Quantitative Assessment of the Financial Sector: An Integrated Approach
Electronic Access:
Free Download. Use the free Adobe Acrobat Reader to view this PDF file
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.
Series:
Working Paper No. 2004/153
Subject:
Banking Economic sectors Financial sector Financial Sector Assessment Program Financial sector policy and analysis Financial sector stability Financial soundness indicators Stress testing
English
Publication Date:
August 1, 2004
ISBN/ISSN:
9781451857184/1018-5941
Stock No:
WPIEA1532004
Pages:
26
Please address any questions about this title to publications@imf.org