Can Financial Soundness Indicators Help Predict Financial Sector Distress?
Author | : Marcin Pietrzak |
Publisher | : International Monetary Fund |
Total Pages | : 55 |
Release | : 2021-07-23 |
ISBN-10 | : 9781513593005 |
ISBN-13 | : 1513593005 |
Rating | : 4/5 (005 Downloads) |
Book Synopsis Can Financial Soundness Indicators Help Predict Financial Sector Distress? by : Marcin Pietrzak
Download or read book Can Financial Soundness Indicators Help Predict Financial Sector Distress? written by Marcin Pietrzak and published by International Monetary Fund. This book was released on 2021-07-23 with total page 55 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.