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Pilot Project on Concentration and Distribution Measures for a Selected Set of Financial Soundness Indicators

Author

Listed:
  • Mr. Joe Crowley
  • Plapa Koukpamou
  • Ms. Elena Loukoianova
  • André Mialou

Abstract

This paper reports the main findings of a pilot project launched in July 2014 by the IMF’s Statistics Department to test augmenting the IMF’s financial soundness indicators (FSIs) with concentration and distribution measures (CDMs) to capture tail risks, concentrations, variations in distributions, and the volatility of indicators over time that simple averages can miss. Volunteer participants reported a trial set of CDMs to assess analytical usefulness and identify concerns such as confidentiality and reporting burden. The results of the pilot suggests that CDMs can help detect financial sector risks, justifying the additional reporting burden but that further input from participating countries and potential data users should be sought; indeed further refinement of the reporting requirements and the CDMs themselves may be needed.

Suggested Citation

  • Mr. Joe Crowley & Plapa Koukpamou & Ms. Elena Loukoianova & André Mialou, 2016. "Pilot Project on Concentration and Distribution Measures for a Selected Set of Financial Soundness Indicators," IMF Working Papers 2016/026, International Monetary Fund.
    • Handle: RePEc:imf:imfwpa:2016/026
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    References listed on IDEAS

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    1. Robert Heath, 2013. "Why Are The G-20 Data Gaps Initiative And The Sdds Plus Relevant For Financial Stability Analysis?," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 4(03), pages 1-24.
    2. Mr. Robert M Heath, 2013. "Why are the G-20 Data Gaps Initiative and the SDDS Plus Relevant for Financial Stability Analysis?," IMF Working Papers 2013/006, International Monetary Fund.
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    Cited by:

    1. Oyedeji, Oluwafemi A. & Babatunde, Rapheal O., 2022. "Analysis of Maize Biomass-based Value Web and Household Livelihood Security in Nigeria," 2022 Annual Meeting, July 31-August 2, Anaheim, California 322201, Agricultural and Applied Economics Association.

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    Keywords

    WP; Core FSIs; CDM; CDM dataset; quartile;
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