Can Financial Soundness Indicators Help Predict Financial Sector Distress? /

This paper shows how the role of Financial Soundness Indicators (FSIs) in financial surveillance can be usefully enhanced. Drawing from different statistical techniques, the paper illustrates that FSIs generate signals that can accurately detect, with 4 to 12 quarters lead, emerging financial distre...

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Detalhes bibliográficos
Autor principal: Pietrzak, Marcin
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2021.
coleção:IMF Working Papers; Working Paper ; No. 2021/197
Assuntos:
Acesso em linha:Full text available on IMF