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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
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    File URL: http://www.imf.org/external/pubs/cat/longres.aspx?sk=46645
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    Citations

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    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. Carmen Broto & Mariya Melnychuk, 2022. "Structural risk indicators for the Spanish banking sector," Revista de Estabilidad Financiera, Banco de España, issue Otoño.
    3. Irma Alonso & Luis Molina, 2021. "A GPS navigator to monitor risks in emerging economies: the vulnerability dashboard," Occasional Papers 2111, Banco de España.
    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. 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.
    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.

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