Can Financial Soundness Indicators Help Predict Financial Sector Distress?

This paper shows how the role of Financial Soundness Indicators (FSIs) in financial surveillance can be usefully enhanced. Drawing from different statistical techniques, the paper illustrates that FSIs generate signals that can accurately detect, with 4 to 12 quarters lead, emerging financial distress—as measured by tight financial conditions

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Year of publication:	[2022]
Authors:	Pietrzak, Marcin
Publisher:	[S.l.] : SSRN
Subject:	Finanzsektor \| Financial sector \| Prognoseverfahren \| Forecasting model \| Wirtschaftsindikator \| Economic indicator \| Bankenkrise \| Banking crisis \| Bankenaufsicht \| Banking supervision

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Extent:	1 Online-Ressource (55 p)
Series:	IMF Working Paper ; No. 2021/197
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1, 2021 erstellt
Other identifiers:	10.2139/ssrn.4026397 [DOI]
Classification:	C40 - Econometric and Statistical Methods: Special Topics. General ; E44 - Financial Markets and the Macroeconomy ; E60 - Macroeconomic Policy Formation, Macroeconomic Aspects of Public Finance, Macroeconomic Policy, and General Outlook. General ; G01 - Financial Crises ; G18 - Government Policy and Regulation ; G28 - Government Policy and Regulation ; G32 - Financing Policy; Capital and Ownership Structure
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013306766