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...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Pietrzak, Marcin
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2021.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2021/197
Schlagworte:
Online Zugang:Full text available on IMF
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520 3 |a 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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650 7 |a Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook  |2 imf 
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