Using the Balance Sheet Approach in Surveillance; Framework, Data Sources, and Data Availability

Recent improvements in statistical methodologies and data availability are facilitating detailed, high-frequency, timely macroeconomic balance sheet analysis. This paper provides practical instruction on how to design the framework to analyze vulnerabilities in a country as well as an overview of data sources that can be employed for this analysis. The paper also discusses how these new datasets are enhancing surveillance activities related to balance sheet vulnerabilities.

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Year of publication:	2006-04-01
Authors:	Pellechio, Anthony J. ; Mathisen, Johan
Institutions:	International Monetary Fund (IMF)
Subject:	Exchange rate policy surveillance \| Financial risk \| Risk management \| Capital controls \| Data collection \| Data analysis \| external debt \| financial corporations \| financial instruments \| central bank \| financial assets \| financial sector \| debt data \| portfolio investment \| external debt statistics \| debt statistics \| currency mismatches \| deposit money \| balance of payments \| currency mismatch \| government debt \| government loans \| external debt data \| bonds \| financial derivatives \| public debt \| current account \| domestic currency \| interest rate risk \| long-term debt \| external liabilities \| international reserves \| financial markets \| financial stability \| currency risk \| current account deficits \| financial services \| present value \| short-term debt \| liquid foreign currency \| government bonds \| net present value \| financial intermediation \| reserve assets \| external short-term debt \| corporate bonds \| financial derivative \| financial vulnerabilities \| private banks \| derivative \| international financial markets \| foreign currency debt \| sovereign debt \| financial intermediaries \| derivative instruments \| financial system \| debt sustainability \| financial systems \| reserve bank \| international financial statistics \| international lending \| public and publicly guaranteed \| external obligations \| domestic debt \| financial institutions \| currency debt \| public and publicly guaranteed debt \| bilateral loans \| current account adjustment \| treasury bonds \| debt holders \| repayments \| hedges \| currency composition \| money market instruments \| debt problems \| money market \| debt sustainability analysis \| financial instability \| debt intolerance \| central banks

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Extent:	application/pdf
Series:	IMF Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	The text is part of a series IMF Working Papers Number 06/100 4 pages long
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005605198