## Figure 1.25. Non-US Banks’ International US Dollar Liquidity Ratios

## Source details

**Canonical URL:** [Figure 1.25. Non-US Banks’ International US Dollar Liquidity Ratios](https://www.imf.org/-/media/files/publications/gfsr/2018/april/ch1/pdf/figure1-25.pdf)

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### 1. Decomposition of International Dollar Liquidity Ratio, 2006–17 (Percent)
- Components shown: Deposits; LT securities; Swaps; Loans; HQLA; Net interbank assets; Other STL.
- LR 2006 and LR 2017 levels and changes are represented (labels in figure use ISO country codes).
- Bubble size: Total US dollar claims.

### 2. Decomposition of International Dollar Stable Funding Ratio, 2006–17 (Percent)
- Components shown: Deposits; Change in LR; Outflows; Other STL; Net interbank assets; HQLA; LT securities; Swaps; Loans.
- SFR 2006 and SFR 2017 levels and changes are represented.
- Bubble size: Total US dollar claims.

### 3. Drivers of Change in Dollar Liquidity Ratios (Percentage points, 2006–17)
- Drivers depicted include: Change in SFR; Change in LR; Deposits; LT securities; Swaps; Loans; Outflows; Other STL; Net interbank assets; HQLA.
- Axis range in figure: –400 to 400 on one scale and –200 to 200 on another (tick marks shown at –400, –300, –200, –100, 0, 100, 200, 300, 400).

### 4. Drivers of Change in Stable Funding Ratio (Percentage points, 2006–17)
- Drivers shown similarly to panel 3, highlighting components contributing to SFR changes between 2006 and 2017.

### 5. Dollar Claims and HQLA Growth (Percent, annualized growth between 2006 and 2017)
- Growth in total US dollar claims and growth in HQLA are plotted.
- Bubble size: Loans as percent of total claims.
- Axes and plotted ranges include negative and positive annualized growth values (examples of axis ticks shown: –250 to 200; –20 to 30; –10 to 30).

### 6. Dollar Loans and Deposits Growth (Percent, annualized growth between 2006 and 2017)
- Growth in loans and growth in deposits are plotted against each other.
- "Challenged" and "45-degree line" labels appear in the figure to indicate relative positions.
- Country ISO labels visible in the figure: GBR, CAN, DEU, FRA, CHE, JPN, and Total.

### Key findings and observations (from figure caption and notes)
- "The drivers of changes in these ratios vary across banking systems."
- "Rapid growth of dollar claims is a key challenge ...... as is rapid loan growth."
- "The aggregate liquidity ratio has improved ...... but the stable funding ratio is little changed."
- Note: "Dollar claims are loans and securities denominated in dollars. Data labels in the figure use International Organization for Standardization (ISO) country codes."
- Definitions: HQLA = high-quality liquid assets; LR = liquidity ratio; LT = long-term; SFR = stable funding ratio; STL = short-term liabilities.

*Sources: Bank financial statements; Bank for International Settlements; Bank of Japan; Federal Financial Institutions Examination Council; S&P Global Market Intelligence; and IMF staff estimates and analysis.*

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_Source: https://www.imf.org/-/media/files/publications/gfsr/2018/april/ch1/pdf/figure1-25.pdf_