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  • 标题:The ECB and IMF indicators for the macro-prudential analysis of the banking sector: a comparison of the two approaches
  • 本地全文:下载
  • 作者:Anna Maria Agresti ; Patrizia Baudino ; Paolo Poloni
  • 期刊名称:Euro Area Balance of Payments and International Investment Position Statistics
  • 印刷版ISSN:1830-3420
  • 电子版ISSN:1830-3439
  • 出版年度:2008
  • 卷号:1
  • 出版社:European Central Bank
  • 摘要:In January 2007 the International Monetary Fund (IMF) published, on an ad hoc basis, a series of fi nancial soundness indicators (FSIs) based on a common methodology (the IMF compilation Guide) for 62 countries, including all 27 European Union countries. The European Central Bank (ECB), jointly with the Banking Supervision Committee (BSC), has an interest in monitoring the development of this IMF initiative in the context of its own work on compiling macro-prudential indicators (MPIs). The aim of this paper is to identify the main similarities and differences between the FSIs and the MPIs for national banking sectors, as the overlap between MPIs and FSIs in this sub-set is greatest. As a result of the recently issued amendments to the IMF compilation Guide for FSIs, some key methodological differences between the two approaches have been eliminated and it is therefore expected that the fi gures published by the two institutions will soon converge. The paper concludes with an investigation of the few other areas where the remaining differences could potentially be narrowed.
  • 关键词:Macro-prudential indicators (MPIs);fi nancial soundness indicators (FSIs); fi nancial;stability statistics
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