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The ECB and IMF indicators for the macro-prudential analysis of the banking sector: a comparison of the two approaches

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  • Anna Maria Agresti
  • Patrizia Baudino
  • Paolo Poloni
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    Abstract

    In January 2007 the International Monetary Fund (IMF) published, on an ad hoc basis, a series of financial 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 figures 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. JEL Classification: C82, G20, G21, G28, G32

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    Bibliographic Info

    Paper provided by European Central Bank in its series Occasional Paper Series with number 99.

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    Length: 52 pages
    Date of creation: Nov 2008
    Date of revision:
    Handle: RePEc:ecb:ecbops:20080099

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    Related research

    Keywords: Macro-prudential indicators (MPIs); financial soundness indicators (FSIs); financial stability statistics;

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    Cited by:
    1. Guglielmo Maria Caporale & Stefano Di Colli & Juan Sergio Lopez, 2013. "Bank Lending Procyclicality and Credit Quality during Financial Crises," Discussion Papers of DIW Berlin 1309, DIW Berlin, German Institute for Economic Research.

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