A Macroprudential Framework for Monitoring and Examining Financial Soundness

68 Pages Posted: 14 Apr 2010 Last revised: 28 Sep 2010

See all articles by Jose Ramon Albert

Jose Ramon Albert

affiliation not provided to SSRN

Lei Lei Song

Asian Development Bank

L Schou-Zibell

Asian Development Bank

Date Written: March 11, 2010

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

JEL Classification: E44, E58, E65, G21, G28

Suggested Citation

Albert, Jose Ramon and Song, Lei Lei and Schou-Zibell, Lotte, A Macroprudential Framework for Monitoring and Examining Financial Soundness (March 11, 2010). Available at SSRN: https://ssrn.com/abstract=1587812 or http://dx.doi.org/10.2139/ssrn.1587812

Jose Ramon Albert

affiliation not provided to SSRN ( email )

Lei Lei Song

Asian Development Bank ( email )

6 ADB Avenue, Mandaluyong City 1550
Metro Manila
Philippines

Lotte Schou-Zibell (Contact Author)

Asian Development Bank ( email )

6 ADB Avenue, Mandaluyong City 1550
Metro Manila
Philippines

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