Virtual : Financial Soundness Indicators (FSI)
Source details
- Canonical URL
- Virtual : Financial Soundness Indicators (FSI)
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Bibliographic details
- Session: JV 21.04V
- Location: Vienna, Austria
- Dates: February 1-4, 2021 (1 week)
- Delivery method: Virtual Training
- Primary language: English
- Interpretation language: Russian
- Status: Deadline passed
Target audience and qualifications
- Target audience:
- Officials at central banks and supervisory agencies for the financial sector who are involved in the collection, compilation, and analysis of financial soundness indicators.
- Qualifications:
- Participants are expected to have a degree in economics or statistics, or equivalent experience.
Course description — scope and content
- Presented by the Statistics Department.
- Purpose:
- Acquaints participants with the fundamentals of compiling and using financial soundness indicators (FSIs) in support of macroprudential analysis.
- Methodological basis:
- Covers methodological and technical issues in the construction of FSIs, as discussed in the 2019 Financial Soundness Indicators Compilation Guide (2019 FSI Guide).
- Topics and instructional methods:
- Lectures and workshops on:
- Institutional sectors.
- Consolidation bases and adjustments for FSIs.
- Regulatory framework for deposit takers.
- Accounting principles and sectoral financial statements for FSIs.
- Core and additional FSIs for deposit takers, other financial corporations, and other sectors.
- Financial sector surveillance and FSIs.
- Macroprudential analysis and FSIs.
- Hands-on exercises where participants work in groups to resolve practical questions of:
- Classification of financial institutional units.
- Construction of different reporting populations for FSIs according to different consolidation bases.
- Calculation of Basel solvency and liquidity ratios.
- Production of sectoral financial statements and FSIs for deposit takers.
- Use of FSIs for financial sector surveillance.
- Introduction of templates for use in the regular reporting of FSI data and metadata to the IMF.
- Guidance in accessing and using the IMF database for FSI data and metadata.
Course objectives — learning outcomes
- Upon completion, participants should be able to:
- Compile FSIs in accordance with the methodology of the 2019 FSI Guide, using source data obtained from sectoral financial statements and supervisory report forms.
- Calculate FSIs using different consolidation bases and interpret the different results obtained.
- Prepare or update FSI metadata, including information about key aspects of the conceptual framework used to prepare source data and the FSI compilation practices.
- Analyze and interpret FSIs compiled for the financial sector and their use in financial sector supervision and macroprudential policy.
References