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A Macroprudential Framework for Monitoring and Examining Financial Soundness

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  • Schou-Zibell, Lotte

    ()
    (Asian Development Bank)

  • Albert, Jose Ramon

    ()
    (Philippine Institute for Development Studies)

  • Song, Lei Lei

    ()
    (Asian Development Bank)

Abstract

This paper describes concepts and tools behind macroprudential monitoring, and the growing importance of macroprudential tools for assessing the stability of financial systems. This paper also employs a macroprudential approach in examining financial soundness and identifying its determinants. Using data from selected developing economies in Asia, South America, and Europe, as well as selected economies from the developed world, panel regressions are estimated to quantify the impacts of the major influences on key financial soundness indicators, including capital adequacy, asset quality, and earnings and profitability.

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Bibliographic Info

Paper provided by Asian Development Bank in its series Working Papers on Regional Economic Integration with number 43.

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Length: 68 pages
Date of creation: 01 Mar 2010
Date of revision:
Handle: RePEc:ris:adbrei:0043

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Keywords: Macroprudential; banks; banking crises; banking regulation; banking supervision; stress testing; early warning system;

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References

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Citations

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Cited by:
  1. Albert, Jose Ramon G. & Ng, Thiam Hee, 2012. "Assessing the Resilience of ASEAN Banking Systems: the Case of the Philippines," Discussion Papers DP 2012-23, Philippine Institute for Development Studies.
  2. Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2013. "Macroprudential Regulation and the Monetary Transmission Mechanism," Centre for Growth and Business Cycle Research Discussion Paper Series 185, Economics, The Univeristy of Manchester.
  3. Trenca Ioan & Balogh Peter & Mutu Simona, 2013. "A Macroprudential Supervision Model. Empirical Evidence From The Central And Eastern European Banking System," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 1133-1141, July.
  4. Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2013. "Inflation Targeting and Financial Stability: A Perspective from the Developing World," Working Papers Series 324, Central Bank of Brazil, Research Department.
  5. Vedev, A., 2013. "Mega-Regulator for Russia as an Institutional Problem and an Intellectual Challenge," Journal of the New Economic Association, New Economic Association, vol. 19(3), pages 139-143.

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