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Quantitative Assessment of the Financial Sector: An Integrated Approach
Author:
Mr. Rupert D Worrell
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Series:
IMF Working Papers
Volume/Issue:
Volume 2004: Issue 153
Language:
English
Publication Date:
01 Aug 2004
DOI:
https://doi.org/10.5089/9781451857184.001
ISBN:
9781451857184
ISSN:
1018-5941
Pages:
26
Keywords:
WP; financial institution; financial institution forecast; balance sheet adjustment; forecast balance sheet variable; profit and loss; Financial assessment; financial indicators; early warning systems; BIS volume; exchange rate crisis; discriminant analysis; financial system risk; macroeconomic forecast; financial institution failure; interest rate change; credit quality; financial system weakness; macroeconomic model; financial system analysis; Stress testing; Financial sector; Financial soundness indicators; Financial Sector Assessment Program; Financial sector stability; Global
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IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.
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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.
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Cover IMF Working Papers
IMF Working Papers
ISSN:
1018-5941
Publisher:
International Monetary Fund