Financial soundness indicators and the characteristics of financial cycles /
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| Author / Creator: | Che, Natasha Xingyuan, author. |
|---|---|
| Imprint: | [Washington, D.C.] : International Monetary Fund, ©2014. |
| Description: | 1 online resource (26 pages) |
| Language: | English |
| Series: | IMF working paper ; WP/14/14 IMF working paper ; WP/14/14. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12502465 |
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| 049 | |a MAIN | ||
| 050 | 4 | |a HG3881.5.I58 |b W67 No. 14/14eb | |
| 100 | 1 | |a Che, Natasha Xingyuan, |e author. |0 http://id.loc.gov/authorities/names/no2012065729 | |
| 245 | 1 | 0 | |a Financial soundness indicators and the characteristics of financial cycles / |c prepared by Natasha Xingyuan Che and Yoko Shinagawa. |
| 260 | |a [Washington, D.C.] : |b International Monetary Fund, |c ©2014. | ||
| 300 | |a 1 online resource (26 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a IMF working paper ; |v WP/14/14 | |
| 500 | |a At head of title: Statistics Department. | ||
| 500 | |a "January 2014." | ||
| 504 | |a Includes bibliographical references. | ||
| 520 | |a "Better "financial soundness" of banks could help mitigate the volatility of financial cycles by reducing banks' risk exposure. But trying to improve financial soundness in the midst of a downturn can do the opposite--further aggravating the contraction of credit. Consistent with this notion, the paper found that better initial scores in certain financial soundness indicators (FSIs) are associated with milder and shorter downturns; and improving FSIs during a downturn worsens the shrinkage of credit and amplifies the cycle. In this context, our results suggest that policy makers should be mindful about the timing of regulating changes in banks' FSIs. --Abstract. | ||
| 588 | 0 | |a Online resource; title from pdf title page (IMF.org Web site, viewed Jan. 31, 2014). | |
| 505 | 0 | |a Cover; Contents; I. Introduction; II. Data; A. Data on FSIs; Figures; 1. Development of FSIs for Selected European Countries, 2005-2011; B. Calculating Financial Cycles; III. SRF-FSIs and Credit Growth; 2. Impulse Responses of Credit Growth to Shocks in Growth in Capital-asset Ratio, Liquid-asset Ratio, and Net Open Position-capital Ratio; IV. SRF-FSIs and the Characteristics of Financial Cycles; 3. Amplitude, Duration, and Slope of a Downturn; V. Conclusion; Tables; 1. Summary Statistics of SRF-FSIs; 2. Regression of SRF-FSIs on IMF-FSIs (with country fixed effects). | |
| 505 | 8 | |a 3a. Panel VAR: Credit Growth and Changes in SRF-FSIs During Downturns3b. Panel VAR: Credit Growth and Changes in SRF-FSIs During Upturns; 4. Variance Decomposition for Credit Growth; 5. Summary Statistics of Cycle Properties; 6. Cycle Durations and SRF-FSIs; 7. Cycle Amplitudes and SRF-FSIs; 8. Cycle Slopes and SRF-FSIs; References. | |
| 650 | 0 | |a Banks and banking |x Econometric models. | |
| 650 | 0 | |a Business cycles |x Econometric models. | |
| 650 | 0 | |a Risk |x Econometric models. | |
| 650 | 6 | |a Cycles économiques |x Modèles économétriques. | |
| 650 | 6 | |a Risque |x Modèles économétriques. | |
| 650 | 7 | |a Banks and banking |x Econometric models. |2 fast |0 (OCoLC)fst00826918 | |
| 650 | 7 | |a Business cycles |x Econometric models. |2 fast |0 (OCoLC)fst00842461 | |
| 650 | 7 | |a Risk |x Econometric models. |2 fast |0 (OCoLC)fst01098121 | |
| 655 | 0 | |a Electronic books. | |
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Shinagawa, Yoko |c (Economist), |e author. |0 http://id.loc.gov/authorities/names/no2014014041 | |
| 710 | 2 | |a International Monetary Fund. |b Statistics Department, |e issuing body. |0 http://id.loc.gov/authorities/names/n91042111 | |
| 830 | 0 | |a IMF working paper ; |v WP/14/14. |0 http://id.loc.gov/authorities/names/no89010263 | |
| 856 | 4 | 0 | |u http://elibrary.imf.org/view/journals/001/2014/014/001.2014.issue-014-en.xml |y INTERNATIONAL MONETARY FUND |
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