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Analyzing Balance Sheet Vulnerabilities in a Dollarized Economy - The Case of Georgia

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Author Info
Andreas Billmeier
Johan Mathisen

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Abstract

Balance-sheet analysis (BSA) complements traditional flow-oriented macroeconomic analysis by gauging mismatches in aggregate and sectoral balance sheets of an economy. Enabled by recent progress in data availability, this paper applies BSA to Georgia, focusing on currency mismatches. In reviewing developments over the last five years, the paper finds that the still-high level of dollarization continues to create financial vulnerabilities, but that the overall level of currency mismatch has fallen and that liquidity problems are unlikely, in part owing to a strengthening of sectoral buffers, hedges, and insurance against shocks. Policy recommendations include accumulating reserves, strengthening securities markets, enhancing banking supervision, and maintaining a flexible exchange rate.

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File URL: http://www.imf.org/external/pubs/ft/wp/2006/wp06173.pdf
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Publisher Info
Paper provided by International Monetary Fund in its series IMF Working Papers with number 06/173.

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Length: 29 pages
Date of creation: 28 Jul 2006
Date of revision:
Handle: RePEc:imf:imfwpa:06/173

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Related research
Keywords: Balance sheet analysis ; BSA ; Georgia ; vulnerabilities ; currency mismatch ; Dollarization ; Georgia ; Bank supervision ; Flexible exchange rates ; Exchange rate regimes ;

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References listed on IDEAS
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  1. Brad Setser & Mark Allen & Christian Keller & Christoph B. Rosenberg & Nouriel Roubini, 2002. "A Balance Sheet Approach to Financial Crisis," IMF Working Papers 02/210, International Monetary Fund. [Downloadable!]
  2. Johan Mathisen & Anthony J. Pellechio, 2006. "Using the Balance Sheet Approach in Surveillance: Framework, Data Sources, and Data Availability," IMF Working Papers 06/100, International Monetary Fund. [Downloadable!]
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This page was last updated on 2009-11-20.


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