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

By Joe Crowley, Plapa Koukpamou, Elena Loukoianova, André Mialou

February 12, 2016

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Format: Chicago

Joe Crowley, Plapa Koukpamou, Elena Loukoianova, and André Mialou. Pilot Project on Concentration and Distribution Measures for a Selected Set of Financial Soundness Indicators, (USA: International Monetary Fund, 2016) accessed December 26, 2024

Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate

Summary

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.

Subject: Financial soundness indicators

Keywords: CDM, CDM dataset, Core FSIs, Quartile, WP

Publication Details

Pages:

25
Volume:

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DOI:

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Issue:

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Series:

Working Paper No. 2016/026
Stock No:

WPIEA2016026
ISBN:

9781498337014
ISSN:

1018-5941

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