## boxfigure1-1-2

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**Canonical URL:** [boxfigure1-1-2](https://www.imf.org/-/media/files/publications/gfsr/2017/april/chapter-1/boxfigure1-1-2.pdf)

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### Figure title and panels
- Figure 1.1.2. Foreign-Currency Maturity Mismatches
- Panel 1: Advanced Economy Banks — "Advanced economy banks have become more dependent on short-term currency funding ..."
- Panel 2: Emerging Market Banks — "... while emerging market banks’ reliance on short-term foreign-currency funding has been steady."

### Key statistics and annotations
- Maturity gap: $0.3 trillion
- Maturity gap: $2.9 trillion
- Axis/scale values reproduced exactly as shown:
  - Percent scale (panel with broader range): –2, –1, 0, 1, 2, 3, 4, 5
  - Percent scale (fine range): –0.8, –0.6, –0.4, –0.2, 0.0, 0.2, 0.4, 0.6, 0.8, 1.0
  - Trillions of U.S. dollars scale (left/right): 0.0, 0.5, 1.0, 1.5, 2.0, 2.5, 3.0, 3.5, 4.0, 4.5, 5.0
  - Trillions of U.S. dollars secondary scale: 4.0, 4.5, 5.0, 5.5, 6.0, 6.5
  - Year sequence as labeled: 2007080910111213141516 and 2007080910111213141516

### Definition and measurement
- The foreign-currency maturity mismatch is defined as the difference between long-term foreign-currency assets and long-term foreign-currency liabilities.
- Assets include: 50 percent of other deposits, 50 percent of securities, other loans, 50 percent of equities, insurance, derivatives, trade credit, other accounts receivable residential, and accounts receivable.
- Liabilities include: 50 percent other deposits ex-broad money, 50 percent of securities, other loan liabilities, insurance, derivatives, trade credit liabilities, other accounts payable residential, and accounts payable.

### Country group compositions (as labeled)
- Advanced economies (panel 1) include: Denmark, Finland, France, Germany, Greece, Ireland, Israel, Italy, Japan, Korea, Luxembourg, Netherlands, Norway, Portugal, Spain, and Sweden.
- Emerging markets (panel 2) include: Brazil, Bulgaria, Chile, Colombia, Egypt, Hungary, Indonesia, Malaysia, Mexico, Nigeria, Philippines, Poland, South Africa, Thailand, and Turkey.

*Sources: Bloomberg L.P.; IMF, International Financial Statistics database, Monetary and Financial Statistics database; and IMF staff calculations.*

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_Source: https://www.imf.org/-/media/files/publications/gfsr/2017/april/chapter-1/boxfigure1-1-2.pdf_
