## GFSR Chapter 1 Apr. 2022 (ch1data) — dataset overview ## Source details **Canonical URL:** [GFSR Chapter 1 Apr. 2022 (ch1data) — dataset overview](https://www.imf.org/-/media/files/publications/gfsr/2022/april/data/ch1data.xlsx) ## Other formats - [Markdown version](/-/media/files/publications/gfsr/2022/april/data/ch1data.xlsx.md) - [Structured JSON version](/-/media/files/publications/gfsr/2022/april/data/ch1data.xlsx.json) --- ### Scope and structure - Workbook contains multiple worksheets corresponding to Chapter 1 figures and the Table of Contents for the Global Financial Stability Report (April 2022). - Example worksheet names: - "GFSR Chapter 1 Apr. 2022" - "Table of Contents" - "Figure 1.1." - "Figure 1.2." - "Figure 1.3." - ... through "Figure 1.24." and "Figure 1.1.1." - Row and column counts are provided per worksheet (examples: "GFSR Chapter 1 Apr. 2022" rowCount: 32, columnCount: 10; "Figure 1.2." rowCount: 3177, columnCount: 21). ### Major figures and thematic coverage - Figure 1.1. — "Russian and Ukrainian Assets Have Come under Heavy Pressure Following the War in Ukraine" (includes exchange rates and equities indices, indexed to Jan. 1, 2022). - Figure 1.2. — "Impact of the War in Ukraine on Commodities" (Energy, Agricultural Commodity Prices, Metals, Share of Commodities in Backwardation). - Figure 1.3. — "Impact of the War in Ukraine on Financial Assets" (Global Equity Price Changes in 2022; Credit Spread Levels; Emerging Market Sovereign Bond Spreads; Emerging Market Currencies). - Figure 1.9. — "A Challenging Normalization Process" (Distribution of Residual Maturities of the Treasury Securities Held by the Federal Reserve). - Figure 1.11. — "Foreign Bank Exposures to Russia and Ukraine" (International and local claims; banks with largest exposures; potential impact on group CET1 ratios). - Figure 1.12. — "Over-the-Counter Derivative Exposures of International and Domestic Banks in Russia, End-2021" (Foreign Exchange Swaps and Outright Forwards; gross notional amounts). - Additional figures cover global financial conditions, volatility, growth-at-risk, inflation and interest rates in emerging markets, investor challenges in Russian security markets, commodity trading companies, corporate sector impacts, EM spillovers, portfolio flow pressures, crypto markets, Chinese property sector stress and spillovers, and climate-related channels. ### Selected exact data points (extracted from worksheet sample rows) - Figure 1.1. (indexed series; sample start): - "2022-01-01T00:00:00.000Z", 100, 100 - "2022-01-02T00:00:00.000Z", 100, 100 - "2022-01-03T00:00:00.000Z", 99.21458237439839, 100, 100, 101.72261740677956, 100.6376594148537 - Figure 1.2. (commodity indices and backwardation share): - "2021-01-01T00:00:00.000Z", 29.12213740458015, 65.3446033810143, 83.10087577035355 - "2022-04-06T00:00:00.000Z", 71.42857142857143 (Share of backwardation) - "2022-04-05T00:00:00.000Z", 76.19047619047619 (Share of backwardation) - Figure 1.3. (global equity changes and region/country values): - "January-late February": Energy 12.312907431551508; Airlines 4.985163204747778; Food & staples retail -6.464250734573952; Health care -9.36688799628385 - "War period": Energy 5.63242942050519; Airlines -1.5715093273035734; Food & staples retail 8.075146288882067; Health care 7.537158189876081 - "Pre-pandemic" and other index values: Pre-pandemic 120.6548; Present 135.2172; "Max sell off" 181.83120000000008 - Country/sample EM values: "BRA" 11.37121741735745, 7.0415730337078815, 18.77938937807818; "COL" 4.2786679956042795, 5.100725221595481, 9.597636314799907 - Figure 1.9. (distribution of residual maturities of Treasury securities under SOMA): - "<1 yr", 20.027580977858566, 1133.8168837987898 - "1 - 5 yr", 38.0582658571945, 2154.58394324785 - "5 - 10 yr", 18.006143689582544, 1019.37771465891 - "10+ yr", 23.90800947536439, 1353.4986991768 - Figure 1.11. (foreign banks’ gross claims and sample bank exposures): - "TOTAL": International claims: Russia 64.722216; Local claims: Russia 54.07695; International claims: Ukraine 5.638282; Local claims: Ukraine 7.533288 - "FRA": 10.302, 14.853, 0, 0.952, 2.752 - Example simulated CET1 impact entries: Bank 1* index 1, -69.76676167750159, -204.90060025490226; Bank 2 index 2, -31.75202724927715, -125.79625271517791 - Figure 1.12. (FX swaps and forwards gross notionals by currency, vis-à-vis counterparties): - "RUB": 42.0754843938463, 53.0121574241395, 79.3569343372266, 27.9453392857576 - "USD": 65.448351075, 74.61854586499999, 35.219475126999995, 35.272131212 - "EUR": 24.8672705883497, 25.0188350487779, 50.0000527149944, 10.5806249686662 - "CNY": 1.87469118382528, 2.3433484219646497, 0.53932754532027, 0.006925 - Figure 1.13. (exposure to Russian sovereign/corporate debt and equities; open-end fund data): - "Foreign Open-End Fund": Sovereign Bonds 23.705341238948414; Corporate Bonds 12.688062000000002; Equities 100.9238 - "Other Foreign NBFI": Sovereign Bonds 27.59323319613357; Corporate Bonds 147.011938 - Fund-level figures example: "Mixed funds" 1293543808, 796046208, 10085422080, 194845200 - Portfolio allocation snapshots: "201201" 1.3728, 7.011; "201201" 1.1144, 6.7134 - Figure 1.14. (Russian hard currency bonds average prices by tier): - "2022-04-06T00:00:00.000Z": 24.4918, 19.788666666666668, 16.709 - "2022-04-05T00:00:00.000Z": 30.585199999999997, 22.224, 16.798833333333334 - "2022-04-04T00:00:00.000Z": 40.0286, 22.706333333333333, 18.8715 - Figure 1.15. (weight of Russia in benchmark indices and foreign ownership of local currency bonds examples): - "2013-01-31T00:00:00.000Z": Russia EM hard currency bonds 20.789310130515847; Equities 25.797078819003797 - "2013-02-28T00:00:00.000Z": Global bonds 24.100156494522693; Average (BRA, COL, MEX, IDN, ZAF) 25.88964904941172 - Figure 1.24. (Russia’s share in production and related metrics; renewable capacity snapshots): - "Aluminum": 5.6, 10.859351318581378; 2005, 23.38695283, 15.7421197, 20.47225776 - "Copper": 3.683333333, 6.2109723461195365; 2010, 1.266970755, 23.84077477, 26.91898681 - "Nickel": 11.33333333, 30.491790051236546; 2015, 30.85633133, 26.5313569, 32.16501395 - Renewable capacity example: "2015-12-01T00:00:00.000Z" 1.003253214250219, 1.0324101266757544; capacity 11, 1331.1774100000005 ### Usage notes and data fidelity - The workbook includes time series (ISO 8601 timestamps), index series (indexed to Jan. 1, 2022 where indicated), cross-sectional snapshots (dates with values), and scenario/annotation fields (labels such as "Pre-pandemic", "Present", "Max sell off", "War period"). - Numeric precision from the source is preserved in the dataset (many values include multiple decimal places). - Users should reference the original workbook for full series length, labeling, and chart mappings (worksheet-level contexts and chart panel labels are present in the sheets). *Data derived from the "ch1data" workbook (GFSR Chapter 1 Apr. 2022) sample rows as provided.* --- _Source: https://www.imf.org/-/media/files/publications/gfsr/2022/april/data/ch1data.xlsx_