A Macroprudential Framework for Monitoring and Examining Financial Soundness

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

No 43, Working Papers on Regional Economic Integration from Asian Development Bank

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: Macroprudential; banks; banking crises; banking regulation; banking supervision; stress testing; early warning system (search for similar items in EconPapers)
JEL-codes: E44 E58 E65 G21 G28 (search for similar items in EconPapers)
Pages: 68 pages
Date: 2010-03-01
New Economics Papers: this item is included in nep-ban
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Citations: View citations in EconPapers (10)

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Related works:
Working Paper: A Macroprudential Framework for Monitoring and Examining Financial Soundness (2012)
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Persistent link: https://EconPapers.repec.org/RePEc:ris:adbrei:0043

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