110k
pdf file |
Acronyms |
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Chapter 1
196k pdf file |
Introduction |
Background |
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Some key aspects of the Guide |
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Structure of the Guide |
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Terminology |
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PART I: CONCEPTUAL FRAMEWORK |
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Chapter 2
200k pdf file |
Overview of the Financial System |
Introduction |
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What is a financial system? |
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Financial corporations |
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Nonfinancial corporations |
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Households |
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Nonprofit institutions serving households |
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General government |
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Public sector |
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Financial markets |
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Payment system |
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Real estate markets |
Chapter 3
220k pdf file |
Accounting Principles for Financial Soundness
Indicators |
Introduction |
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Definition of flows and positions |
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Time of recognition of flows and positions |
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Valuation |
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Residence |
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Domestic and foreign currencies, unit of account,
and exchange rate conversion |
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Maturity |
Chapter 4
205k pdf file |
Accounting Framework and Sectoral Financial
Statements |
Introduction |
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Accounting framework |
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Sectoral financial statements |
Chapter 5
284k pdf file |
Aggregation and Consolidation of Data |
Introduction |
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Defining terms |
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The aggregate residence-based approach |
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The consolidated-based approach |
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Applying consolidated group reporting to the needs
of FSI data |
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Specific issues arising from the consolidated approach |
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Compiling consolidated sector-level data |
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Text Annex: Detailed Specification of the Sector-Level
Adjustments Required |
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PART II: SPECIFICATION OF FINANCIAL SOUNDNESS INDICATORS |
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Chapter 6
250k pdf file |
Specification of Financial Soundness Indicators
for Deposit-Takers |
Introduction |
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Financial soundness indicators |
Chapter 7
150k pdf file |
Specification of Financial Soundness Indicators
for Other Sectors |
Introduction |
Calculation of financial soundness indicators |
Other financial corporations |
Nonfinancial corporations |
Households |
Chapter 8
237k pdf file |
Financial Markets |
Introduction |
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Interest rates |
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Securities markets |
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Text Annex: Structural Indicators for Financial
Markets |
Chapter 9
200k pdf file |
Real Estate Price Indices |
Introduction |
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Measuring real estate prices |
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Structural indicators of real estate markets |
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Constructing real estate price measures |
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PART III: COMPILATION AND DISSEMINATION OF FINANCIAL SOUNDNESS INDICATORS |
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Chapter 10
201k pdf file |
Strategic and Managerial
Issues |
Introduction |
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Strategic issues |
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Managerial issues |
Chapter 11
296k pdf file |
Compilation of FSI Data: Practical Issues |
Introduction |
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Basic data sources |
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Other data requirements |
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Availability of data |
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Breaks in data series |
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Seasonal adjustment |
Chapter 12
197k pdf file |
Dissemination of FSI Ratios and Related Data |
Introduction |
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Dissemination practices |
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A framework for disseminating FSIs |
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PART IV: ANALYSIS OF FINANCIAL SOUNDNESS
INDICATORS |
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Chapter 13
206k pdf file |
Financial Soundness Indicators
and Macroprudential Analysis |
Introduction |
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Why are FSI data needed? |
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What is the financial stability framework within
which FSI data can be used? |
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What are some other tools that can enhance the
usefulness and understanding of FSI data? |
Chapter 14
185k pdf file |
What Use Can Be Made
of the Specific FSIs? |
Introduction |
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Deposit-takers |
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Other financial corporations |
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Nonfinancial corporations |
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Households |
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Real estate markets |
Chapter 15
244k pdf file |
Peer Group Analysis and
Descriptive Statistics |
Introduction |
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Peer group analysis |
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Descriptive statistics |
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Appendices
822k pdf file |
I. |
Survey on the Use, Compilation, and Dissemination
of Macroprudential Indicators |
II. |
Summary of Guidance for each Financial Soundness
Indicator |
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III. |
Additional Definitions
of FSIs and Related Data Series |
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IV. |
Reconciliation between the Guide's Methodology
and National and Commercial Accounting |
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V. |
Numerical Examples |
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VI. |
Remaining Issues: Provisioning,
Interest-Rate Risk, and Stress Testing |
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VII. |
Glossary of Terms |
Bibliography
151k pdf file |
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