A Macroprudential Framework for Monitoring and Examining Financial Soundness

Jose Ramon Albert, Lotte Schou-Zibell and Lei Lei Song

No DP 2012-22, Discussion Papers from Philippine Institute for Development Studies

Abstract: This paper describes concepts and tools behind macroprudential monitoring and the growing importance of macroprudential tools for assessing the stability of financial systems. This paper also employs a macroprudential approach in examining financial soundness and identifying its determinants. Using data from selected developing economies in Asia, South America, and Europe as well as selected economies from the developed world, panel regressions are estimated to quantify the impacts of the major influences on key financial soundness indicators, including capital adequacy, asset quality, and earnings and profitability.

Keywords: early warning system; banking regulation; macroprudential; banks; banking crises; banking supervision; stress testing (search for similar items in EconPapers)
Pages: 63
Date: 2012
New Economics Papers: this item is included in nep-ban, nep-cba and nep-rmg
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Citations: View citations in EconPapers (1)

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https://www.pids.gov.ph/publication/discussion-pap ... -financial-soundness (application/pdf)

Related works:
Working Paper: A Macroprudential Framework for Monitoring and Examining Financial Soundness (2010)
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