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Pilot Project on Concentration and Distribution Measures for a Selected Set of Financial Soundness Indicators
Author:
Mr. Joe Crowley
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,
Plapa Koukpamou
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,
Ms. Elena Loukoianova
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, and
André Mialou
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Series:
IMF Working Papers
Volume/Issue:
Volume 2016: Issue 026
Language:
English
Publication Date:
12 Feb 2016
DOI:
https://doi.org/10.5089/9781498337014.001
ISBN:
9781498337014
ISSN:
1018-5941
Pages:
25
Keywords:
WP; Core FSIs; CDM; CDM dataset; quartile
Legal-disclaimer:
IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.
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This paper reports the main findings of a pilot project launched in July 2014 by the IMF’s Statistics Department to test augmenting the IMF’s financial soundness indicators (FSIs) with concentration and distribution measures (CDMs) to capture tail risks, concentrations, variations in distributions, and the volatility of indicators over time that simple averages can miss. Volunteer participants reported a trial set of CDMs to assess analytical usefulness and identify concerns such as confidentiality and reporting burden. The results of the pilot suggests that CDMs can help detect financial sector risks, justifying the additional reporting burden but that further input from participating countries and potential data users should be sought; indeed further refinement of the reporting requirements and the CDMs themselves may be needed.
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Cover IMF Working Papers
IMF Working Papers
ISSN:
1018-5941
Publisher:
International Monetary Fund