| Description |
1 online resource (19 pages) |
| Series |
IMF working paper ; no. 13/177 |
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IMF working paper ; no. 13/177.
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| Contents |
Cover; Abstract; Contents; I. Introduction; II. Data and Methodology; III. Application of the BHI and HEAT!; A. International Peer Group Example; B. Back-testing: Spain Case Study; IV. Main Caveats; V. Concluding Remarks; Figures; 1. G-SIBS: Heatmap of the BHI and Its Constituent Components by Systemic Bucket; 2. Spain: Consolidation of the Banking Sector; 3. Spain: Heatmap of the BHI for Selected Banks; 4. G-SIBS: Heatmaps of Liquidity Ratios by Definition vis-à-vis Government Debt Holdings; 5. G-SIBS: Heatmaps of the BHI by Database; Appendix; I. User Guide: Operating Instructions for HEAT! |
| Summary |
Developments during the global financial crisis have highlighted the importance of differentiating across financial systems and institutions. Assessments of financial stability have increasingly considered the characteristics of individual banks within a financial system, as well as those with significant international reach, to identify vulnerabilities and inform policy decisions. This paper proposes a simple measure of bank soundness, the Bank Health Index (BHI), to facilitate preliminary analyses of individual financial institutions relative to their peers. The evidence suggests that the BHI is useful for a first-pass identification of bank soundness conditions. Automated spreadsheet templates of the bank Health Assessment Tool (HEAT!) are provided for users with access to the BankScope, Bloomberg and/or SNL database(s) |
| Notes |
"August 2013." |
| Bibliography |
Includes bibliographical references |
| Subject |
Bank examination.
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Banks and banking.
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Bank examination
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Banks and banking
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| Form |
Electronic book
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| Author |
Jeasakul, Phakawa, author.
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Kwoh, Sarah, author.
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International Monetary Fund, issuing body.
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