Pilot Project on Concentration and Distribution Measures for a Selected Set of Financial Soundness Indicators /

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 distr...

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Bibliographic Details
Main Author: Crowley, Joseph
Other Authors: Koukpamou, Plapa, Loukoianova, Elena, Mialou, Andre
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2016.
Series:IMF Working Papers; Working Paper ; No. 2016/026
Subjects:
Online Access:Full text available on IMF