## Figure 1.22. Bank Exposures to Opaque and Illiquid Assets, Interconnectedness, and Funding

## Source details

**Canonical URL:** [Figure 1.22. Bank Exposures to Opaque and Illiquid Assets, Interconnectedness, and Funding](https://www.imf.org/-/media/files/publications/gfsr/2018/oct/ch1/csv/figure1-22.csv)

## Other formats

- [Markdown version](/-/media/files/publications/gfsr/2018/oct/ch1/csv/figure1-22.csv.md)
- [Structured JSON version](/-/media/files/publications/gfsr/2018/oct/ch1/csv/figure1-22.csv.json)

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### 1. G-SIB Holdings of Level 2 and Level 3 Assets
- Metric label: (Multiple of Basel III Tier 1 capital)
- Sample regional series (years 2014, 2015, 2016, 2017, 2018):
  - Asia and Pacific: 1.16, 1.2, 1.45, 1.26, 1.16
  - Euro area: 8.25, 6.11, 5.74, 4.33, 5.2
  - North America: 7.26, 5.87, 5.14, 4.41, 4.11

### 3. G-SIB Interconnectedness
- Metric label: (Percent of equity returns explained by shocks to other G-SIBs)
- Reference dates/sample markers:
  - 1/1/2008
  - 1/2/2008
  - 1/3/2008
- Sample statistics shown in the dataset header area:
  - Median: 86.82; 86.85; 86.87 (present in header cell block)
  - Minimum to maximum: 73.73; 73.83; 73.91
  - 25th-75th percentile: 11.49; 11.37; 11.26
  - 25th�75th percentile (duplicate formatting in file): 3.87; 3.91; 3.94
  - Min�Max (duplicate formatting in file): 1.43; 1.43; 1.44

### 4. Banking System Funding Models 2018:Q1
- Column labels present in sample rows:
  - DEPOSIT-TO-LOAN RATIO
  - FX LIABILITIES TO TOTAL LIABILITIES
- Sample country entries (country code, deposit-to-loan ratio, FX liabilities to total liabilities):
  - AUT: 86.13, 6.80
  - BRA: 123.12, 15.66
  - CAN: 100.04, 45.41

### Data structure and sample coverage
- Worksheet name: csv
- Row count: 2735
- Column count: 23
- Header and layout notes preserved from the file:
  - Multiple empty header rows precede labeled blocks.
  - Distinct blocks in the sheet correspond to: "1. G-SIB Holdings of Level 2 and Level 3 Assets", "3. G-SIB Interconnectedness", and "4. Banking System Funding Models 2018:Q1".
  - Some header cells repeat percentile/Min–Max labels with differing punctuation (e.g., "25th-75th percentile" and "25th�75th percentile"; "Min�Max").

*Source: figure1-22 (dataset overview)*

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_Source: https://www.imf.org/-/media/files/publications/gfsr/2018/oct/ch1/csv/figure1-22.csv_