Explaining the Recent Slump in Investment” (Mathieu Bussiere, Laurent Ferrara, and Juliana Milovich) and “The Quest for Stability in the Housing Markets” (Hites Ahir). The Q&A column reviews “Seven Questions on Estimating Monetary Transmission Mechanism in Low-Income Countries” (Bin Grace Li, Christopher Adam, and Andrew Berg). Also included in this issue are updates on the IMF’s official journal, the IMF Economic Review, and recommended readings from IMF Publications.
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.
Insurance And Issues In Financial Soundness
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Author : Nigel Davies
language : en
Publisher: International Monetary Fund
Release Date : 2003-07-01
Insurance And Issues In Financial Soundness written by Nigel Davies 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 2003-07-01 with Business & Economics categories.
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.
A New Heuristic Measure Of Fragility And Tail Risks
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Author : Mr.Nassim N. Taleb
language : en
Publisher: International Monetary Fund
Release Date : 2012-08-01
A New Heuristic Measure Of Fragility And Tail Risks written by Mr.Nassim N. Taleb 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 2012-08-01 with Business & Economics categories.
This paper presents a simple heuristic measure of tail risk, which is applied to individual bank stress tests and to public debt. Stress testing can be seen as a first order test of the level of potential negative outcomes in response to tail shocks. However, the results of stress testing can be misleading in the presence of model error and the uncertainty attending parameters and their estimation. The heuristic can be seen as a second order stress test to detect nonlinearities in the tails that can lead to fragility, i.e., provide additional information on the robustness of stress tests. It also shows how the measure can be used to assess the robustness of public debt forecasts, an important issue in many countries. The heuristic measure outlined here can be used in a variety of situations to ascertain an ordinal ranking of fragility to tail risks.