IMF Financial Soundness Indicators (FSIs)

This dataset comprises a broad selection of financial soundness indicators designed to analyse the stability of the financial system and its main institutional sectors, providing an integrated view of potential sources of macro-financial vulnerability.

The series focus on deposit-taking corporations, excluding the central bank, which constitute the core of the banking system. For this sector, indicators are compiled on capital adequacy and solvency, profitability, income and cost structure, credit quality, sectoral concentration of credit, geographical exposure of loans, and positions in financial derivatives. In addition, key liquidity indicators are included, such as the Liquidity Coverage Ratio (LCR) and the Net Stable Funding Ratio (NSFR), which are widely used within the prudential supervisory framework.

The dataset also covers other financial institutions, classified under the European System of Accounts (ESA) as money market funds (S.123), other non-monetary financial institutions (S.124–S.127), insurance corporations (S.128) and pension funds (S.129). For these sectors, it presents, among other indicators, measures of relative size and financial depth - expressed as a proportion of the total system or in relation to GDP - as well as profitability indicators and asset structure metrics.

From a macroeconomic perspective, indicators relating to households and non-financial corporations are included, such as debt-to-GDP ratios, debt ratios relative to gross disposable income or capital, as well as interest coverage and profitability ratios. These series make it possible to analyse the sustainability of private debt and its potential interaction with the financial system. In addition, asset price indicators are incorporated, such as developments in residential and commercial property prices, which are key elements in monitoring financial cycles.

Overall, these statistics are framed within the methodological framework of the Financial Soundness Indicators, in line with the standard established by the International Monetary Fund (IMF), with the Banco de España acting as the compiling and disseminating authority.

License: Terms of Use of Banco de España Statistics

Categories: Financial institutions