This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Quantitative Assessment of the Financial Sector: An Integrated Approach

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
DeLisle Worrell
Abstract

This paper suggests a strategy designed to make best use of the available quantitative techniques of financial sector assessment. It incorporates early warning systems, financial sector forecasts, stress tests for systemically important financial institutions, interbank contagion analysis, and corporate and household financial indicators. It will seldom be possible to employ every one of these techniques, but the wider the range of methodologies used, the greater may be the insight into the strengths and vulnerabilities of the financial sector. The quantitative assessment is always complemented by a qualitative assessment, including reviews of relevant standards and codes.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.imf.org/external/pubs/ft/wp/2004/wp04153.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by International Monetary Fund in its series IMF Working Papers with number 04/153.

Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Length: 25 pages
Date of creation: 27 Aug 2004
Date of revision:
Handle: RePEc:imf:imfwpa:04/153

Contact details of provider:
Postal: International Monetary Fund, Washington, DC USA
Phone: (202) 623-7000
Fax: (202) 623-4661
Email:
Web page: http://www.imf.org/external/pubind.htm
More information through EDIRC

Order Information:
Web: http://www.imf.org/external/pubs/pubs/ord_info.htm

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research
Keywords: Financial soundness indicators Financial sector Economic models

Other versions of this item:

This paper has been announced in the following NEP Reports: References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Paul J. Heytens & Cem Karacadag, 2001. "An Attempt to Profile the Finances of China's Enterprise Sector," IMF Working Papers 01/182, International Monetary Fund. [Downloadable!]
  2. Youngjae Lim, 2003. "Sources of Corporate Financing and Economic Crisis in Korea: A Micro-evidence," NBER Working Papers 9575, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Wilson, Berry & Saunders, Anthony & Caprio, Gerard, Jr, 2000. "Mexico's Financial Sector Crisis: Propagative Linkages to Devaluation," Economic Journal, Royal Economic Society, vol. 110(460), pages 292-308, January. [Downloadable!] (restricted)
  4. Liliana Schumacher & Armando Méndez Morales, 2003. "Market Volatility as a Financial Soundness Indicator: An Application to Israel," IMF Working Papers 03/47, International Monetary Fund. [Downloadable!]
  5. Reinhart, Carmen & Kaminsky, Graciela & Lizondo, Saul, 1998. "Leading Indicators of Currency Crises," MPRA Paper 6981, University Library of Munich, Germany. [Downloadable!]
    Other versions:
  6. Flood, Robert & Marion, Nancy, 1999. "Perspectives on the Recent Currency Crisis Literature," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 4(1), pages 1-26, January. [Downloadable!] (restricted)
    Other versions:
  7. Asli Demirguc-Kunt & Enrica Detragiache, 1998. "The Determinants of Banking Crises in Developing and Developed Countries," IMF Staff Papers, Palgrave Macmillan Journals, vol. 45(1), pages 3. [Downloadable!] (restricted)
  8. Charles Enoch & Paul Louis Ceriel Hilbers & Russell C. Krueger & Marina Moretti & Armida S. San Jose & Graham L. Slack & Vasudevan Sundararajan, 2002. "Financial Soundness Indicators: Analytical Aspects and Country Practices," IMF Occasional Papers 212, International Monetary Fund.
  9. Caprio Jr., Gerard, 1998. "Banking on crises : expensive lessons from recent financial crises," Policy Research Working Paper Series 1979, The World Bank. [Downloadable!]
  10. Claessens, Stijn & Djankov, Simeon & Xu, Lixin Colin, 2000. "Corporate Performance in the East Asian Financial Crisis," World Bank Research Observer, Oxford University Press, vol. 15(1), pages 23-46, February. [Downloadable!]
  11. Bris, Arturo & Koskinen, Yrjo, 2002. "Corporate leverage and currency crises," Journal of Financial Economics, Elsevier, vol. 63(2), pages 275-310, February. [Downloadable!] (restricted)
Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Kevin Greenidge & Karen Chase & Winston Moore & DeLisle Worrell, 2005. "Quantitative Assessment of a Financial System--Barbados," IMF Working Papers 05/76, International Monetary Fund. [Downloadable!]
  2. Andrea M. Maechler & Srobona Mitra & DeLisle Worrell, 2007. "Decomposing Financial Risks and Vulnerabilities in Eastern Europe," IMF Working Papers 07/248, International Monetary Fund. [Downloadable!]
  3. Martin Čihák, 2005. "Stress Testing of Banking Systems (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(9-10), pages 418-440, September. [Downloadable!]
Statistics
Access and download statistics

Did you know? Springer Verlag was the first commercial publisher to be listed on RePEc.

This page was last updated on 2008-8-15.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.