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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Autor principal: Pietrzak, Marcin
Format: Revista
Idioma:English
Publicat: Washington, D.C. : International Monetary Fund, 2021.
Col·lecció:IMF Working Papers; Working Paper ; No. 2021/197
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Accés en línia:Full text available on IMF
Descripció
Sumari: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 distress-as measured by tight financial conditions.
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Descripció física:1 online resource (55 pages)
Format:Mode of access: Internet
ISSN:1018-5941
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