## Figure 2.5. Liquidity Buffers and Reliance on Wholesale Funding

## Source details

**Canonical URL:** [Figure 2.5. Liquidity Buffers and Reliance on Wholesale Funding](https://www.imf.org/-/media/files/publications/gfsr/2018/oct/ch2/pdf/figure2-5.pdf)

## Other formats

- [Markdown version](/-/media/files/publications/gfsr/2018/oct/ch2/pdf/figure2-5.pdf.md)
- [Structured JSON version](/-/media/files/publications/gfsr/2018/oct/ch2/pdf/figure2-5.pdf.json)

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### 1. Liquidity Buffers (Percent of total assets)
- Time series covered: 2000 01 02 03 04 05 06 07 08 09 10 11 12 13 14 15 16 17.
- Chart elements and scales shown in source:
  - Left-scale items: Mandatory reserves (left scale); Cash and due from banks (left scale); Government securities (left scale).
  - Right-scale item: Liquidity coverage ratio (right scale).
  - Numeric axis labels appearing in the figure: 0; 50; 10; 20; 30; 40.
- Observations stated in source:
  - "Banks’ liquidity buffers have also increased since the crisis ...... resulting in significantly larger liquidity buffers after the crisis."
- Groupings referenced: All banks; BCBS countries; G-SIBs.

### 2. Changes in Liquidity Buffers Relative to Precrisis Period (Percentage points)
- Comparison periods and labels in figure:
  - Global financial crisis (GFC)
  - Post-GFC
- Groupings shown: BCBS countries; Non-BCBS countries.
- Statistical annotation: Solid bars indicate that the differences are statistically significant at the 10 percent level.
- Note from source on construction: "Panels 1 and 3 correspond to the global median across medians at the country level for all countries in the sample. In panel 2, each bar represents the difference in means in the GFC and post-GFC periods relative to the pre-GFC period, and for BCBS and other countries."

### 3. Wholesale Funding Ratio (Percent of total liabilities)
- Time series covered: 2000 01 02 03 04 05 06 07 08 09 10 11 12 13 14 15 16 17.
- Numeric axis labels appearing in the figure: 0; 50; 100; 150; 200.
- Observation stated in source:
  - "Banks’ reliance on wholesale funding has also been declining ...... reflecting a significant downward postcrisis trend."
- Groupings referenced: All banks; BCBS countries; G-SIBs.

### 4. Changes in Wholesale Funding Ratio (Percentage points)
- Comparison periods and labels shown in figure:
  - GFC
  - 2010–16
  - 2017
  - Post-GFC trend
- Groupings shown in the first three sets of bars: all banks, BCBS countries, and G-SIBs.
- Numeric axis labels appearing in the figure: –4; –2; 0; 2; 4; 6.
- Note from source on construction: "In panel 4, the first three sets of bars represent the difference in means in the GFC, the 2010–16 period, and 2017, all relative to the precrisis period (2000–07), for all banks, BCBS countries, and G-SIBs. The fourth set of bars represents the estimated annual trend during the postcrisis period."

Sources: Fitch Connect; and IMF staff calculations.

*BCBS = Basel Committee on Banking Supervision; G-SIBs = global systemically important banks.*

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_Source: https://www.imf.org/-/media/files/publications/gfsr/2018/oct/ch2/pdf/figure2-5.pdf_