Balance Sheet Analysis In Fund Surveillance
Download Balance Sheet Analysis In Fund Surveillance full books in PDF, epub, and Kindle. Read online free Balance Sheet Analysis In Fund Surveillance ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author | : International Monetary Fund |
Publisher | : International Monetary Fund |
Total Pages | : 50 |
Release | : 2015-12-06 |
Genre | : Business & Economics |
ISBN | : 1498344453 |
Balance sheets convey vital information about economic prospects and risks. Balance sheet analysis captures the role that financial frictions and mismatches play in creating fragility and amplifying shocks. This is key to understanding the macroeconomic outlook, identifying vulnerabilities, and tracing the transmission of potential shocks and policies. This paper reviews the use of balance sheet analysis in the Fund’s bilateral surveillance and introduces some practical examples of how it can be deepened. Recent evaluations of IMF surveillance––including the 2014 TSR––have emphasized the importance of strengthening balance sheet analysis and coverage of macro-financial issues. This paper is a first step that highlights useful examples of such analysis conducted by staff over the last decade, documents the data and tools that have been used, and mentions some limitations. In addition, it discusses recent improvements in the coverage and quality of balance sheet data through initiatives launched in the wake of the global crisis, as well as key remaining gaps, addressing which requires international collaboration.
Author | : Marco A Espinosa-Vega |
Publisher | : International Monetary Fund |
Total Pages | : 29 |
Release | : 2010-04-01 |
Genre | : Business & Economics |
ISBN | : 1455200646 |
Effective cross-border financial surveillance requires the monitoring of direct and indirect systemic linkages. This paper illustrates how network analysis could make a significant contribution in this regard by simulating different credit and funding shocks to the banking systems of a number of selected countries. After that, we show that the inclusion of risk transfers could modify the risk profile of entire financial systems, and thus an enriched simulation algorithm able to account for risk transfers is proposed. Finally, we discuss how some of the limitations of our simulations are a reflection of existing information and data gaps, and thus view these shortcomings as a call to improve the collection and analysis of data on cross-border financial exposures.
Author | : International Monetary Fund |
Publisher | : International Monetary Fund |
Total Pages | : 302 |
Release | : 2006-04-04 |
Genre | : Business & Economics |
ISBN | : 1589063856 |
Financial Soundness Indicators (FSIs) are measures that indicate the current financial health and soundness of a country's financial institutions, and their corporate and household counterparts. FSIs include both aggregated individual institution data and indicators that are representative of the markets in which the financial institutions operate. FSIs are calculated and disseminated for the purpose of supporting macroprudential analysis--the assessment and surveillance of the strengths and vulnerabilities of financial systems--with a view to strengthening financial stability and limiting the likelihood of financial crises. Financial Soundness Indicators: Compilation Guide is intended to give guidance on the concepts, sources, and compilation and dissemination techniques underlying FSIs; to encourage the use and cross-country comparison of these data; and, thereby, to support national and international surveillance of financial systems.
Author | : Mr.Jorge A. Chan-Lau |
Publisher | : International Monetary Fund |
Total Pages | : 27 |
Release | : 2010-04-01 |
Genre | : Business & Economics |
ISBN | : 1455200662 |
The 2008/9 financial crisis highlighted the importance of evaluating vulnerabilities owing to interconnectedness, or Too-Connected-to-Fail risk, among financial institutions for country monitoring, financial surveillance, investment analysis and risk management purposes. This paper illustrates the use of balance sheet-based network analysis to evaluate interconnectedness risk, under extreme adverse scenarios, in banking systems in mature and emerging market countries, and between individual banks in Chile, an advanced emerging market economy.
Author | : |
Publisher | : |
Total Pages | : 192 |
Release | : 2007 |
Genre | : Finance, Public |
ISBN | : |
Author | : Mr.Jose M Cartas |
Publisher | : International Monetary Fund |
Total Pages | : 450 |
Release | : 2017-11-09 |
Genre | : Business & Economics |
ISBN | : 1513579193 |
This edition of Monetary and Financial Statistics Manual and Compilation Guide (Manual) updates and merges into one volume methodological and practical aspects of the compilation process of monetary statistics. The Manual is aimed at compilers and users of monetary data, offering guidance for the collection and analytical presentation of monetary statistics. The Manual includes standardized report forms, providing countries with a tool for compiling and reporting harmonized data for the central bank, other depository corporations, and other financial corporations.
Author | : International Monetary Fund. Research Dept. |
Publisher | : International Monetary Fund |
Total Pages | : 225 |
Release | : 2004-08-24 |
Genre | : Business & Economics |
ISBN | : 1498330150 |
Author | : Joshua Ronen |
Publisher | : Bloomsbury Publishing USA |
Total Pages | : 192 |
Release | : 1990-11-30 |
Genre | : Business & Economics |
ISBN | : 0313366683 |
The objective of Off-Balance Sheet Activities is to gain insights into, and propose meaningful solutions to, those issues raised by the current proliferation of off-balance sheet transactions. The book has its origins in a New York University conference that focused on this topic. Jointly undertaken by the Vincent C. Ross Institute of Accounting Research and New York University's Salomon Center for the study of Financial Institutions at the Stern School of Business, the conference brought together academic researchers and practitioners in the field of accounting and finance to address the issues with the broad-mindedness requisite of a group whose approaches to solutions are as different from each other as their respectively theoretical and applied approaches to the disciplines of finance and accounting. The essays are divided into two sections. The first covers issues surrounding OBS activities and banking and begins with a brief introduction that places the essays into context. OBS activities and the underinvestment problem, whether loan sales are really OBS, and money demand and OBS liquidity are examined in detail. Section two, which also begins with a brief introduction, focuses on issues of securitized assets and financing. A report on recognition and measurement issues in accounting for securitized assets is followed by three separate discussion essays. Other subjects covered include contract theoretic analysis of OBS financing, the use of OBS financing to circumvent financial covenant restrictions, and debt contracting and financial contracting. The latter two contributions are also followed by discussion essays. This unique collection of papers will prove to be an interesting and valuable tool for accounting and finance professionals as well as for academics involved in these fields. It will also be an important addition to public, college, and university libraries.
Author | : OECD |
Publisher | : OECD Publishing |
Total Pages | : 424 |
Release | : 2017-11-06 |
Genre | : |
ISBN | : 9264281282 |
Understanding Financial Accounts seeks to show how a range of questions on financial developments can be answered with the framework of financial accounts and balance sheets, by providing non-technical explanations illustrated with practical examples.
Author | : Ms.Deniz Igan |
Publisher | : International Monetary Fund |
Total Pages | : 38 |
Release | : 2013-07-03 |
Genre | : Business & Economics |
ISBN | : 1484343506 |
This paper evaluates the strength of the balance sheet channel in the U.S. monetary policy transmission mechanism over the past three decades. Using a Factor-Augmented Vector Autoregression model on an expanded data set, including sectoral balance sheet variables, we show that the balance sheets of various economic agents act as important links in the monetary policy transmission mechanism. Balance sheets of financial intermediaries, such as commercial banks, asset-backed-security issuers and, to a lesser extent, security brokers and dealers, shrink in response to monetary tightening, while money market fund assets grow. The balance sheet effects are comparable in magnitude to the traditional interest rate channel. However, their economic significance in the run-up to the recent financial crisis was small. Large increases in interest rates would have been needed to avert a rapid rise of house prices and an unsustainable expansion of mortgage credit, suggesting an important role for macroprudential policies.