Financial Soundness Indicators (FSIs) and the IMF

Public Information Notice (PIN) No. 03/71
IMF Executive Board Discusses Financial Soundness Indicators

June 13, 2003

Financial Soundness Indicators
May 14, 2003

Financial Soundness Indicators—Background Paper
May 14, 2003

IMF Statistical Topics

See Also:
Draft Compilation Guide on Financial Soundness Indicators
March 2003





Compilation Guide on Financial Soundness Indicators

July 30, 2004

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