IMF Global Financial Stability Report -- Responding to the Financial Crisis and Measuring Systemic Risks -- April 2009 -- Contents

Global Financial Stability Report, April 21, 2009

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IMF Global Financial Stability Report -- Responding to the Financial Crisis and Measuring Systemic Risks -- April 2009 -- Contents

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• Published: April 21, 2009
• Series: Global Financial Stability Report

Overview

• Title: Responding to the Financial Crisis and Measuring Systemic Risks
• Publication date: April 2009
• Series: Global Financial Stability Report
• Action prompt available on page: Read More

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IMF Global Financial Stability Report -- Responding to the Financial Crisis and Measuring Systemic Risks -- April 2009 -- Contents

Content in this bundle

• boxfigure1_2a
  • boxfigure1_2a (Markdown version)
  • boxfigure1_2a (CSV)
• Lenders' Credit Exposure to CESE, end-2007
  • Lenders' Credit Exposure to CESE, end-2007 (Markdown version)
  • Lenders' Credit Exposure to CESE, end-2007 (CSV)
• Box 1.4. Enhanced IMF Lending Capabilities and Implications for Emerging Markets
  • Box 1.4. Enhanced IMF Lending Capabilities and Implications for Emerging Markets (Markdown version)
  • Box 1.4. Enhanced IMF Lending Capabilities and Implications for Emerging Markets (CSV)
• Box 1.4. Enhanced IMF Lending Capabilities and Implications for Emerging Markets
  • Box 1.4. Enhanced IMF Lending Capabilities and Implications for Emerging Markets (Markdown version)
  • Box 1.4. Enhanced IMF Lending Capabilities and Implications for Emerging Markets (CSV)
• Box 1.5. Modeling Corporate Bond Spreads: A Capital Flows Framework
  • Box 1.5. Modeling Corporate Bond Spreads: A Capital Flows Framework (Markdown version)
  • Box 1.5. Modeling Corporate Bond Spreads: A Capital Flows Framework (CSV)
• boxfigure1_6a — Real Central Bank Assets of Selected Countries, January 2006-March 2009
  • boxfigure1_6a — Real Central Bank Assets of Selected Countries, January 2006-March 2009 (Markdown version)
  • boxfigure1_6a — Real Central Bank Assets of Selected Countries, January 2006-March 2009 (CSV)
• Figure 1.1. Global Financial Stability Map
  • Figure 1.1. Global Financial Stability Map (Markdown version)
  • Figure 1.1. Global Financial Stability Map (CSV)
• Figure 1.10. Emerging Market Hedge Funds: Estimated Assets and Net Asset Flows
  • Figure 1.10. Emerging Market Hedge Funds: Estimated Assets and Net Asset Flows (Markdown version)
  • Figure 1.10. Emerging Market Hedge Funds: Estimated Assets and Net Asset Flows (CSV)
• Figure 1.11. Heat Map: Developments in Emerging Market Systemic Asset Classes
  • Figure 1.11. Heat Map: Developments in Emerging Market Systemic Asset Classes (Markdown version)
  • Figure 1.11. Heat Map: Developments in Emerging Market Systemic Asset Classes (CSV)
• Figure 1.12. Emerging Europe: Real Credit Growth to the Private Sector and Output
  • Figure 1.12. Emerging Europe: Real Credit Growth to the Private Sector and Output (Markdown version)
  • Figure 1.12. Emerging Europe: Real Credit Growth to the Private Sector and Output (CSV)
• Figure 1.13. Emerging Markets: Performance of Credit Default Swap Spreads and Equity Prices
  • Figure 1.13. Emerging Markets: Performance of Credit Default Swap Spreads and Equity Prices (Markdown version)
  • Figure 1.13. Emerging Markets: Performance of Credit Default Swap Spreads and Equity Prices (CSV)
• Figure 1.14. Cross-Country Basis Swap Spreads
  • Figure 1.14. Cross-Country Basis Swap Spreads (Markdown version)
  • Figure 1.14. Cross-Country Basis Swap Spreads (CSV)
• Figure 1.15. Emerging Market Real Credit Growth
  • Figure 1.15. Emerging Market Real Credit Growth (Markdown version)
  • Figure 1.15. Emerging Market Real Credit Growth (CSV)
• figure1_16 — External Debt Refinancing Needs
  • figure1_16 — External Debt Refinancing Needs (Markdown version)
  • figure1_16 — External Debt Refinancing Needs (CSV)
• Figure 1.17. Emerging Market Corporate Bond Spreads
  • Figure 1.17. Emerging Market Corporate Bond Spreads (Markdown version)
  • Figure 1.17. Emerging Market Corporate Bond Spreads (CSV)
• Figure 1.18. Aggregate Emerging Market Bond Index Global Spread
  • Figure 1.18. Aggregate Emerging Market Bond Index Global Spread (Markdown version)
  • Figure 1.18. Aggregate Emerging Market Bond Index Global Spread (CSV)
• Figure 1.19. Distress Dependence between Emerging Market Sovereigns nad Advanced Country Banks
  • Figure 1.19. Distress Dependence between Emerging Market Sovereigns nad Advanced Country Banks (Markdown version)
  • Figure 1.19. Distress Dependence between Emerging Market Sovereigns nad Advanced Country Banks (CSV)
• Content unit: dataset overview
  • Content unit: dataset overview (Markdown version)
  • Content unit: dataset overview (CSV)
• Figure 1.20. U.S. Loan Charge-Off Rates: Baseline
  • Figure 1.20. U.S. Loan Charge-Off Rates: Baseline (Markdown version)
  • Figure 1.20. U.S. Loan Charge-Off Rates: Baseline (CSV)
• Figure 1.21. Delinquency Rates on U.S. Residential Mortgage Loans
  • Figure 1.21. Delinquency Rates on U.S. Residential Mortgage Loans (Markdown version)
  • Figure 1.21. Delinquency Rates on U.S. Residential Mortgage Loans (CSV)
• Figure 1.22. Spreads on Commercial Mortgage-Backed Securities
  • Figure 1.22. Spreads on Commercial Mortgage-Backed Securities (Markdown version)
  • Figure 1.22. Spreads on Commercial Mortgage-Backed Securities (CSV)
• Figure 1.23. Spreads on Consumer Credit Asset-Backed Securities
  • Figure 1.23. Spreads on Consumer Credit Asset-Backed Securities (Markdown version)
  • Figure 1.23. Spreads on Consumer Credit Asset-Backed Securities (CSV)
• Figure 1.24. Global Corporate Default Rates
  • Figure 1.24. Global Corporate Default Rates (Markdown version)
  • Figure 1.24. Global Corporate Default Rates (CSV)
• Figure 1.25. Average Recovery Rates on Defaulted U.S. Corporate Bonds
  • Figure 1.25. Average Recovery Rates on Defaulted U.S. Corporate Bonds (Markdown version)
  • Figure 1.25. Average Recovery Rates on Defaulted U.S. Corporate Bonds (CSV)
• Figure 1.26. Corporate Credit Default Swap Spreads
  • Figure 1.26. Corporate Credit Default Swap Spreads (Markdown version)
  • Figure 1.26. Corporate Credit Default Swap Spreads (CSV)
• Figure 1.27. Estimates of Economic Growth and Financial Sector Writedowns
  • Figure 1.27. Estimates of Economic Growth and Financial Sector Writedowns (Markdown version)
  • Figure 1.27. Estimates of Economic Growth and Financial Sector Writedowns (CSV)
• Figure1 28
  • Figure1 28 (Markdown version)
  • Figure1 28 (CSV)
• Figure 1.29. U.S. and European
  • Figure 1.29. U.S. and European (Markdown version)
  • Figure 1.29. U.S. and European (CSV)
• Figure 1.3. Ratio of Debt to GDP Among Select Advanced Economies
  • Figure 1.3. Ratio of Debt to GDP Among Select Advanced Economies (Markdown version)
  • Figure 1.3. Ratio of Debt to GDP Among Select Advanced Economies (CSV)
• Figure 1.30. Commercial Bank Loan Charge-offs
  • Figure 1.30. Commercial Bank Loan Charge-offs (Markdown version)
  • Figure 1.30. Commercial Bank Loan Charge-offs (CSV)
• Figure 1.31. European Securitization Gross Issuance
  • Figure 1.31. European Securitization Gross Issuance (Markdown version)
  • Figure 1.31. European Securitization Gross Issuance (CSV)
• Figure 1.32. Refinancing Gap of Global Banks
  • Figure 1.32. Refinancing Gap of Global Banks (Markdown version)
  • Figure 1.32. Refinancing Gap of Global Banks (CSV)
• Figure 1.33. Pension Funds of Large U.S. and European Companies: Estimated Funding Levels
  • Figure 1.33. Pension Funds of Large U.S. and European Companies: Estimated Funding Levels (Markdown version)
  • Figure 1.33. Pension Funds of Large U.S. and European Companies: Estimated Funding Levels (CSV)
• Figure 1.34. Insurance Sector Credit Default Swap Spreads
  • Figure 1.34. Insurance Sector Credit Default Swap Spreads (Markdown version)
  • Figure 1.34. Insurance Sector Credit Default Swap Spreads (CSV)
• Figure 1.35. Large Economy Credit Default Swap Spreads
  • Figure 1.35. Large Economy Credit Default Swap Spreads (Markdown version)
  • Figure 1.35. Large Economy Credit Default Swap Spreads (CSV)
• Figure 1.36. Benchmark Five-Year Government Bonds
  • Figure 1.36. Benchmark Five-Year Government Bonds (Markdown version)
  • Figure 1.36. Benchmark Five-Year Government Bonds (CSV)
• Figure 1.37. Swap Spreads of Government-Guaranteed Bondds
  • Figure 1.37. Swap Spreads of Government-Guaranteed Bondds (Markdown version)
  • Figure 1.37. Swap Spreads of Government-Guaranteed Bondds (CSV)
• figure1_38a
  • figure1_38a (Markdown version)
  • figure1_38a (CSV)
• Dataset overview: Figure 1.38b — Global Financial Stability Map: Monetary and Financial Conditions
  • Dataset overview: Figure 1.38b — Global Financial Stability Map: Monetary and Financial Conditions (Markdown version)
  • Dataset overview: Figure 1.38b — Global Financial Stability Map: Monetary and Financial Conditions (CSV)
• Figure 1.38. Global Financial Stability Map: Monetary and Financial Conditions
  • Figure 1.38. Global Financial Stability Map: Monetary and Financial Conditions (Markdown version)
  • Figure 1.38. Global Financial Stability Map: Monetary and Financial Conditions (CSV)
• Figure 1.38. Global Financial Stability Map: Monetary and Financial Conditions
  • Figure 1.38. Global Financial Stability Map: Monetary and Financial Conditions (Markdown version)
  • Figure 1.38. Global Financial Stability Map: Monetary and Financial Conditions (CSV)
• Figure1 38e
  • Figure1 38e (Markdown version)
  • Figure1 38e (CSV)
• Figure 1.39. Global Financial Stability Map
  • Figure 1.39. Global Financial Stability Map (Markdown version)
  • Figure 1.39. Global Financial Stability Map (CSV)
• Figure 1.39. Global Financial Stability Map: Risk Appetite
  • Figure 1.39. Global Financial Stability Map: Risk Appetite (Markdown version)
  • Figure 1.39. Global Financial Stability Map: Risk Appetite (CSV)
• Figure 1.39. Global Financial Stability Map: Risk Appetite
  • Figure 1.39. Global Financial Stability Map: Risk Appetite (Markdown version)
  • Figure 1.39. Global Financial Stability Map: Risk Appetite (CSV)
• Figure 1.39. Global Financial Stability Map: Risk Appetite
  • Figure 1.39. Global Financial Stability Map: Risk Appetite (Markdown version)
  • Figure 1.39. Global Financial Stability Map: Risk Appetite (CSV)
• figure1_4 — Bank Credit to the Private Sector
  • figure1_4 — Bank Credit to the Private Sector (Markdown version)
  • figure1_4 — Bank Credit to the Private Sector (CSV)
• Figure 1.40. Global Financial Stability Map: Macroeconomic Risks
  • Figure 1.40. Global Financial Stability Map: Macroeconomic Risks (Markdown version)
  • Figure 1.40. Global Financial Stability Map: Macroeconomic Risks (CSV)
• Figure 1.40. Global Financial Stability Map: Macroeconomic Risks
  • Figure 1.40. Global Financial Stability Map: Macroeconomic Risks (Markdown version)
  • Figure 1.40. Global Financial Stability Map: Macroeconomic Risks (CSV)
• Figure 1.40. Global Financial Stability Map: Macroeconomic Risks
  • Figure 1.40. Global Financial Stability Map: Macroeconomic Risks (Markdown version)
  • Figure 1.40. Global Financial Stability Map: Macroeconomic Risks (CSV)
• Figure 1.40. Global Financial Stability Map: Macroeconomic Risks
  • Figure 1.40. Global Financial Stability Map: Macroeconomic Risks (Markdown version)
  • Figure 1.40. Global Financial Stability Map: Macroeconomic Risks (CSV)
• Figure 1.40. Global Financial Stability Map: Macroeconomic Risks
  • Figure 1.40. Global Financial Stability Map: Macroeconomic Risks (Markdown version)
  • Figure 1.40. Global Financial Stability Map: Macroeconomic Risks (CSV)
• Figure 1.40. Global Financial Stability Map: Macroeconomic Risks
  • Figure 1.40. Global Financial Stability Map: Macroeconomic Risks (Markdown version)
  • Figure 1.40. Global Financial Stability Map: Macroeconomic Risks (CSV)
• Figure 1.41. Global Financial Stability Map: Emerging Market Risks
  • Figure 1.41. Global Financial Stability Map: Emerging Market Risks (Markdown version)
  • Figure 1.41. Global Financial Stability Map: Emerging Market Risks (CSV)
• figure1_41b
  • figure1_41b (Markdown version)
  • figure1_41b (CSV)
• Figure1 41c
  • Figure1 41c (Markdown version)
  • Figure1 41c (CSV)
• Figure 1.41. Global Financial Stability Map: Emerging Market Risks
  • Figure 1.41. Global Financial Stability Map: Emerging Market Risks (Markdown version)
  • Figure 1.41. Global Financial Stability Map: Emerging Market Risks (CSV)
• Figure Figure 1.41. Global Financial Stability Map: Emerging Market Risks
  • Figure Figure 1.41. Global Financial Stability Map: Emerging Market Risks (Markdown version)
  • Figure Figure 1.41. Global Financial Stability Map: Emerging Market Risks (CSV)
• Figure 1.41. Global Financial Stability Map: Emerging Market Risks
  • Figure 1.41. Global Financial Stability Map: Emerging Market Risks (Markdown version)
  • Figure 1.41. Global Financial Stability Map: Emerging Market Risks (CSV)
• Figure 1.42. Global Financial Stability Map: Credit Risks
  • Figure 1.42. Global Financial Stability Map: Credit Risks (Markdown version)
  • Figure 1.42. Global Financial Stability Map: Credit Risks (CSV)
• Figure 1.42. Global Financial Stability Map: Credit Risks
  • Figure 1.42. Global Financial Stability Map: Credit Risks (Markdown version)
  • Figure 1.42. Global Financial Stability Map: Credit Risks (CSV)
• figure1_42c
  • figure1_42c (Markdown version)
  • figure1_42c (CSV)
• Figure 1.42. Global Financial Stability Map: Credit Risks
  • Figure 1.42. Global Financial Stability Map: Credit Risks (Markdown version)
  • Figure 1.42. Global Financial Stability Map: Credit Risks (CSV)
• Figure 1.42. Global Financial Stability Map: Credit Risks
  • Figure 1.42. Global Financial Stability Map: Credit Risks (Markdown version)
  • Figure 1.42. Global Financial Stability Map: Credit Risks (CSV)
• Figure 1.42. Global Financial Stability Map: Credit Risks
  • Figure 1.42. Global Financial Stability Map: Credit Risks (Markdown version)
  • Figure 1.42. Global Financial Stability Map: Credit Risks (CSV)
• Figure1 43a
  • Figure1 43a (Markdown version)
  • Figure1 43a (CSV)
• figure1_43b
  • figure1_43b (Markdown version)
  • figure1_43b (CSV)
• dataset overview
  • dataset overview (Markdown version)
  • dataset overview (CSV)
• Figure 1.43. Global Financial Stability Map: Market and Liquidity Risks
  • Figure 1.43. Global Financial Stability Map: Market and Liquidity Risks (Markdown version)
  • Figure 1.43. Global Financial Stability Map: Market and Liquidity Risks (CSV)
• Figure 1.43. Global Financial Stability Map: Market and Liquidity Risks
  • Figure 1.43. Global Financial Stability Map: Market and Liquidity Risks (Markdown version)
  • Figure 1.43. Global Financial Stability Map: Market and Liquidity Risks (CSV)
• Figure 1.43. Global Financial Stability Map: Market and Liquidity Risks
  • Figure 1.43. Global Financial Stability Map: Market and Liquidity Risks (Markdown version)
  • Figure 1.43. Global Financial Stability Map: Market and Liquidity Risks (CSV)
• figure1_44
  • figure1_44 (Markdown version)
  • figure1_44 (CSV)
• Figure 1.45. Net Private Other Investment Flows to Emerging Markets
  • Figure 1.45. Net Private Other Investment Flows to Emerging Markets (Markdown version)
  • Figure 1.45. Net Private Other Investment Flows to Emerging Markets (CSV)
• Figure 1.46. Emerging Market Real Credit Grwoth
  • Figure 1.46. Emerging Market Real Credit Grwoth (Markdown version)
  • Figure 1.46. Emerging Market Real Credit Grwoth (CSV)
• Figure 1.47. Emerging Market GDP Growth
  • Figure 1.47. Emerging Market GDP Growth (Markdown version)
  • Figure 1.47. Emerging Market GDP Growth (CSV)
• dataset overview
  • dataset overview (Markdown version)
  • dataset overview (CSV)
• Figure 1.49. Distress Dependence
  • Figure 1.49. Distress Dependence (Markdown version)
  • Figure 1.49. Distress Dependence (CSV)
• Figure 1.5. Private Sector Credit Growth
  • Figure 1.5. Private Sector Credit Growth (Markdown version)
  • Figure 1.5. Private Sector Credit Growth (CSV)
• Figure 1.6. BIS Reporting Banks: Cross-Border Liabilities, Exchange-Rate-Adjusted Changes
  • Figure 1.6. BIS Reporting Banks: Cross-Border Liabilities, Exchange-Rate-Adjusted Changes (Markdown version)
  • Figure 1.6. BIS Reporting Banks: Cross-Border Liabilities, Exchange-Rate-Adjusted Changes (CSV)
• Figure 1.7. BIS Reporting Countries: Cross-Border Assets as a Proportion of Total Assets
  • Figure 1.7. BIS Reporting Countries: Cross-Border Assets as a Proportion of Total Assets (Markdown version)
  • Figure 1.7. BIS Reporting Countries: Cross-Border Assets as a Proportion of Total Assets (CSV)
• Figure 1.8. Emerging Market Net Private Capital Flows
  • Figure 1.8. Emerging Market Net Private Capital Flows (Markdown version)
  • Figure 1.8. Emerging Market Net Private Capital Flows (CSV)
• Figure 1.9. Net Foreign Equity Investment in Emerging Economies
  • Figure 1.9. Net Foreign Equity Investment in Emerging Economies (Markdown version)
  • Figure 1.9. Net Foreign Equity Investment in Emerging Economies (CSV)
• Table 1.1. Macro and Financial Indicators in Selected Emerging Market Countries
  • Table 1.1. Macro and Financial Indicators in Selected Emerging Market Countries (Markdown version)
  • Table 1.1. Macro and Financial Indicators in Selected Emerging Market Countries (CSV)
• Table 1.10. Announced Sovereign Guarnteed Bank Debt
  • Table 1.10. Announced Sovereign Guarnteed Bank Debt (Markdown version)
  • Table 1.10. Announced Sovereign Guarnteed Bank Debt (CSV)
• Table 1.12 Distress Dependence Matrices: Sovereign and Banks
  • Table 1.12 Distress Dependence Matrices: Sovereign and Banks (Markdown version)
  • Table 1.12 Distress Dependence Matrices: Sovereign and Banks (CSV)
• Table 1.13. Estimated Bank Portfolio Composition by Type of Asset
  • Table 1.13. Estimated Bank Portfolio Composition by Type of Asset (Markdown version)
  • Table 1.13. Estimated Bank Portfolio Composition by Type of Asset (CSV)
• Table 1.14. Estimated Bank Portfolio Composition by Origin of Assets
  • Table 1.14. Estimated Bank Portfolio Composition by Origin of Assets (Markdown version)
  • Table 1.14. Estimated Bank Portfolio Composition by Origin of Assets (CSV)
• Table1 15
  • Table1 15 (Markdown version)
  • Table1 15 (CSV)
• Table1 2
  • Table1 2 (Markdown version)
  • Table1 2 (CSV)
• Table 1.3. Estimates of Financial Sector Potential Writedowns
  • Table 1.3. Estimates of Financial Sector Potential Writedowns (Markdown version)
  • Table 1.3. Estimates of Financial Sector Potential Writedowns (CSV)
• Table1 4
  • Table1 4 (Markdown version)
  • Table1 4 (CSV)
• Table 1.7. Bank Wholesale Financing and Public Funding Support
  • Table 1.7. Bank Wholesale Financing and Public Funding Support (Markdown version)
  • Table 1.7. Bank Wholesale Financing and Public Funding Support (CSV)
• Table 1.8. Public Debt and Stabilization Costs
  • Table 1.8. Public Debt and Stabilization Costs (Markdown version)
  • Table 1.8. Public Debt and Stabilization Costs (CSV)
• Table 1.9. Mature Market Sovereign Credit Default Swap Spreads and Debt Outstanding
  • Table 1.9. Mature Market Sovereign Credit Default Swap Spreads and Debt Outstanding (Markdown version)
  • Table 1.9. Mature Market Sovereign Credit Default Swap Spreads and Debt Outstanding (CSV)
• figure2_2 — Dataset overview
  • figure2_2 — Dataset overview (Markdown version)
  • figure2_2 — Dataset overview (CSV)
• Figure 2.3. Network Analysis: Country-By-Country Vulnerability Level
  • Figure 2.3. Network Analysis: Country-By-Country Vulnerability Level (Markdown version)
  • Figure 2.3. Network Analysis: Country-By-Country Vulnerability Level (CSV)
• Figure 2.5. AIG and Lehman Brothers Default Risk Codependence
  • Figure 2.5. AIG and Lehman Brothers Default Risk Codependence (Markdown version)
  • Figure 2.5. AIG and Lehman Brothers Default Risk Codependence (CSV)
• Box 3.1 Figure: Implied Asset Distribution: Citigroup
  • Box 3.1 Figure: Implied Asset Distribution: Citigroup (Markdown version)
  • Box 3.1 Figure: Implied Asset Distribution: Citigroup (CSV)
• Box 3.2 Figure: Option-iPoD: An Indication of Impending Failure
  • Box 3.2 Figure: Option-iPoD: An Indication of Impending Failure (Markdown version)
  • Box 3.2 Figure: Option-iPoD: An Indication of Impending Failure (CSV)
• Box 3.2 Figure: Option-Leverage: A Forward Looking Measure of Distress
  • Box 3.2 Figure: Option-Leverage: A Forward Looking Measure of Distress (Markdown version)
  • Box 3.2 Figure: Option-Leverage: A Forward Looking Measure of Distress (CSV)
• Box Figure 3.5. Implied Correlations from Dynamic Condition Correlation Model
  • Box Figure 3.5. Implied Correlations from Dynamic Condition Correlation Model (Markdown version)
  • Box Figure 3.5. Implied Correlations from Dynamic Condition Correlation Model (CSV)
• boxfigure3_6a
  • boxfigure3_6a (Markdown version)
  • boxfigure3_6a (CSV)
• BoxFigure3.6B. Irish Banks and Sovereign Five-Year CDS Spreads
  • BoxFigure3.6B. Irish Banks and Sovereign Five-Year CDS Spreads (Markdown version)
  • BoxFigure3.6B. Irish Banks and Sovereign Five-Year CDS Spreads (CSV)
• Figure 3.1 Capital-to-Assets Ratio
  • Figure 3.1 Capital-to-Assets Ratio (Markdown version)
  • Figure 3.1 Capital-to-Assets Ratio (CSV)
• Figure 3.10. Probability of Cascade Effects
  • Figure 3.10. Probability of Cascade Effects (Markdown version)
  • Figure 3.10. Probability of Cascade Effects (CSV)
• Figure3 11
  • Figure3 11 (CSV)
• Figure 3.12. Euro-Dollar Forex Swap
  • Figure 3.12. Euro-Dollar Forex Swap (Markdown version)
  • Figure 3.12. Euro-Dollar Forex Swap (CSV)
• Figure 3.13. Markov-Switching ARCH Model of VIX
  • Figure 3.13. Markov-Switching ARCH Model of VIX (Markdown version)
  • Figure 3.13. Markov-Switching ARCH Model of VIX (CSV)
• Figure 3.14.Markov-Switching ARCH Model of TED spread
  • Figure 3.14.Markov-Switching ARCH Model of TED spread (Markdown version)
  • Figure 3.14.Markov-Switching ARCH Model of TED spread (CSV)
• Figure 3.15. Markov-Switching ARCH Model of VIX, TED Spreads, and Core 2 BSI.
  • Figure 3.15. Markov-Switching ARCH Model of VIX, TED Spreads, and Core 2 BSI. (Markdown version)
  • Figure 3.15. Markov-Switching ARCH Model of VIX, TED Spreads, and Core 2 BSI. (CSV)
• Figure 3.2. Ratio of Short-Term Debt to Total Debt
  • Figure 3.2. Ratio of Short-Term Debt to Total Debt (Markdown version)
  • Figure 3.2. Ratio of Short-Term Debt to Total Debt (CSV)
• Figure 3.3. Return on Assets
  • Figure 3.3. Return on Assets (Markdown version)
  • Figure 3.3. Return on Assets (CSV)
• Figure 3.5. U.S. and European Banks: Joint Tail Risk of Implied Volatilities
  • Figure 3.5. U.S. and European Banks: Joint Tail Risk of Implied Volatilities (Markdown version)
  • Figure 3.5. U.S. and European Banks: Joint Tail Risk of Implied Volatilities (CSV)
• Figure 3.6. Higher Moments and Multivariate Dependence of Implied Equity Volatility
  • Figure 3.6. Higher Moments and Multivariate Dependence of Implied Equity Volatility (Markdown version)
  • Figure 3.6. Higher Moments and Multivariate Dependence of Implied Equity Volatility (CSV)
• Figure 3.7 Joint Probability of Distress
  • Figure 3.7 Joint Probability of Distress (Markdown version)
  • Figure 3.7 Joint Probability of Distress (CSV)
• Figure3 8
  • Figure3 8 (Markdown version)
  • Figure3 8 (CSV)
• Figure 3.9. Daily Percentage Change: Joint and Average Probability of Distress
  • Figure 3.9. Daily Percentage Change: Joint and Average Probability of Distress (Markdown version)
  • Figure 3.9. Daily Percentage Change: Joint and Average Probability of Distress (CSV)
• Figure 1. Major Net Exporters and Importers of Capital in 2008
  • Figure 1. Major Net Exporters and Importers of Capital in 2008 (Markdown version)
  • Figure 1. Major Net Exporters and Importers of Capital in 2008 (CSV)
• Figure 10. Flows into U.S.-Based Equity Funds
  • Figure 10. Flows into U.S.-Based Equity Funds (Markdown version)
  • Figure 10. Flows into U.S.-Based Equity Funds (CSV)
• Figure 11. United States: Corporate Bond Market
  • Figure 11. United States: Corporate Bond Market (Markdown version)
  • Figure 11. United States: Corporate Bond Market (CSV)
• Figure 12. Europe: Corporate Bond Market
  • Figure 12. Europe: Corporate Bond Market (Markdown version)
  • Figure 12. Europe: Corporate Bond Market (CSV)
• Figure 13. United States: Commercial Paper Market
  • Figure 13. United States: Commercial Paper Market (Markdown version)
  • Figure 13. United States: Commercial Paper Market (CSV)
• Figure 14. United States: Asset-Backed Securities
  • Figure 14. United States: Asset-Backed Securities (Markdown version)
  • Figure 14. United States: Asset-Backed Securities (CSV)
• Table 15. Emerging Market Volatility Measures
  • Table 15. Emerging Market Volatility Measures (Markdown version)
  • Table 15. Emerging Market Volatility Measures (CSV)
• Table 16. Emerging Market Debt Cross-Correlation Measures
  • Table 16. Emerging Market Debt Cross-Correlation Measures (Markdown version)
  • Table 16. Emerging Market Debt Cross-Correlation Measures (CSV)
• Figure 2. Exchange Rates: Selected Major Industrial Countries
  • Figure 2. Exchange Rates: Selected Major Industrial Countries (Markdown version)
  • Figure 2. Exchange Rates: Selected Major Industrial Countries (CSV)
• Figure 3. United States: Yields on Corporate and Treasury Bonds
  • Figure 3. United States: Yields on Corporate and Treasury Bonds (Markdown version)
  • Figure 3. United States: Yields on Corporate and Treasury Bonds (CSV)
• Figure 4. Selected Spreads
  • Figure 4. Selected Spreads (Markdown version)
  • Figure 4. Selected Spreads (CSV)
• Figure 5. Nonfinancial Corporate Credit Spreads
  • Figure 5. Nonfinancial Corporate Credit Spreads (Markdown version)
  • Figure 5. Nonfinancial Corporate Credit Spreads (CSV)
• Figure 6. Equity Markets: Price Indices
  • Figure 6. Equity Markets: Price Indices (Markdown version)
  • Figure 6. Equity Markets: Price Indices (CSV)
• Figure 7. Implied and Historical Volatility in Equity Markets
  • Figure 7. Implied and Historical Volatility in Equity Markets (Markdown version)
  • Figure 7. Implied and Historical Volatility in Equity Markets (CSV)
• Figure 8. Historical Volatility of Government Bond Yields and Bond Returns for Selected Countries
  • Figure 8. Historical Volatility of Government Bond Yields and Bond Returns for Selected Countries (Markdown version)
  • Figure 8. Historical Volatility of Government Bond Yields and Bond Returns for Selected Countries (CSV)
• Figure 9. Twelve-Month Forward Price/Earnings Ratios
  • Figure 9. Twelve-Month Forward Price/Earnings Ratios (Markdown version)
  • Figure 9. Twelve-Month Forward Price/Earnings Ratios (CSV)
• Table 1. Global Capital Flows: Inflows and Outflows
  • Table 1. Global Capital Flows: Inflows and Outflows (Markdown version)
  • Table 1. Global Capital Flows: Inflows and Outflows (CSV)
• Table 10. Equity Market Indices
  • Table 10. Equity Market Indices (Markdown version)
  • Table 10. Equity Market Indices (CSV)
• Table 11. Foreign Exchange Rates
  • Table 11. Foreign Exchange Rates (Markdown version)
  • Table 11. Foreign Exchange Rates (CSV)
• Table 12. Emerging Market Bond Index: EMBI Global Total Returns Index
  • Table 12. Emerging Market Bond Index: EMBI Global Total Returns Index (Markdown version)
  • Table 12. Emerging Market Bond Index: EMBI Global Total Returns Index (CSV)
• Table 13. Emerging Market Bond Index: EMBI Global Yield Spreads
  • Table 13. Emerging Market Bond Index: EMBI Global Yield Spreads (Markdown version)
  • Table 13. Emerging Market Bond Index: EMBI Global Yield Spreads (CSV)
• Table 14. Emerging Market External Financing: Total Bonds, Equities, and Loans
  • Table 14. Emerging Market External Financing: Total Bonds, Equities, and Loans (Markdown version)
  • Table 14. Emerging Market External Financing: Total Bonds, Equities, and Loans (CSV)
• Table 15. Emerging Market External Financing: Bond Issuance
  • Table 15. Emerging Market External Financing: Bond Issuance (Markdown version)
  • Table 15. Emerging Market External Financing: Bond Issuance (CSV)
• Table 16. Emerging Market External Finance: Equity Issuance
  • Table 16. Emerging Market External Finance: Equity Issuance (Markdown version)
  • Table 16. Emerging Market External Finance: Equity Issuance (CSV)
• Sa Table17
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  • Sa Table17 (CSV)
• Table 18. Equity Valuation Measures: Dividend-Yield Ratios
  • Table 18. Equity Valuation Measures: Dividend-Yield Ratios (Markdown version)
  • Table 18. Equity Valuation Measures: Dividend-Yield Ratios (CSV)
• Table 19. Equity Valuation Measures: Price-to-Book Ratios
  • Table 19. Equity Valuation Measures: Price-to-Book Ratios (Markdown version)
  • Table 19. Equity Valuation Measures: Price-to-Book Ratios (CSV)
• Sa Table2
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  • Sa Table2 (CSV)
• Table 20. Equity Valuation Measures: Price/Earnings Ratios
  • Table 20. Equity Valuation Measures: Price/Earnings Ratios (Markdown version)
  • Table 20. Equity Valuation Measures: Price/Earnings Ratios (CSV)
• Table 21. Emerging Markets: Mutual Fund Flows
  • Table 21. Emerging Markets: Mutual Fund Flows (Markdown version)
  • Table 21. Emerging Markets: Mutual Fund Flows (CSV)
• Table 22. Bank Regulatory Capital to Risk-Weighted Assets
  • Table 22. Bank Regulatory Capital to Risk-Weighted Assets (Markdown version)
  • Table 22. Bank Regulatory Capital to Risk-Weighted Assets (CSV)
• Table 23. Bank Capital to Assets
  • Table 23. Bank Capital to Assets (Markdown version)
  • Table 23. Bank Capital to Assets (CSV)
• Table 24. Bank Nonperforming Loans to Total Loans
  • Table 24. Bank Nonperforming Loans to Total Loans (Markdown version)
  • Table 24. Bank Nonperforming Loans to Total Loans (CSV)
• Table 25. Bank Provisions to Nonperforming Loans
  • Table 25. Bank Provisions to Nonperforming Loans (Markdown version)
  • Table 25. Bank Provisions to Nonperforming Loans (CSV)
• Table 26. Bank Return on Assets
  • Table 26. Bank Return on Assets (Markdown version)
  • Table 26. Bank Return on Assets (CSV)
• Table 27. Bank Return on Equity
  • Table 27. Bank Return on Equity (Markdown version)
  • Table 27. Bank Return on Equity (CSV)
• Table 3. Selected Indicators on the Size of the Capital Markets, 2007
  • Table 3. Selected Indicators on the Size of the Capital Markets, 2007 (Markdown version)
  • Table 3. Selected Indicators on the Size of the Capital Markets, 2007 (CSV)
• Sa Table4
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  • Sa Table4 (CSV)
• Sa Table5
  • Sa Table5 (Markdown version)
  • Sa Table5 (CSV)
• Sa Table6
  • Sa Table6 (Markdown version)
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• Table 7. United States: Sectoral Balance Sheets
  • Table 7. United States: Sectoral Balance Sheets (Markdown version)
  • Table 7. United States: Sectoral Balance Sheets (CSV)
• Table 8. Japan: Sectoral Balance Sheets1
  • Table 8. Japan: Sectoral Balance Sheets1 (Markdown version)
  • Table 8. Japan: Sectoral Balance Sheets1 (CSV)
• Table 9. Europe: Sectoral Balance Sheets
  • Table 9. Europe: Sectoral Balance Sheets (Markdown version)
  • Table 9. Europe: Sectoral Balance Sheets (CSV)
• _pressapdf
  • _pressapdf (Markdown version)
  • _pressapdf (PDF)
• ملخص واف عن التقرير الاستقرار المالي العالمي
  • ملخص واف عن التقرير الاستقرار المالي العالمي (Markdown version)
  • ملخص واف عن التقرير الاستقرار المالي العالمي (PDF)
• الأزمة والتعافي؛ آفاق الاقتصاد العالمي -- ؛ إبريل 2009
  • الأزمة والتعافي؛ آفاق الاقتصاد العالمي -- ؛ إبريل 2009 (PDF)
• 2009 年4 月期《全球金融稳定报告》第二, 三章新闻发布要点
  • 2009 年4 月期《全球金融稳定报告》第二, 三章新闻发布要点 (Markdown version)
  • 2009 年4 月期《全球金融稳定报告》第二, 三章新闻发布要点 (PDF)
• 2009 年4 月期《全球金融稳定报告》概要
  • 2009 年4 月期《全球金融稳定报告》概要 (Markdown version)
  • 2009 年4 月期《全球金融稳定报告》概要 (PDF)
• 2009 年4 月期《世界经济展望》概要; 第三章, 第四章新闻发布要点
  • 2009 年4 月期《世界经济展望》概要; 第三章, 第四章新闻发布要点 (Markdown version)
  • 2009 年4 月期《世界经济展望》概要; 第三章, 第四章新闻发布要点 (PDF)
• Rapport sur la stabilité financière dans le monde : Points de presse, avril 2009
  • Rapport sur la stabilité financière dans le monde : Points de presse, avril 2009 (Markdown version)
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• Rapport sur la stabilité financière dans le monde : Résumé analytique, avril 2009
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  • Rapport sur la stabilité financière dans le monde : Résumé analytique, avril 2009 (PDF)
• _textfpdf
  • _textfpdf (Markdown version)
  • _textfpdf (PDF)
• 国際金融安定性報告書（ＧＦＳＲ） ２００９年４月 -- 要旨
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  • 国際金融安定性報告書（ＧＦＳＲ） ２００９年４月 -- 要旨 (PDF)
• Table 1.10. Announced Sovereign Guaranteed Bank Debt
  • Table 1.10. Announced Sovereign Guaranteed Bank Debt (Markdown version)
  • Table 1.10. Announced Sovereign Guaranteed Bank Debt (PDF)
• _table111pdf
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  • _table111pdf (PDF)
• Table 1.12. Distress Dependence Matrices: Sovereigns and Banks
  • Table 1.12. Distress Dependence Matrices: Sovereigns and Banks (Markdown version)
  • Table 1.12. Distress Dependence Matrices: Sovereigns and Banks (PDF)
• Table 1.13. Estimated Bank Portfolio Composition by Type of Asset
  • Table 1.13. Estimated Bank Portfolio Composition by Type of Asset (Markdown version)
  • Table 1.13. Estimated Bank Portfolio Composition by Type of Asset (PDF)
• Table 1.14. Estimated Bank Portfolio Composition by Origin of Assets
  • Table 1.14. Estimated Bank Portfolio Composition by Origin of Assets (Markdown version)
  • Table 1.14. Estimated Bank Portfolio Composition by Origin of Assets (PDF)
• Table 1.15. Estimated Distribution of Bank Writedowns by Bank Domicile and Cumulative Loss Rates
  • Table 1.15. Estimated Distribution of Bank Writedowns by Bank Domicile and Cumulative Loss Rates (Markdown version)
  • Table 1.15. Estimated Distribution of Bank Writedowns by Bank Domicile and Cumulative Loss Rates (PDF)
• Table 1.1. Macro and Financial Indicators in Selected Emerging Market Countries
  • Table 1.1. Macro and Financial Indicators in Selected Emerging Market Countries (Markdown version)
  • Table 1.1. Macro and Financial Indicators in Selected Emerging Market Countries (PDF)
• Table12pdf
  • Table12pdf (Markdown version)
  • Table12pdf (PDF)
• Table 1.3. Estimates of Financial Sector Potential Writedowns
  • Table 1.3. Estimates of Financial Sector Potential Writedowns (Markdown version)
  • Table 1.3. Estimates of Financial Sector Potential Writedowns (PDF)
• Table14pdf
  • Table14pdf (Markdown version)
  • Table14pdf (PDF)
• Table 1.5. Policy Measures and Effectiveness
  • Table 1.5. Policy Measures and Effectiveness (Markdown version)
  • Table 1.5. Policy Measures and Effectiveness (PDF)
• Global Financial Statistical Report
  • Global Financial Statistical Report (Markdown version)
  • Global Financial Statistical Report (PDF)
• _table17pdf
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  • _table17pdf (PDF)
• Table 1.8. Public Debt and Stabilization Costs
  • Table 1.8. Public Debt and Stabilization Costs (Markdown version)
  • Table 1.8. Public Debt and Stabilization Costs (PDF)
• Table 1.9. Mature Market Sovereign Credit Default Swap Spreads and Debt Outstanding
  • Table 1.9. Mature Market Sovereign Credit Default Swap Spreads and Debt Outstanding (Markdown version)
  • Table 1.9. Mature Market Sovereign Credit Default Swap Spreads and Debt Outstanding (PDF)
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• Global Financial Stability Report
  • Global Financial Stability Report (Markdown version)
  • Global Financial Stability Report (PDF)
• Microsoft Word
  • Microsoft Word (Markdown version)
  • Microsoft Word (PDF)
• chApter 2 Assessing the systemic implicAtions of finAnciAl linkAges
  • chApter 2 Assessing the systemic implicAtions of finAnciAl linkAges (Markdown version)
  • chApter 2 Assessing the systemic implicAtions of finAnciAl linkAges (PDF)
• Global Financial Stability Report
  • Global Financial Stability Report (Markdown version)
  • Global Financial Stability Report (PDF)
• Global Financial Stability Report
  • Global Financial Stability Report (Markdown version)
  • Global Financial Stability Report (PDF)
• Global Financial Stability Report
  • Global Financial Stability Report (Markdown version)
  • Global Financial Stability Report (PDF)
• Global Financial Stability Report
  • Global Financial Stability Report (Markdown version)
  • Global Financial Stability Report (PDF)
• Press Points for Chapter 2: Assessing the Systemic Implications of Financial Linkages
  • Press Points for Chapter 2: Assessing the Systemic Implications of Financial Linkages (Markdown version)
  • Press Points for Chapter 2: Assessing the Systemic Implications of Financial Linkages (PDF)
• Press Points for Chapter 3: Detecting Systemic Risk
  • Press Points for Chapter 3: Detecting Systemic Risk (Markdown version)
  • Press Points for Chapter 3: Detecting Systemic Risk (PDF)
• Presspdf
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  • Presspdf (PDF)
• Global Financial Stability Report
  • Global Financial Stability Report (Markdown version)
  • Global Financial Stability Report (PDF)
• Global Financial Stability Report
  • Global Financial Stability Report (Markdown version)
  • Global Financial Stability Report (PDF)
• Global Financial Stability Report — Executive Summary and Foreword
  • Global Financial Stability Report — Executive Summary and Foreword (Markdown version)
  • Global Financial Stability Report — Executive Summary and Foreword (PDF)
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• Foreword
  • Foreword (Markdown version)
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• Тезисы для прессы по главам 2 и 3 — Доклад по вопросам глобальной финансовой стабильности
  • Тезисы для прессы по главам 2 и 3 — Доклад по вопросам глобальной финансовой стабильности (Markdown version)
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• Доклад по вопросам глобальной финансовой стабильности; Аналитическое резюме; Апрель 2009 года
  • Доклад по вопросам глобальной финансовой стабильности; Аналитическое резюме; Апрель 2009 года (Markdown version)
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• Перспективы развития мировой экономики -- Апрель 2009
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• Pressspdf
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• Informe sobre la Estabilidad Financiera Mundial, Abril 2009 - Resumen General
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• Perspectivas de la economía mundial: Crisis y recuperación -- Abril de 2009
  • Perspectivas de la economía mundial: Crisis y recuperación -- Abril de 2009 (PDF)

References

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