Quantitative Assessment of the Financial Sector: An Integrated Approach

August 1, 2004

Preview Citation

Format: Chicago

Rupert D Worrell. Quantitative Assessment of the Financial Sector: An Integrated Approach, (USA: International Monetary Fund, 2004) accessed June 12, 2025

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.

Subject: Banking, Economic sectors, Financial sector, Financial Sector Assessment Program, Financial sector policy and analysis, Financial sector stability, Financial soundness indicators, Stress testing

Keywords: Balance sheet adjustment, BIS volume, Credit quality, Discriminant analysis, Early warning systems, Exchange rate crisis, Financial assessment, Financial indicators, Financial institution, Financial institution failure, Financial institution forecast, Financial sector, Financial Sector Assessment Program, Financial sector stability, Financial soundness indicators, Financial system analysis, Financial system risk, Financial system weakness, Forecast balance sheet variable, Global, Interest rate change, Macroeconomic forecast, Macroeconomic model, Profit and loss, Stress testing, WP

Publication Details

Pages:

26
Volume:

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DOI:

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Issue:

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Series:

Working Paper No. 2004/153
Stock No:

WPIEA1532004
ISBN:

9781451857184
ISSN:

1018-5941

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