IDEAS home Printed from https://ideas.repec.org/p/imf/imfsdn/2019-006.html
   My bibliography  Save this paper

A Monitoring Framework for Global Financial Stability

Author

Listed:
  • Mr. Tobias Adrian
  • Mr. Dong He
  • Nellie Liang
  • Mr. Fabio M Natalucci

Abstract

This paper describes the conceptual framework that guides assessments of financial stability risks for multilateral surveillance, as currently presented in the Global Financial Stability Report (GFSR). The framework emphasizes consistency in measuring financial vulnerabilities across countries and over time and offers a summary statistic to quantify aggregate financial stability risks. The two parts of the empirical approach—a matrix of specific vulnerabilities and a summary measure of financial stability risks—are distinct but highly complementary for monitoring and policymaking.

Suggested Citation

  • Mr. Tobias Adrian & Mr. Dong He & Nellie Liang & Mr. Fabio M Natalucci, 2019. "A Monitoring Framework for Global Financial Stability," IMF Staff Discussion Notes 2019/006, International Monetary Fund.
    • Handle: RePEc:imf:imfsdn:2019/006
    as

    Download full text from publisher

    File URL: http://www.imf.org/external/pubs/cat/longres.aspx?sk=46645
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Martin Gächter & Martin Geiger & Elias Hasler, 2023. "On the Structural Determinants of Growth-at-Risk," International Journal of Central Banking, International Journal of Central Banking, vol. 19(2), pages 251-293, June.
    2. Irma Alonso & Luis Molina, 2021. "A GPS navigator to monitor risks in emerging economies: the vulnerability dashboard," Occasional Papers 2111, Banco de España.
    3. Anjali Karol, 2020. "A Decade After the Global Financial Crisis: Lessons and Policy for International Stability," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(2), pages 416-423, April.
    4. Agénor, Pierre-Richard & Jackson, Timothy P. & Pereira da Silva, Luiz A., 2024. "Cross-border regulatory spillovers and macroprudential policy coordination," Journal of Monetary Economics, Elsevier, vol. 146(C).
    5. Carmen Broto & Mariya Melnychuk, 2022. "Structural risk indicators for the Spanish banking sector," Revista de Estabilidad Financiera, Banco de España, issue Otoño.
    6. Carmen Broto & Mariya Melnychuk, 2022. "Structural risk indicators for the Spanish banking sector," Financial Stability Review, Banco de España, issue Autumn.
    7. Mr. Plamen K Iossifov, 2021. "Cyclical Patterns of Systemic Risk Metrics: Cross-Country Analysis," IMF Working Papers 2021/028, International Monetary Fund.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:imf:imfsdn:2019/006. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Akshay Modi (email available below). General contact details of provider: https://edirc.repec.org/data/imfffus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.