Quantitative Assessment of the Financial Sector : An Integrated Approach

Author/Editor:

Rupert D Worrell

Publication Date:

August 1, 2004

Electronic Access:

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Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate

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. 04/153

Subject:

English

Publication Date:

August 1, 2004

ISBN/ISSN:

9781451857184/1018-5941

Stock No:

WPIEA1532004

Price:

$15.00 (Academic Rate:$15.00)

Format:

Paper

Pages:

26

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