| Description |
1 online resource (44 pages) |
| Series |
IMF Working Papers ; v. Working Paper No. 14/99 |
|
IMF Working Papers
|
| Contents |
Cover; Abstract; Contents; I. Introduction; Figures; 1. Integrating Bilateral and Multilateral Macro-Financial Analysis in the IMF's Surveillance; 2. The GFSM from the April 2007 GFSR; 3. CFSM: Data Coverage; II. Constructing Indicators for Individual-country Macro-Financial Risks and Conditions; A. Underlying Principles and Considerations; B. Indicators and Data; Risks; 4. CFSM: Deriving the Ranking for an Aggregated Indicator; Conditions; III. Methodology; A. Derivation; B. Caveats and Possible Extensions; IV. Analytical Framework; A. Country Example; Cross-section analysis |
|
5. CFSM and Components: Country X, October 2008 and April 2013Time series analysis; 6. CFSM: Time-Series of Risks and Conditions for Country X; B. The Multilateral-Bilateral Link; 7. The GFSM and CFSM, October 2008 and April 2013; C. Cross-Country Comparisons; 8. CFSM: EMDE Cross-Country Comparisons of Risks and Conditions; V. Conclusion; Appendices; I. The Construction of CFSM Indicators; Appendix Tables; 1. CFSM: Core Variables and Associated Data Series; 2. CFSM: Possible Additional Variables and Associated Data Series; II. The Frequency and Timing of Data Used to Derive an Aggregated |
|
3. Time Mapping of the CFSM to the GFSM9. CFSM: How the Latest Available Data are Applied; III. The Calculation of z-scores and Conversion to Numerical Rankings; 10. CFSM: Probability Density of Normal Distribution and Interpretation of z-scores; 4. CFSM: Assignment of Numerical Rankings to z-scores; 11. CFSM: Mapping z-scores onto Numerical Rankings; IV. Example CFSM Presentation Template; 5. Country X: CFSM Analytical Matrix; References |
| Summary |
The global financial crisis has underscored the importance of understanding macro-financial developments and spillovers in an increasingly interconnected and intricate system. At the IMF, staff is focusing on the linkages between the real economy and the financial sector, as well as the inter-relationships between global and individual-country risks. The Country Financial Stability Map provides an empirical framework for explicitly linking these various aspects of the IMFâ??s surveillance of its member countries. It identifies potential sources of macro-financial risks particular to a country |
| Notes |
Print version record |
| Subject |
International finance.
|
|
Financial risk.
|
|
Financial risk -- Econometric models
|
|
Financial risk
|
|
International finance
|
| Form |
Electronic book
|
| Author |
Jeasakul, Phakawa
|
|
Maloney, Joseph
|
|
Ong, Li Lian
|
| ISBN |
9781498327091 |
|
1498327095 |
|
