Moldovan financial supervisory authorities are insistently expected to be able to demonstrate the effectiveness of its actions, in particular in the context of the crisis faced by the domestic banking sector. International practice in this area demonstrates, however, that this entails certain challenges. Thus, it is difficult to demonstrate the causality between actions of supervisors and its effects. Moreover, most of the financial supervisory bodies face the legal obligation of confidentiality. As a result of these challenges, the development of performance measurement in the field of financial supervision has long been in the incipient phase.