Concluding Remarks by the Acting Chairman of the IMF Executive Board
Macroprudential Indicators
IMF Executive Board Meeting
June 25, 2001

Results of the Survey on the Use, Compilation, and Dissemination of Macroprudential Indicators
June 15, 2001

Financial Soundness Indicators: Policy Paper
June 4, 2001

See Also:
Dissemination Standards Bulletin Board

Macroprudential Analysis: Selected Aspects

Prepared by the Monetary and Exchange Affairs  Department
June 7, 2001

Contents

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  1. Introduction

  2. Banking System
    1. Bank Behavior and Vulnerabilities
    2. Banking Indicators

  3. Other Sectors and Markets
    1. Nonbank Financial Intermediaries
    2. The Corporate Sector
    3. The Household Sector
    4. Real Estate Markets

  4. Analytical Methods
    1. Stress Testing Financial Systems
    2. Value-at-Risk Techniques
    3. Sectoral Balance Sheet Analysis

  5. Qualitative Aspects
    1. Incentives
    2. Observance of Standards and Codes

  6. Conclusions

Text Tables

  1. Initial List of Macroprudential Indicators
  2. Income Summary
  3. Determinants of Corporate Vulnerabilities
  4. Indicators for the Corporate Sector
  5. Cash Flow Summary
  6. Household Indicators used in Norway, Sweden, and the United Kingdom
  7. Real Estate Indicators
  8. Data Requirements for an Integrated VaR Analysis
  9. A Selection of Analytically Relevant FSIs

Figures

  1. Components of Macroprudential Analysis
  2. Decision Sequence for Stress Testing

Boxes

  1. The Valuation of Capital

Appendices

  1. References
  2. Aggregation Issues