IMF Global Financial Stability Report -- Containing Systemic Risks and Restoring Financial Soundness -- April 2008 -- Contents
Global Financial Stability Report, April 8, 2008
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- IMF Global Financial Stability Report -- Containing Systemic Risks and Restoring Financial Soundness -- April 2008 -- Contents
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Bibliographic details
- Authors: international law, practice.
- Published: April 8, 2008
- Series: Global Financial Stability Report
Main report structure and major chapters
- Preface (90KB pdf file)
- Executive Summary (90KB pdf file)
- Chapter I. Assessing Risks to Global Financial Stability
- Components: Full Text | Boxes | Figures | Tables
- Subsections listed:
- Global Financial Stability Map
- Credit Deterioration -- How Deep and Widespread?
- Systemic Risks Have Risen Sharply
- Will Emerging Markets Remain Resilient?
- Credit Squeeze or Credit Crunch?
- Immediate Policy Challenges
- Annexes:
- Annex 1.1. Global Financial Stability Map: Construction and Methodology
- Annex 1.2. Methodology for Calculating Global Losses and Bank Exposures
- References
- Chapter II. Structured Finance: Issues of Valuation and Disclosure
- Components: Full Text | Summary | Boxes | Figures
- Subsections listed:
- Valuation and Disclosure of Complex Structured Finance Products
- The Role of Off-Balance-Sheet Entities
- Conclusions and Outlook
- Annex:
- Annex 2.1. The World According to GAAP
- Chapter III. Market and Funding Illiquidity: When Private Risk Becomes Public
- Components: Full Text | Summary | Figures
- Subsections listed:
- The Nature of Market Liquidity Risks
- Funding Liquidity Risks
- Market and Funding Liquidity Dynamics
- Liquidity Dynamics Since July 2007: An Empirical Investigation
- The Role of Central Banks During Periods of Market and Funding Illiquidity
- Central Banks' Response to Liquidity Strains Since July 2007: An Empirical Investigation
- Recommendations to Enhance Liquidity Risk Management
- Conclusion
- Annex:
- Annex 3.1. Liquidity Dynamics Since Summer 2007
Supplementary material and data components
- Glossary (270KB pdf file)
- Annex: Summing Up by the Acting Chair
- Statistical Appendix (1,331KB pdf file)
- Statistical Appendix sections include:
- Key Financial Centers: Figures | Tables
- Emerging Markets: Figures | Tables
- Financial Soundness Indicators: Tables
Boxes (selected list of topics)
- 1.1 Outlook for U.S. High-Yield Corporate Debt Markets and Default Rates
- 1.2 Do Sovereign Wealth Funds Have a Volatility-Absorbing Market Impact?
- 1.3 The Rise in Balance Sheet Leverage of Global Banks
- 1.4 Quantitative Financial Stability Modeling
- 1.5 Banking Stability Index
- 2.1 Structured Finance: What Is It and How Did It Get So Large?
- 2.2 When Is a AAA not a AAA? (Part 1: The ABCs of MBSs and CDOs)
- 2.3 When Is a AAA not a AAA? (Part 2: Actual versus Market-Implied Mortgage-Backed Security Ratings)
- 2.4 When Is a AAA not a AAA? (Part 3: Collateralized Debt Obligation Rating Dynamics)
- 2.5 Conduits, SIVs and SIV-Lites
- 2.6 Consolidation of Structured Investment Vehicles: An Illustrative Example of Issues That Arise
- 3.1 The Determinants of Market Liquidity
- 3.2 Liquidity-Adjusted Value-at-Risk: At the Forefront of Market Liquidity Risk Management?
- 3.3 Standard Ways to Measure and Control Bank Liquidity Risks
- 3.4 Institute of International Finance Principles of Liquidity Risk Management
- 3.5 Central Bank Counterparties
- 3.6 Liquidity Regulation and the Basel Process
Tables (selected items and labeled tables)
- Estimates of Financial Sector Potential Losses as of March 2008
- Typical "Haircut" or Initial Margin
- Macro and Financial Indicators in Selected Emerging Market Countries
- Changes in Risks and Conditions Since the October 2007 Global Financial Stability Report
- Losses by Asset Class as of March 2008
- 1.6 Global Bank Losses as of March 2008
- Accounting for Securities Held as Financial Assets
- U.S. Subprime Exposures and Losses
- Market Participants in Credit Derivatives, 2004 and 2006
- Impact of Central Bank Interventions on LIBOR-OIS Spreads
Figures and illustrative items (selected)
- Mortgage Delinquencies by Vintage Year
- U.S. Mortgage-Related Securities Prices
- U.S. and European House Price Changes
- U.S. and UK Nonconforming Delinquencies by Mortgage Vintage Year
- Commercial Mortgage Borrowing and Real Estate Prices
- 1.7 CMBX Spreads
- 1.8 Charge-Off Rates for U.S. Consumer Loans
- 1.9 Credit Card Charge-Off Rates versus Credit Card Asset-Backed Spreads on Securities
- 1.13 Expected Bank Losses as of March 2008
- 1.15 Systemic Bank Default Risk
- 1.18 U.S. Funding Market Liquidity
- 1.19 Euro Area Funding Market Liquidity
- 1.34 Global Financial Stability Map: Monetary and Financial Conditions
- 1.35 Global Financial Stability Map: Risk Appetite Conditions
- 1.36 Global Financial Stability Map: Macroeconomic Risks
- 1.37 Global Financial Stability Map: Emerging Market Risks
- 1.38 Global Financial Stability Map: Credit Risks
- 1.39 Global Financial Stability Map: Market and Liquidity Risks
- Selected U.S.-Based Financial Institutions: Change in Level 3 and 2 Assets
- Writedowns of Selected Financial Institutions: October 15, 2007-February 14, 2008
- Timelines for Implementation of Basel II Framework
- Aggregate Bank Credit Default Swap Rate and Selected Spreads
- United States: Selected Money Market Spreads
- Three-Month LIBOR to Overnight Index Swap Spreads
- Central Bank Key Policy and Overnight Money Market Rates
- European Central Bank's Liquidity Provision and Reserve Holdings
- United States: Selected Federal Reserve Policy Actions and Term Funding Stress
Statistical appendix detail and indices
- Key Financial Centers: Major Net Exporters and Importers of Capital in 2007; Exchange Rates: Selected Major Industrial Countries; United States: Yields on Corporate and Treasury Bonds; Selected Spreads; Nonfinancial Corporate Credit Spreads; Equity Markets: Price Indexes; Implied and Historical Volatility in Equity Markets; and more.
- Global Capital Flows: Inflows and Outflows; Amounts Outstanding and Net Issues of International Debt Securities by Currency of Issue and Announced International Syndicated Credit Facilities by Nationality of Borrower
- Global Over-the-Counter Derivatives Markets: Notional Amounts and Gross Market Values of Outstanding Contracts (overall and by counterparty, remaining maturity, and currency)
- Emerging Markets: Volatility Measures; Debt Cross-Correlation Measures; Equity Market Indices; Foreign Exchange Rates; Emerging Market Bond Index: EMBI Global Total Returns Index; EMBI Global Yield Spreads; Emerging Market External Financing: Total Bonds, Equities, and Loans; Bond Issuance; Equity Issuance; Loan Syndication; Equity Valuation Measures; United States: Mutual Fund Flows
Financial soundness indicators (selected)
- Bank Regulatory Capital to Risk-Weighted Assets
- Bank Capital to Assets
- Bank Nonperforming Loans to Total Loans
- Bank Provisions to Nonperforming Loans
- Bank Return on Assets
- Bank Return on Equity
IMF Global Financial Stability Report -- Containing Systemic Risks and Restoring Financial Soundness -- April 2008 -- Contents
Content in this bundle
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- Rapport sur la stabilité financière dans le monde
- 国際金融安定性報告書,2008年4月,要旨,報道資料（第2章,第3章）
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- Summing Up by the Acting Chair
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- ChAPTER 2 structured F inance: issues oF valuation and disclosure
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- Executive Summary
- Global Financial Stability Report
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- АНАЛИТИЧЕСКОЕ РЕЗЮМЕ
- Resumen General — Informe sobre la estabilidad financiera mundial, Abril de 2008
- sums
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