Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/15632
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Davis, EP | - |
dc.date.accessioned | 2018-01-11T17:03:46Z | - |
dc.date.available | 2018-01-11T17:03:46Z | - |
dc.date.issued | 2017-11-23 | - |
dc.identifier.citation | Davis, E.P. (2017) 'Evaluating Concentration and Distribution Measures of IMF Financial Soundness Indicators', Brunel University London. Department of Economics and Finance Working Paper No 17-23, pp. 1 - 23. Available at: https://www.brunel.ac.uk/economics-and-finance/research/pdf/1723.pdf.. | - |
dc.identifier.uri | https://bura.brunel.ac.uk/handle/2438/15632 | - |
dc.description.abstract | This paper is a first approach to assessing the analytical usefulness of Concentration and Distribution Measures (CDMs) of IMF Financial Soundness Indicators (FSIs) in financial surveillance, using an experimental data collection of the IMF from 36 countries for up to 8 years (2007-2014). Besides illustrating the use made of CDMs in recent policy and academic work, we show econometrically annually over 2008-14 that a range of these CDMs can help to predict system wide vulnerabilities, with appropriate control variables to reduce omitted variable bias. Overall, the exercise lends support to the IMF’s intention to collect CDM data on a regular basis, and supports the argument made in IMF (2013) that CDMs would “allow policy makers and Fund staff to better identify potential build-up of systemic risks, thus providing additional inputs for macro-financial managemen | - |
dc.format.extent | 1 - 23 | - |
dc.format.medium | Electronic | - |
dc.publisher | Brunel University London | - |
dc.relation.ispartofseries | Brunel University London. Department of Economics and Finance Working Papers;No. 17-23 | - |
dc.source | Brunel University London. Department of Economics and Finance Working Paper No 17-23 | - |
dc.source.uri | https://www.brunel.ac.uk/economics-and-finance/research/pdf/1723.pdf | - |
dc.title | Evaluating Concentration and Distribution Measures of IMF Financial Soundness Indicators | - |
dc.type | Internet Publication | - |
pubs.publication-status | Published online | - |
Appears in Collections: | Dept of Economics and Finance Research Papers |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
FullText.pdf | 882.74 kB | Adobe PDF | View/Open |
Items in BURA are protected by copyright, with all rights reserved, unless otherwise indicated.