About This Event
“Turn supervisory returns into indicators that warn you before the banks do.”
An online cohort programme on compiling Financial Soundness Indicators and using them in macro-financial surveillance. You will work through the FSI Compilation Guide, sectoral financial statements and consolidation rules, then apply FSIs to spot vulnerabilities in banks, other financial corporations, households and the corporate sector.
What You'll Explore
A compiled set of core FSIs for a case dataset
A sectoral financial statement template for deposit takers
A consolidation and capital-adjustment checklist for your returns
A short surveillance note interpreting FSI trends and peer gaps
Metadata practice ready for IMF FSI reporting
Who Should Attend
Open to all qualifying staff, particularly: FSI Compilers, Financial Stability Analysts, Banking Supervisors, Statistics Staff, Research Economists working on macro-financial risk.
Why This Course Matters
Comparable Indicators
FSIs compiled to IMF methodology can be compared across countries and over time. Comparability means your stability reports can benchmark domestic banks against regional peers with confidence.
Earlier Warnings
Capital, asset quality, liquidity and concentration indicators show pressure building in the system. Reading them well gives policymakers time to act before stress reaches depositors.
Sound Compilation
Consolidation and valuation choices can change an indicator's message entirely. Getting the methodology right protects the credibility of every financial stability report you publish.
Programme
Module 1
FSI framework, concepts & the 2019 Compilation Guide
You will learn the purpose and structure of FSIs, the core and additional indicator sets in the 2019 FSI Compilation Guide, and how they support macroprudential surveillance.
Module 2
Sectoral financial statements & data sources
You will build sectoral financial statements for deposit takers from supervisory returns, and map the accounting and regulatory data sources each indicator depends on.
Module 3
Consolidation, capital & regulatory adjustments
You will apply consolidation bases, Basel III capital definitions and provisioning rules, and see how these choices change the capital adequacy and asset-quality indicators you report.
Module 4
Other sectors: OFCs, households & corporates
You will compile indicators for other financial corporations, non-financial corporations, households and real estate markets, widening surveillance beyond the banking system.
Module 5
FSIs in surveillance, reporting & stress analysis
You will use FSIs in a stability assessment, combining trends, peer comparisons and simple stress tests, and prepare metadata and submissions for IMF reporting.
Standards & Faculty Benchmark
IMF FSI Compilation Guide (2019)
The IMF methodology defining core and additional FSIs, their sources and compilation rules.
Basel III framework
Capital and liquidity definitions and ratios used to compile bank soundness indicators.
IMF Financial Sector Assessment Program
The FSAP approach to assessing financial-sector stability, where FSIs are a core input.
The IMF publishes FSIs reported to this methodology, and FSAP teams read your indicators on that basis. Compiling to the same guide means your data is accepted without adjustment and your stability analysis carries weight in international reviews.
Is This Right for You?
- ☑You compile or use FSIs in stability or supervisory work
- ☑Your institution reports FSIs to the IMF or plans to
- ☑You want surveillance that looks beyond the banking sector
Good to Know
Best suited to staff with some exposure to bank financial statements or supervisory data; modules run as a paced online cohort with assignments. You leave with a compiled FSI set for a case dataset and a short surveillance note built on it.
The Bottom Line
Finish with indicators you can compile correctly and read confidently, so stability reports say something the board can act on.
Recommended For
Open to all qualifying staff, particularly: FSI Compilers, Financial Stability Analysts, Banking Supervisors, Statistics Staff, Research Economists working on macro-financial risk.