| Description |
1 online resource (25 pages) |
| Series |
IMF working paper, 2227-8885 ; WP/04/153 |
|
IMF working paper ; WP/04/153.
|
| Contents |
""Contents""; ""I. INTRODUCTION""; ""II. USE OF FINANCIAL SOUNDNESS INDICATORS""; ""A. Judgmental Use of FSIs""; ""B. Signaling Models""; ""C. Logit, Probit, and Discriminant Models""; ""D. Forecasts of Volatility""; ""III. STRESS TESTS""; ""A. Individual Shocks and Balance Sheet Adjustments""; ""B. Aggregate Shocks and Correlated Shocks""; ""C. Interbank Contagion""; ""D. Impact of Deterioration of Corporate and Household Balance Sheets""; ""IV. MODEL-BASED FINANCIAL FORECASTS""; ""A. Use of Macroeconomic Forecasts as Inputs""; ""B. Early Warning of Exchange Rate Crises"" |
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""V. QUANTITATIVE ASSESSMENT: AN INTEGRATED APPROACH""""A. Early Warning Systems for Financial Institution Failure (EWS-FI)""; ""B. Financial System or Financial Institution Forecasts""; ""C. Stress Tests""; ""D. Refinements""; ""E. Early Warning Systems for Exchange Market Pressure (EWS-ER)""; ""VI. CONCLUSION""; ""SELECTED FINANCIAL STABILITY REPORTS""; ""References"" |
| Summary |
This paper suggests a strategy designed to make best use of the available quantitative techniques of financial sector assessment. It incorporates early warning systems, financial sector forecasts, stress tests for systemically important financial institutions, interbank contagion analysis, and corporate and household financial indicators. It will seldom be possible to employ every one of these techniques, but the wider the range of methodologies used, the greater may be the insight into the strengths and vulnerabilities of the financial sector. The quantitative assessment is always complemented by a qualitative assessment, including reviews of relevant standards and codes |
| Notes |
"August 2004." |
|
At head of title: Monetary and Financial Systems Department |
| Bibliography |
Includes bibliographical references |
| Notes |
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212 MiAaHDL |
|
digitized 2010 HathiTrust Digital Library committed to preserve pda MiAaHDL |
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Print version record |
| Subject |
Risk management.
|
|
Financial crises
|
|
Credit -- Management.
|
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Risk Management
|
|
risk management.
|
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Credit -- Management
|
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Financial crises
|
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Risk management
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| Form |
Electronic book
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| Author |
International Monetary Fund. Monetary and Financial Systems Department, issuing body.
|
| ISBN |
1282026763 |
|
9781282026766 |
|
9781451902341 |
|
1451902344 |
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9781451857184 |
|
1451857187 |
| ISSN |
2227-8885 |
|
