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Using the Balance Sheet Approach in Surveillance

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  • Anthony J. Pellechio
  • Johan Mathisen
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    Abstract

    Recent improvements in statistical methodologies and data availability are facilitating detailed, high-frequency, timely macroeconomic balance sheet analysis. This paper provides practical instruction on how to design the framework to analyze vulnerabilities in a country as well as an overview of data sources that can be employed for this analysis. The paper also discusses how these new datasets are enhancing surveillance activities related to balance sheet vulnerabilities.

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    Bibliographic Info

    Paper provided by International Monetary Fund in its series IMF Working Papers with number 06/100.

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    Length: 42
    Date of creation: 01 Apr 2006
    Date of revision:
    Handle: RePEc:imf:imfwpa:06/100

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    Related research

    Keywords: Exchange rate policy surveillance; Financial risk; Risk management; Capital controls; Data collection; Data analysis; external debt; financial corporations; financial instruments; central bank; financial assets; financial sector; debt data; portfolio investment; external debt statistics; debt statistics; currency mismatches; deposit money; balance of payments; currency mismatch; government debt; government loans; external debt data; bonds; financial derivatives; public debt; current account; domestic currency; interest rate risk; long-term debt; external liabilities; international reserves; financial markets; financial stability; currency risk; current account deficits; financial services; present value; short-term debt; liquid foreign currency; government bonds; net present value; financial intermediation; reserve assets; external short-term debt; corporate bonds; financial derivative; financial vulnerabilities; private banks; derivative; international financial markets; foreign currency debt; sovereign debt; financial intermediaries; derivative instruments; financial system; debt sustainability; financial systems; reserve bank; international financial statistics; international lending; public and publicly guaranteed; external obligations; domestic debt; financial institutions; currency debt; public and publicly guaranteed debt; bilateral loans; current account adjustment; treasury bonds; debt holders; repayments; hedges; currency composition; money market instruments; debt problems; money market; debt sustainability analysis; financial instability; debt intolerance; central banks;

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    References

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    1. repec:rus:hseeco:123922 is not listed on IDEAS
    2. Guillermo A. Calvo & Carmen M. Reinhart, 2002. "Fear Of Floating," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 117(2), pages 379-408, May.
    3. Reinhart, Carmen & Rogoff, Kenneth & Savastano, Miguel, 2003. "Debt intolerance," MPRA Paper 13932, University Library of Munich, Germany.
    4. Manuel De la Rocha & Roberto Perrelli & Christian B. Mulder, 2002. "The Role of Corporate, Legal and Macroeconomic Balance Sheet Indicators in Crisis Detection and Prevention," IMF Working Papers 02/59, International Monetary Fund.
    5. Morris Goldstein & Philip Turner, 2004. "Controlling Currency Mismatches in Emerging Markets," Peterson Institute Press: All Books, Peterson Institute for International Economics, Peterson Institute for International Economics, number 373, July.
    6. Brad Setser & Nouriel Roubini & Christian Keller & Mark Allen & Christoph B. Rosenberg, 2002. "A Balance Sheet Approach to Financial Crisis," IMF Working Papers 02/210, International Monetary Fund.
    7. Christian B. Mulder & Matthieu Bussière, 1999. "External Vulnerability in Emerging Market Economies," IMF Working Papers 99/88, International Monetary Fund.
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    Citations

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    Cited by:
    1. Barbara Fritz & Laurissa Mühlich, 2006. "Regional Monetary Integration among Developing Countries: New Opportunities for Macroeconomic Stability beyond the Theory of Optimum Currency Areas?," GIGA Working Paper Series 38, GIGA German Institute of Global and Area Studies.
    2. Andreas Billmeier & Johan Mathisen, 2006. "Analyzing Balance Sheet Vulnerabilities in a Dollarized Economy," IMF Working Papers 06/173, International Monetary Fund.

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