Can Financial Soundness Indicators Help Predict Financial Sector Distress?

Can Financial Soundness Indicators Help Predict Financial Sector Distress?
Volume/Issue: Volume 2021 Issue 197
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Banks and Banking , Finance , Economics- Macroeconomics , Economics / General , LV crises dataset , ROC curve , LD crises dataset , tight financial conditions , LV crisis , Financial soundness indicators , Capital adequacy requirements , Banking crises , Early warning systems , Global

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Summary

This paper shows how the role of Financial Soundness Indicators (FSIs) in financial surveillance can be usefully enhanced. Drawing from different statistical techniques, the paper illustrates that FSIs generate signals that can accurately detect, with 4 to 12 quarters lead, emerging financial distress—as measured by tight financial conditions.

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