IMF Global Financial Stability Report -- Financial Stress and Deleveraging: Macro-Financial Implications and Policy -- October 2008 -- Contents

Global Financial Stability Report, October 7, 2008

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IMF Global Financial Stability Report -- Financial Stress and Deleveraging: Macro-Financial Implications and Policy -- October 2008 -- Contents

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Bibliographic details

• Published: October 7, 2008
• Series: Global Financial Stability Report

Publication metadata and access

• Title: Financial Stress and Deleveraging Macro-Financial Implications and Policy
• Series: Global Financial Stability Report
• Date: October 2008
• Full text availability: "View the Full Text of the GFSR (use the free Adobe Acrobat Reader)."
• Ancillary items listed for the report:
  • Preface (208KB pdf file)
  • Executive Summary (241KB pdf file)
  • Glossary (270KB pdf file)
  • Statistical Appendix (1,331KB pdf file)

Core chapters and major analytical themes

• Chapter I. Assessing Risks to Global Financial Stability
  • Full Text | Boxes | Figures | Tables
  • Major topics:
  • Global Financial Stability Map
  • The Default Cycle
  • Financial System Deleveraging
  • Systemic Implications
  • Emerging Market Resilience Is Being Tested
  • Financial Stability Policies
  • Annexes:
  • Annex 1.1. Global Financial Stability Map: Construction and Methodology
  • Annex 1.2. Financial Investment in Commodities Markets
  • Annex 1.3. Loss Estimates on U.S. Credit Instruments
  • Annex 1.4. Factors Infl uencing the Pace and Level of Bank Capital Rebuilding
  • References

• Chapter II. Stress in Bank Funding Markets and Implications for Monetary Policy
  • Full Text | Boxes | Figures
  • Major topics:
  • The Microstructure of Bank Funding Markets
  • The Causes of Elevated Interbank Spreads
  • Implications for the Interest Rate Transmission Mechanism of Monetary Policy
  • Policy Recommendations
  • Annexes:
  • Annex 2.1. Empirical Framework: The Causes of High Interbank Spreads
  • Annex 2.2. Empirical Framework: Monetary Transmission

• Chapter III. Fair Value Accounting and Procyclicality
  • Full Text | Figures
  • Major topics:
  • Fair Value Accounting Through the Business Cycle
  • Modeling Fair Value Accounting Through the Business Cycle Using Simulations
  • Conclusions and Policy Recommendations
  • Annex:
  • Annex 3.1. Data and Modeling Assumptions

• Chapter IV. Spillovers to Emerging Equity Markets
  • Full Text | Figures
  • Major topics:
  • Performance of Emerging Market Equity Markets
  • Cross-Country Equity Price Correlations
  • Determinants of Emerging Market Equity Prices
  • Spillovers and their Impact
  • The Role of Local Institutional Investors
  • Key Results and Conclusions
  • Annexes:
  • Annex 4.1. Panel Estimation Specification and Results
  • Annex 4.2. Vector Autoregression Model Results

• Annex: Summing Up by the Acting Chair

Policy recommendations and analytical focus areas (as organized in contents)

• Financial Stability Policies (Chapter I)
• Policy Recommendations on bank funding and monetary transmission (Chapter II)
• Conclusions and Policy Recommendations on fair value accounting and procyclicality (Chapter III)

Empirical tools, models, and supporting analyses listed

• Global Financial Stability Map (construction and methodology)
• Loss estimates and simulations:
  • Loss Estimates on U.S. Credit Instruments (Annex 1.3)
  • Simulations of fair value applications and business cycle interactions (Chapter III figures)
• Empirical frameworks and model types:
  • Empirical Frameworks for interbank spreads and monetary transmission (Annexes 2.1, 2.2)
  • Panel estimation and Vector Autoregression (Chapter IV annexes)
  • Structural Vector Autoregression, Vector Error Correction Mechanisms, Dynamic VECM (listed in Tables/Figures)
• Specific simulation and decomposition figures (examples from contents):
  • Simulation of Full Fair Value
  • Decomposition of Spread between Three-Month U.S. Dollar LIBOR and Overnight Index Swaps
  • Structured VAR Model: Variance Decomposition of LIBOR/Euribor Minus Overnight Index Swap (OIS) Spread

Boxes and targeted case studies (selected by title)

• Chapter I boxes include:
  • 1.1 Recent Financial Market Developments
  • 1.2 Measuring Capital Adequacy
  • 1.3 Global Bank Writedowns and Capital Raising
  • 1.4 U.S. Government-Sponsored Enterprises and Housing Reform Developments
  • 1.5 Impact of Credit Market Turmoil on Hedge Funds
  • 1.6 Forecasting Loan Charge-Off Rates
• Chapter II boxes include:
  • 2.1 Pricing and Hedging Role of Interbank Deposit-Related Derivatives
  • 2.2 Is the LIBOR Fix Broken?
  • 2.3 The Federal Reserve's Term Auction Facility
  • 2.4 Breakdown of the Financial Sector for Monetary Transmission Analysis
• Chapter III boxes include:
  • 3.1 Off-Balance Sheet Entities and Procyclicality
  • 3.2 Disclosures Recommended by the Financial Stability Forum
  • 3.3 Dealing with Procyclicality in the Basel II Framework
  • 3.4 Options Surrounding the Application of Fair Value Accounting to Mitigate Procyclicality
• Chapter IV boxes include:
  • 4.1 Is There a Stock Market Wealth Effect in Emerging Markets?
  • 4.2 The Role of Emerging Market Institutional Investors in Emerging Market Equities

Key tables and figures indexed (selection of labeled items)

• Tables addressing loss and deleveraging estimates:
  • Estimates of Financial Sector Potential Writedowns
  • Estimates of Potential Losses on Loans
  • Sensitivity of Deleveraging to Public Sector Support
  • Deleveraging Illustration: Key Assumptions
• Figures and charts covering systemic indicators and market measures (selected labels as listed):
  • Heat Map: Developments in Systemic Asset Classes
  • Systemic Bank Default Risk
  • Asset Price Volatility and Funding and Market Liquidity
  • U.S. Loan Charge-Off Rates
  • U.S. Households' Balance Sheet: Net Worth
  • Prices of U.S. Mortgage-Related Securities
  • AA Rated Bank Bond Index Spreads Relative to Government Bonds
  • Cross-Currency Swaps with U.S. Dollar
  • Spread Between Three-Month Uncollateralized Interbank Rates and Overnight Index Swaps
  • Joint Probability of Distress: Selected Financial Institutions Participating in Interbank Panels
  • Simulation of Full Fair Value: Changes in Funding Conditions and Financial Market Distress
  • Equity Price Response to Global Excess Liquidity Increase
  • Credit Default Swap Spreads on Selected Emerging Market Banks, January 2007-Early October 2008

Statistical Appendix structure and contents

• Key Financial Centers: Figures | Tables (multiple country and market indicators)
• Emerging Markets: Figures | Tables (volatility measures, debt cross-correlation measures, external financing by instrument)
• Financial Soundness Indicators: Tables (bank regulatory capital, capital to assets, nonperforming loans, provisions, return on assets, return on equity)
• Detailed lists of statistical tables numbered and titled in the contents (examples: 1–27 and 1.–27. listings for various data series and country/market breakdowns)

Content compiled from the report "IMF Global Financial Stability Report -- Financial Stress and Deleveraging: Macro-Financial Implications and Policy -- October 2008 — Contents."

Content in this bundle

• Box 1.1. Recent Financial Market Developments — Dataset overview
  • Box 1.1. Recent Financial Market Developments — Dataset overview (Markdown version)
  • Box 1.1. Recent Financial Market Developments — Dataset overview (CSV)
• Box 1.1. Recent Financial Market Developments — U.S. Money Market Fund Assets under Management
  • Box 1.1. Recent Financial Market Developments — U.S. Money Market Fund Assets under Management (Markdown version)
  • Box 1.1. Recent Financial Market Developments — U.S. Money Market Fund Assets under Management (CSV)
• Box 1.3. Global Bank Writedowns and Capital-Raising
  • Box 1.3. Global Bank Writedowns and Capital-Raising (Markdown version)
  • Box 1.3. Global Bank Writedowns and Capital-Raising (CSV)
• Box 1.3. Global Bank Writedowns and Capital-Raising
  • Box 1.3. Global Bank Writedowns and Capital-Raising (Markdown version)
  • Box 1.3. Global Bank Writedowns and Capital-Raising (CSV)
• Box 1.3. Global Bank Writedowns and Capital-Raising
  • Box 1.3. Global Bank Writedowns and Capital-Raising (Markdown version)
  • Box 1.3. Global Bank Writedowns and Capital-Raising (CSV)
• Box 1.4. U.S. Government-Sponsored Enterprises and Housing Reform Developments
  • Box 1.4. U.S. Government-Sponsored Enterprises and Housing Reform Developments (Markdown version)
  • Box 1.4. U.S. Government-Sponsored Enterprises and Housing Reform Developments (CSV)
• Box 1.4. U.S. Government-Sponsored Enterperises and Housing Reform Developments
  • Box 1.4. U.S. Government-Sponsored Enterperises and Housing Reform Developments (Markdown version)
  • Box 1.4. U.S. Government-Sponsored Enterperises and Housing Reform Developments (CSV)
• Box 1.4. U.S. Government-Sponsored Enterprises and Housing Reform Developments
  • Box 1.4. U.S. Government-Sponsored Enterprises and Housing Reform Developments (Markdown version)
  • Box 1.4. U.S. Government-Sponsored Enterprises and Housing Reform Developments (CSV)
• Box 1.5. Impact of Credit Market Turmoil on Hedge Funds
  • Box 1.5. Impact of Credit Market Turmoil on Hedge Funds (Markdown version)
  • Box 1.5. Impact of Credit Market Turmoil on Hedge Funds (CSV)
• Box 1.5. Impact of Credit Market Turmoil on Hedge Funds
  • Box 1.5. Impact of Credit Market Turmoil on Hedge Funds (Markdown version)
  • Box 1.5. Impact of Credit Market Turmoil on Hedge Funds (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. U.S. Residential Real Estate: Loan charge-Off Rates
  • Figure 1.10. U.S. Residential Real Estate: Loan charge-Off Rates (Markdown version)
  • Figure 1.10. U.S. Residential Real Estate: Loan charge-Off Rates (CSV)
• Figure 1.11. U.S. Consumer Loans: Charge-Off Rates
  • Figure 1.11. U.S. Consumer Loans: Charge-Off Rates (Markdown version)
  • Figure 1.11. U.S. Consumer Loans: Charge-Off Rates (CSV)
• Figure 1.12. Macroeconomic and Corporate Indicaotrs and Default Rates
  • Figure 1.12. Macroeconomic and Corporate Indicaotrs and Default Rates (Markdown version)
  • Figure 1.12. Macroeconomic and Corporate Indicaotrs and Default Rates (CSV)
• Figure 1.13. Comparison of Financial Crises
  • Figure 1.13. Comparison of Financial Crises (Markdown version)
  • Figure 1.13. Comparison of Financial Crises (CSV)
• Figure 1.14. Financial Sector Losses
  • Figure 1.14. Financial Sector Losses (Markdown version)
  • Figure 1.14. Financial Sector Losses (CSV)
• Figure 1.15. Ratio of Household Debt to Gross Disposable Income
  • Figure 1.15. Ratio of Household Debt to Gross Disposable Income (Markdown version)
  • Figure 1.15. Ratio of Household Debt to Gross Disposable Income (CSV)
• Figure 1.16. U.K. Mortgage Foreclosures
  • Figure 1.16. U.K. Mortgage Foreclosures (Markdown version)
  • Figure 1.16. U.K. Mortgage Foreclosures (CSV)
• Figure 1.17. Net Acquisition of Financial Assets by U.S. Financial Firms
  • Figure 1.17. Net Acquisition of Financial Assets by U.S. Financial Firms (Markdown version)
  • Figure 1.17. Net Acquisition of Financial Assets by U.S. Financial Firms (CSV)
• Figure 1.18. Bank Ratios
  • Figure 1.18. Bank Ratios (Markdown version)
  • Figure 1.18. Bank Ratios (CSV)
• Figure 1.19. U.S. Banks' Price-to-Book Ratios and Risk Exposures
  • Figure 1.19. U.S. Banks' Price-to-Book Ratios and Risk Exposures (Markdown version)
  • Figure 1.19. U.S. Banks' Price-to-Book Ratios and Risk Exposures (CSV)
• Figure 1.2. Heat Map: Developments in Systemic Asset Classes
  • Figure 1.2. Heat Map: Developments in Systemic Asset Classes (Markdown version)
  • Figure 1.2. Heat Map: Developments in Systemic Asset Classes (CSV)
• Figure 1.20. European Banks' Price-to-Book Ratios and European Real Estate Prices
  • Figure 1.20. European Banks' Price-to-Book Ratios and European Real Estate Prices (Markdown version)
  • Figure 1.20. European Banks' Price-to-Book Ratios and European Real Estate Prices (CSV)
• Figure 1.21. U.K. Banks' Price-to-Book Values
  • Figure 1.21. U.K. Banks' Price-to-Book Values (Markdown version)
  • Figure 1.21. U.K. Banks' Price-to-Book Values (CSV)
• Figure 1.22. AA Rated Bank Bond Index Spreads Relative to Government Bonds
  • Figure 1.22. AA Rated Bank Bond Index Spreads Relative to Government Bonds (Markdown version)
  • Figure 1.22. AA Rated Bank Bond Index Spreads Relative to Government Bonds (CSV)
• Figure 1.23. European Banks' Cross-Border Liabilities, end-2007
  • Figure 1.23. European Banks' Cross-Border Liabilities, end-2007 (Markdown version)
  • Figure 1.23. European Banks' Cross-Border Liabilities, end-2007 (CSV)
• Figure 1.24. Net Cross-Border U.S. Dollar Claims of European Banks
  • Figure 1.24. Net Cross-Border U.S. Dollar Claims of European Banks (Markdown version)
  • Figure 1.24. Net Cross-Border U.S. Dollar Claims of European Banks (CSV)
• Figure 1.25. Cross-Currency Swaps with U.S. Dollar
  • Figure 1.25. Cross-Currency Swaps with U.S. Dollar (Markdown version)
  • Figure 1.25. Cross-Currency Swaps with U.S. Dollar (CSV)
• Figure 1.26. Private Sector Credit Growth
  • Figure 1.26. Private Sector Credit Growth (Markdown version)
  • Figure 1.26. Private Sector Credit Growth (CSV)
• Figure 1.27. Euro Area Financial Institution Lending for Home Purchases
  • Figure 1.27. Euro Area Financial Institution Lending for Home Purchases (Markdown version)
  • Figure 1.27. Euro Area Financial Institution Lending for Home Purchases (CSV)
• Figure 1.28. Market Capitalization and Equity Book Values of Select Financial Institutions
  • Figure 1.28. Market Capitalization and Equity Book Values of Select Financial Institutions (Markdown version)
  • Figure 1.28. Market Capitalization and Equity Book Values of Select Financial Institutions (CSV)
• Figure 1.20. Probability of Default Based on Equity Option Prices
  • Figure 1.20. Probability of Default Based on Equity Option Prices (Markdown version)
  • Figure 1.20. Probability of Default Based on Equity Option Prices (CSV)
• Figure 1.3. Systemic Bank Default Risk
  • Figure 1.3. Systemic Bank Default Risk (Markdown version)
  • Figure 1.3. Systemic Bank Default Risk (CSV)
• Figure 1.30. U.S. Equity Index Performance
  • Figure 1.30. U.S. Equity Index Performance (Markdown version)
  • Figure 1.30. U.S. Equity Index Performance (CSV)
• figure1_31
  • figure1_31 (Markdown version)
  • figure1_31 (CSV)
• Figure 1.32. Potential U.S. Commitments and Mortgage Markets
  • Figure 1.32. Potential U.S. Commitments and Mortgage Markets (Markdown version)
  • Figure 1.32. Potential U.S. Commitments and Mortgage Markets (CSV)
• Figure 1.33. Sovereign Credit Default Swap Spreads
  • Figure 1.33. Sovereign Credit Default Swap Spreads (Markdown version)
  • Figure 1.33. Sovereign Credit Default Swap Spreads (CSV)
• Figure 1.34. Net Foreign Equity Investment in Emerging Economies
  • Figure 1.34. Net Foreign Equity Investment in Emerging Economies (Markdown version)
  • Figure 1.34. Net Foreign Equity Investment in Emerging Economies (CSV)
• Figure 1.35. Emerging Market External and U.S. High-Grade Corporate Spreads
  • Figure 1.35. Emerging Market External and U.S. High-Grade Corporate Spreads (Markdown version)
  • Figure 1.35. Emerging Market External and U.S. High-Grade Corporate Spreads (CSV)
• Dataset overview
  • Dataset overview (Markdown version)
  • Dataset overview (CSV)
• Figure1 37
  • Figure1 37 (Markdown version)
  • Figure1 37 (CSV)
• figure1_38
  • figure1_38 (Markdown version)
  • figure1_38 (CSV)
• Figure 1..34. Break-Even Inflation Rates
  • Figure 1..34. Break-Even Inflation Rates (Markdown version)
  • Figure 1..34. Break-Even Inflation Rates (CSV)
• Figure 1.4. Asset Price Volatility and Funding and Market Liquidity
  • Figure 1.4. Asset Price Volatility and Funding and Market Liquidity (Markdown version)
  • Figure 1.4. Asset Price Volatility and Funding and Market Liquidity (CSV)
• Figure 1.40. Baltic States: Real Bank Loan Growth to Nonfinancial Private Sector
  • Figure 1.40. Baltic States: Real Bank Loan Growth to Nonfinancial Private Sector (Markdown version)
  • Figure 1.40. Baltic States: Real Bank Loan Growth to Nonfinancial Private Sector (CSV)
• figure1_41a — Dataset overview
  • figure1_41a — Dataset overview (Markdown version)
  • figure1_41a — Dataset overview (CSV)
• figure1_41b
  • figure1_41b (Markdown version)
  • figure1_41b (CSV)
• Figure 1.41. Global Financial Stability Map: Monetary and Financial Conditions
  • Figure 1.41. Global Financial Stability Map: Monetary and Financial Conditions (Markdown version)
  • Figure 1.41. Global Financial Stability Map: Monetary and Financial Conditions (CSV)
• figure1_41d — Custodial Reserve Holdings at the Federal Reserve Bank of New York
  • figure1_41d — Custodial Reserve Holdings at the Federal Reserve Bank of New York (Markdown version)
  • figure1_41d — Custodial Reserve Holdings at the Federal Reserve Bank of New York (CSV)
• Figure 1.41. Global Financial Stability Map: Monetary and Financial Conditions
  • Figure 1.41. Global Financial Stability Map: Monetary and Financial Conditions (Markdown version)
  • Figure 1.41. Global Financial Stability Map: Monetary and Financial Conditions (CSV)
• figure1_42a
  • figure1_42a (Markdown version)
  • figure1_42a (CSV)
• Figure 1.42. Global Financial Stability Map: Risk Appetite
  • Figure 1.42. Global Financial Stability Map: Risk Appetite (Markdown version)
  • Figure 1.42. Global Financial Stability Map: Risk Appetite (CSV)
• Figure 1.42. Global Financial Stability Map: Risk Appetite
  • Figure 1.42. Global Financial Stability Map: Risk Appetite (Markdown version)
  • Figure 1.42. Global Financial Stability Map: Risk Appetite (CSV)
• Figure 1.42. Global Financial Stability Map: Risk Appetite
  • Figure 1.42. Global Financial Stability Map: Risk Appetite (Markdown version)
  • Figure 1.42. Global Financial Stability Map: Risk Appetite (CSV)
• figure1_43a
  • figure1_43a (Markdown version)
  • figure1_43a (CSV)
• Figure 1.43. Global Financial Stability Map: Macroeconomic Risks
  • Figure 1.43. Global Financial Stability Map: Macroeconomic Risks (Markdown version)
  • Figure 1.43. Global Financial Stability Map: Macroeconomic Risks (CSV)
• Figure1 43c
  • Figure1 43c (Markdown version)
  • Figure1 43c (CSV)
• figure1_43d: Global Financial Stability Map: Macroeconomic Risks
  • figure1_43d: Global Financial Stability Map: Macroeconomic Risks (Markdown version)
  • figure1_43d: Global Financial Stability Map: Macroeconomic Risks (CSV)
• Figure 1.43. Global Financial Stability Map: Macroeconomic Risks
  • Figure 1.43. Global Financial Stability Map: Macroeconomic Risks (Markdown version)
  • Figure 1.43. Global Financial Stability Map: Macroeconomic Risks (CSV)
• Figure 1.43. Global Financial Stability Map: Macroeconomic Risks
  • Figure 1.43. Global Financial Stability Map: Macroeconomic Risks (Markdown version)
  • Figure 1.43. Global Financial Stability Map: Macroeconomic Risks (CSV)
• Figure 1.44. Global Financial Stability Map: Emerging Market Risks
  • Figure 1.44. Global Financial Stability Map: Emerging Market Risks (Markdown version)
  • Figure 1.44. Global Financial Stability Map: Emerging Market Risks (CSV)
• Figure 1.44. Global Financial Stability Map: Emerging Market Risks
  • Figure 1.44. Global Financial Stability Map: Emerging Market Risks (Markdown version)
  • Figure 1.44. Global Financial Stability Map: Emerging Market Risks (CSV)
• Figure 1.44. Global Financial Stability Map: Emerging Market Risks
  • Figure 1.44. Global Financial Stability Map: Emerging Market Risks (Markdown version)
  • Figure 1.44. Global Financial Stability Map: Emerging Market Risks (CSV)
• figure1_44d
  • figure1_44d (Markdown version)
  • figure1_44d (CSV)
• figure1_44e
  • figure1_44e (Markdown version)
  • figure1_44e (CSV)
• figure1_45a
  • figure1_45a (Markdown version)
  • figure1_45a (CSV)
• Figure 1.45. Global Financial Stability Map: Credit Risks
  • Figure 1.45. Global Financial Stability Map: Credit Risks (Markdown version)
  • Figure 1.45. Global Financial Stability Map: Credit Risks (CSV)
• figure1_45c — Moody's Speculative Grade Default Rates: Actual and 12-Month Forecast
  • figure1_45c — Moody's Speculative Grade Default Rates: Actual and 12-Month Forecast (Markdown version)
  • figure1_45c — Moody's Speculative Grade Default Rates: Actual and 12-Month Forecast (CSV)
• Figure 1.45. Global Financial Stability Map: Credit Risks
  • Figure 1.45. Global Financial Stability Map: Credit Risks (Markdown version)
  • Figure 1.45. Global Financial Stability Map: Credit Risks (CSV)
• Figure 1.45. Global Financial Stability Map: Credit Risks
  • Figure 1.45. Global Financial Stability Map: Credit Risks (Markdown version)
  • Figure 1.45. Global Financial Stability Map: Credit Risks (CSV)
• Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks
  • Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks (Markdown version)
  • Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks (CSV)
• Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks
  • Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks (Markdown version)
  • Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks (CSV)
• Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks
  • Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks (Markdown version)
  • Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks (CSV)
• Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks
  • Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks (Markdown version)
  • Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks (CSV)
• Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks
  • Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks (Markdown version)
  • Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks (CSV)
• Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks
  • Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks (Markdown version)
  • Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks (CSV)
• Figure 1.47. Commodity Futures Prices and Financial Positions
  • Figure 1.47. Commodity Futures Prices and Financial Positions (Markdown version)
  • Figure 1.47. Commodity Futures Prices and Financial Positions (CSV)
• Figure 1.47. Commodity Futures Prices and Financial Positions
  • Figure 1.47. Commodity Futures Prices and Financial Positions (Markdown version)
  • Figure 1.47. Commodity Futures Prices and Financial Positions (CSV)
• figure1_47c
  • figure1_47c (Markdown version)
  • figure1_47c (CSV)
• Figure 1.47. Commodity Futures Prices and Financial Positions
  • Figure 1.47. Commodity Futures Prices and Financial Positions (Markdown version)
  • Figure 1.47. Commodity Futures Prices and Financial Positions (CSV)
• Figure 1.47. Commodity Futures Prices and Financial Positions
  • Figure 1.47. Commodity Futures Prices and Financial Positions (Markdown version)
  • Figure 1.47. Commodity Futures Prices and Financial Positions (CSV)
• Figure 1.47. Commodity Futures Prices and Financial Positions
  • Figure 1.47. Commodity Futures Prices and Financial Positions (Markdown version)
  • Figure 1.47. Commodity Futures Prices and Financial Positions (CSV)
• Figure 1.5. Allocation to Global and Emerging Market Risk Assets
  • Figure 1.5. Allocation to Global and Emerging Market Risk Assets (Markdown version)
  • Figure 1.5. Allocation to Global and Emerging Market Risk Assets (CSV)
• Figure1_6 — Dataset overview
  • Figure1_6 — Dataset overview (Markdown version)
  • Figure1_6 — Dataset overview (CSV)
• Figure 1.7. U.S. Households' Balance Sheet: Net Worth
  • Figure 1.7. U.S. Households' Balance Sheet: Net Worth (Markdown version)
  • Figure 1.7. U.S. Households' Balance Sheet: Net Worth (CSV)
• Figure 1.8. U.S. Mortgage Delinquencies by Vintage Year
  • Figure 1.8. U.S. Mortgage Delinquencies by Vintage Year (Markdown version)
  • Figure 1.8. U.S. Mortgage Delinquencies by Vintage Year (CSV)
• Figure 1.9. Prices of U.S. Mortgage-Related Securities
  • Figure 1.9. Prices of U.S. Mortgage-Related Securities (Markdown version)
  • Figure 1.9. Prices of U.S. Mortgage-Related Securities (CSV)
• Table 1.1. Estimates of Financial Sector Potential Writedowns
  • Table 1.1. Estimates of Financial Sector Potential Writedowns (Markdown version)
  • Table 1.1. Estimates of Financial Sector Potential Writedowns (CSV)
• Table 1.10. Road to Recovery: Key Assumptions
  • Table 1.10. Road to Recovery: Key Assumptions (Markdown version)
  • Table 1.10. Road to Recovery: Key Assumptions (CSV)
• Table 1.2. Estimates of Potential Losses on Loans
  • Table 1.2. Estimates of Potential Losses on Loans (Markdown version)
  • Table 1.2. Estimates of Potential Losses on Loans (CSV)
• Table1 3
  • Table1 3 (Markdown version)
  • Table1 3 (CSV)
• Table 1.4. Sensitivity of Deleveraging to Public Sector Support
  • Table 1.4. Sensitivity of Deleveraging to Public Sector Support (Markdown version)
  • Table 1.4. Sensitivity of Deleveraging to Public Sector Support (CSV)
• Table 1.5. Macro and Financial Indicators in Selected Emerging Market Countries
  • Table 1.5. Macro and Financial Indicators in Selected Emerging Market Countries (Markdown version)
  • Table 1.5. Macro and Financial Indicators in Selected Emerging Market Countries (CSV)
• Table 1.7. Asset Class Characteristics
  • Table 1.7. Asset Class Characteristics (Markdown version)
  • Table 1.7. Asset Class Characteristics (CSV)
• Table 1.8. Test for Causality between Commodity Prices and Financial Positions
  • Table 1.8. Test for Causality between Commodity Prices and Financial Positions (Markdown version)
  • Table 1.8. Test for Causality between Commodity Prices and Financial Positions (CSV)
• Table 1.9. Comparison of Financial Sector Loss Estimates, October 2008
  • Table 1.9. Comparison of Financial Sector Loss Estimates, October 2008 (Markdown version)
  • Table 1.9. Comparison of Financial Sector Loss Estimates, October 2008 (CSV)
• boxfigure2_2a
  • boxfigure2_2a (Markdown version)
  • boxfigure2_2a (CSV)
• boxfigure2_2b
  • boxfigure2_2b (Markdown version)
  • boxfigure2_2b (CSV)
• Box Figure 2.2.C. ICAP NYFR and BBA LIBOR Spread
  • Box Figure 2.2.C. ICAP NYFR and BBA LIBOR Spread (Markdown version)
  • Box Figure 2.2.C. ICAP NYFR and BBA LIBOR Spread (CSV)
• Box Figure 2.3.A. Impact of Term Auction Facility
  • Box Figure 2.3.A. Impact of Term Auction Facility (Markdown version)
  • Box Figure 2.3.A. Impact of Term Auction Facility (CSV)
• BoxFigure 2.3.B. European Central Bank: U.S. Dollar Term Auction Facility
  • BoxFigure 2.3.B. European Central Bank: U.S. Dollar Term Auction Facility (Markdown version)
  • BoxFigure 2.3.B. European Central Bank: U.S. Dollar Term Auction Facility (CSV)
• Box Figure 2.4. United States: Breakdown of Financial Sector
  • Box Figure 2.4. United States: Breakdown of Financial Sector (Markdown version)
  • Box Figure 2.4. United States: Breakdown of Financial Sector (CSV)
• Figure 2.1. Unsecured Borrowing Transaction Volumes
  • Figure 2.1. Unsecured Borrowing Transaction Volumes (Markdown version)
  • Figure 2.1. Unsecured Borrowing Transaction Volumes (CSV)
• Figure 2.10. Dynamic Vector Error Correlation Mechanism
  • Figure 2.10. Dynamic Vector Error Correlation Mechanism (Markdown version)
  • Figure 2.10. Dynamic Vector Error Correlation Mechanism (CSV)
• Figure 2.11.Dynamic Vector Error Correlation Mechanism
  • Figure 2.11.Dynamic Vector Error Correlation Mechanism (Markdown version)
  • Figure 2.11.Dynamic Vector Error Correlation Mechanism (CSV)
• Figure 2.12. Summary Chart: Accuracy of Forecasts - U.S. Model, 1996-2008
  • Figure 2.12. Summary Chart: Accuracy of Forecasts - U.S. Model, 1996-2008 (Markdown version)
  • Figure 2.12. Summary Chart: Accuracy of Forecasts - U.S. Model, 1996-2008 (CSV)
• Fig 2.13. Summar Chart: Accuracy of Forecast - U.S. Model
  • Fig 2.13. Summar Chart: Accuracy of Forecast - U.S. Model (Markdown version)
  • Fig 2.13. Summar Chart: Accuracy of Forecast - U.S. Model (CSV)
• Figure 2.14. Summary Chart: Accuracy of Forecasts - Euro Area Model, 2006-08
  • Figure 2.14. Summary Chart: Accuracy of Forecasts - Euro Area Model, 2006-08 (Markdown version)
  • Figure 2.14. Summary Chart: Accuracy of Forecasts - Euro Area Model, 2006-08 (CSV)
• Figure 2.15. Decomposition of Spread Between Three-Month U.S. Dollar LIBOR and Overnight Index Swaps
  • Figure 2.15. Decomposition of Spread Between Three-Month U.S. Dollar LIBOR and Overnight Index Swaps (Markdown version)
  • Figure 2.15. Decomposition of Spread Between Three-Month U.S. Dollar LIBOR and Overnight Index Swaps (CSV)
• Figure2 2
  • Figure2 2 (Markdown version)
  • Figure2 2 (CSV)
• Figure2 3
  • Figure2 3 (Markdown version)
  • Figure2 3 (CSV)
• figure2_4
  • figure2_4 (Markdown version)
  • figure2_4 (CSV)
• Figure 2.5. Structured VAR Model: Variance Decomposition of LIBOR/Euribor Minus Overnight Index Swap
  • Figure 2.5. Structured VAR Model: Variance Decomposition of LIBOR/Euribor Minus Overnight Index Swap (Markdown version)
  • Figure 2.5. Structured VAR Model: Variance Decomposition of LIBOR/Euribor Minus Overnight Index Swap (CSV)
• Figure 2.6. Selected Countries: Size of Financial Assets
  • Figure 2.6. Selected Countries: Size of Financial Assets (Markdown version)
  • Figure 2.6. Selected Countries: Size of Financial Assets (CSV)
• Figure 2.7. United States: Structural Changes in Financial Sector Liabilities
  • Figure 2.7. United States: Structural Changes in Financial Sector Liabilities (Markdown version)
  • Figure 2.7. United States: Structural Changes in Financial Sector Liabilities (CSV)
• Figure 2.8. United States: Selected Interest Rate Spreads
  • Figure 2.8. United States: Selected Interest Rate Spreads (Markdown version)
  • Figure 2.8. United States: Selected Interest Rate Spreads (CSV)
• Figure 2.9. Euro Area: Selected Interest Rate Spreads
  • Figure 2.9. Euro Area: Selected Interest Rate Spreads (Markdown version)
  • Figure 2.9. Euro Area: Selected Interest Rate Spreads (CSV)
• Figure 3.1. Selected U.S.-Based Financial Institutions: Change in Level 1, 2, and 3 Assets
  • Figure 3.1. Selected U.S.-Based Financial Institutions: Change in Level 1, 2, and 3 Assets (Markdown version)
  • Figure 3.1. Selected U.S.-Based Financial Institutions: Change in Level 1, 2, and 3 Assets (CSV)
• Figure 3.2. Aggregate Fair Value Hierarchy, End-2007
  • Figure 3.2. Aggregate Fair Value Hierarchy, End-2007 (Markdown version)
  • Figure 3.2. Aggregate Fair Value Hierarchy, End-2007 (CSV)
• Figure 3.3. Simulation of Full Fair Value
  • Figure 3.3. Simulation of Full Fair Value (Markdown version)
  • Figure 3.3. Simulation of Full Fair Value (CSV)
• Figure3 4
  • Figure3 4 (Markdown version)
  • Figure3 4 (CSV)
• Figure 3.5. Simulation of Full Fair Value: International versus Retail-Oriented Banks
  • Figure 3.5. Simulation of Full Fair Value: International versus Retail-Oriented Banks (Markdown version)
  • Figure 3.5. Simulation of Full Fair Value: International versus Retail-Oriented Banks (CSV)
• Figure 3.6. Simulation of Partial Fair Value
  • Figure 3.6. Simulation of Partial Fair Value (Markdown version)
  • Figure 3.6. Simulation of Partial Fair Value (CSV)
• Figure 3.7. Simulation of Smoothing Techniques
  • Figure 3.7. Simulation of Smoothing Techniques (Markdown version)
  • Figure 3.7. Simulation of Smoothing Techniques (CSV)
• Figure 3.8. Yield Curves and Business Cycles
  • Figure 3.8. Yield Curves and Business Cycles (Markdown version)
  • Figure 3.8. Yield Curves and Business Cycles (CSV)
• Figure 3.9. Simulation of Full Fair Value with Upward Sloping Yield Curve
  • Figure 3.9. Simulation of Full Fair Value with Upward Sloping Yield Curve (Markdown version)
  • Figure 3.9. Simulation of Full Fair Value with Upward Sloping Yield Curve (CSV)
• boxfigure4_2a
  • boxfigure4_2a (Markdown version)
  • boxfigure4_2a (CSV)
• Box 4.2. Figure B. Emerging Market Economies: Total Assets Under Management of Mutual Funds
  • Box 4.2. Figure B. Emerging Market Economies: Total Assets Under Management of Mutual Funds (Markdown version)
  • Box 4.2. Figure B. Emerging Market Economies: Total Assets Under Management of Mutual Funds (CSV)
• Pension Fund Assets in Selected Countries, 2006
  • Pension Fund Assets in Selected Countries, 2006 (Markdown version)
  • Pension Fund Assets in Selected Countries, 2006 (CSV)
• Box 4.2. Figure D. Mutual Fund Assets in Selected Countries, 2007
  • Box 4.2. Figure D. Mutual Fund Assets in Selected Countries, 2007 (Markdown version)
  • Box 4.2. Figure D. Mutual Fund Assets in Selected Countries, 2007 (CSV)
• Figure 4.1. Selected Equity Market Indices
  • Figure 4.1. Selected Equity Market Indices (Markdown version)
  • Figure 4.1. Selected Equity Market Indices (CSV)
• Figure4 10
  • Figure4 10 (Markdown version)
  • Figure4 10 (CSV)
• Figure 4.11. Equity Price Response to Global Excess Liquidity
  • Figure 4.11. Equity Price Response to Global Excess Liquidity (Markdown version)
  • Figure 4.11. Equity Price Response to Global Excess Liquidity (CSV)
• Figure 4.12. Equity Price Response to Credit Risk Premium
  • Figure 4.12. Equity Price Response to Credit Risk Premium (Markdown version)
  • Figure 4.12. Equity Price Response to Credit Risk Premium (CSV)
• Figure 4.13. Equity Price Response to Market Risk Premium
  • Figure 4.13. Equity Price Response to Market Risk Premium (Markdown version)
  • Figure 4.13. Equity Price Response to Market Risk Premium (CSV)
• Figure 4.2. Emerging Market Economies: Composition of Capital Inflows
  • Figure 4.2. Emerging Market Economies: Composition of Capital Inflows (Markdown version)
  • Figure 4.2. Emerging Market Economies: Composition of Capital Inflows (CSV)
• Figure 4.3. Current Account Balances and Capital Flows from a Global Perspective
  • Figure 4.3. Current Account Balances and Capital Flows from a Global Perspective (Markdown version)
  • Figure 4.3. Current Account Balances and Capital Flows from a Global Perspective (CSV)
• Figure4 4
  • Figure4 4 (Markdown version)
  • Figure4 4 (CSV)
• Figure 4.5. Total Equity Market Returns
  • Figure 4.5. Total Equity Market Returns (Markdown version)
  • Figure 4.5. Total Equity Market Returns (CSV)
• Figure 4.6. Price/Earnings Ratios, July 31, 2008
  • Figure 4.6. Price/Earnings Ratios, July 31, 2008 (Markdown version)
  • Figure 4.6. Price/Earnings Ratios, July 31, 2008 (CSV)
• Figure 4.7. Total Foreign Holdings of Equity
  • Figure 4.7. Total Foreign Holdings of Equity (Markdown version)
  • Figure 4.7. Total Foreign Holdings of Equity (CSV)
• Figure 4.8. Emerging Markets Equity Indices and Foreign Investor Presence
  • Figure 4.8. Emerging Markets Equity Indices and Foreign Investor Presence (Markdown version)
  • Figure 4.8. Emerging Markets Equity Indices and Foreign Investor Presence (CSV)
• Figure4 9
  • Figure4 9 (Markdown version)
  • Figure4 9 (CSV)
• sa_figure1
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• 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)
• Figure 15. Emerging Market Volatility Measures
  • Figure 15. Emerging Market Volatility Measures (Markdown version)
  • Figure 15. Emerging Market Volatility Measures (CSV)
• Figure 16. Emerging Market Debt Cross-Correlation Measures
  • Figure 16. Emerging Market Debt Cross-Correlation Measures (Markdown version)
  • Figure 16. Emerging Market Debt Cross-Correlation Measures (CSV)
• Dataset overview: Figure 2. Exchange Rates: Selected Major Industrial Countries
  • Dataset overview: Figure 2. Exchange Rates: Selected Major Industrial Countries (Markdown version)
  • Dataset overview: 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
  • Sa Table17 (Markdown version)
  • 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 Table5
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• Sa Table6
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  • Sa Table6 (CSV)
• 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)
• تقرير الاستقرار المالي العالمي: ملخص واف -- أكتوبر 2008
  • تقرير الاستقرار المالي العالمي: ملخص واف -- أكتوبر 2008 (Markdown version)
  • تقرير الاستقرار المالي العالمي: ملخص واف -- أكتوبر 2008 (PDF)
• 2008年10月《全球金融稳定报告》- 金融压力和去杠杆化, 宏观金融影响和政策
  • 2008年10月《全球金融稳定报告》- 金融压力和去杠杆化, 宏观金融影响和政策 (Markdown version)
  • 2008年10月《全球金融稳定报告》- 金融压力和去杠杆化, 宏观金融影响和政策 (PDF)
• 2008年10月期《全球金融稳定报告》概要
  • 2008年10月期《全球金融稳定报告》概要 (Markdown version)
  • 2008年10月期《全球金融稳定报告》概要 (PDF)
• Rapport sur la stabilité financière dans le monde : Résumé analytique -- Octobre 2008
  • Rapport sur la stabilité financière dans le monde : Résumé analytique -- Octobre 2008 (Markdown version)
  • Rapport sur la stabilité financière dans le monde : Résumé analytique -- Octobre 2008 (PDF)
• 国際金融安定性報告書（GFSR） 2008年10月: 要旨
  • 国際金融安定性報告書（GFSR） 2008年10月: 要旨 (Markdown version)
  • 国際金融安定性報告書（GFSR） 2008年10月: 要旨 (PDF)
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• Selected Three-Month Spreads
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• Figure 2.2. Spread Between Three-Month Uncollateralized Interbank Rates and Overnight Index Swaps
  • Figure 2.2. Spread Between Three-Month Uncollateralized Interbank Rates and Overnight Index Swaps (Markdown version)
  • Figure 2.2. Spread Between Three-Month Uncollateralized Interbank Rates and Overnight Index Swaps (PDF)
• Figure23pdf
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• Figure 2.4. Three-Month Forex Swap Spreads
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• Figure 2.9. Euro Area: Selected Interest Rate Spreads
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• Figure 4.7. Total Foreign Holdings of Equity
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• Global Financial Stability Report -- Annex: Summing up by the Acting Chair -- October 2008
  • Global Financial Stability Report -- Annex: Summing up by the Acting Chair -- October 2008 (Markdown version)
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• Chapter 1: — Assessing Risks to Global Financial Stability
  • Chapter 1: — Assessing Risks to Global Financial Stability (Markdown version)
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• chapter 2 — StreSS In Bank FundIng MarketS and IMplIcatIonS For Monetary polIcy
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• chaPter 3 Fair Value accounting and Procyclicality
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  • chaPter 3 Fair Value accounting and Procyclicality (PDF)
• Chapter 4 SpilloverS to emerging equity marketS
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• Glossary
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• Preface
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• Statappxpdf
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• _summarypdf
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  • _summarypdf (PDF)
• _textpdf — Global Financial Stability Report
  • _textpdf — Global Financial Stability Report (Markdown version)
  • _textpdf — Global Financial Stability Report (PDF)
• SAFigure10
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• SAFigure2
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• SAFigure3
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• SAFigure8
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• SAFigure9
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• Доклад по вопросам глобальной финансовой стабильности: аналитическое резюме -- Октябрь 2008 года
  • Доклад по вопросам глобальной финансовой стабильности: аналитическое резюме -- Октябрь 2008 года (Markdown version)
  • Доклад по вопросам глобальной финансовой стабильности: аналитическое резюме -- Октябрь 2008 года (PDF)
• Informe sobre la Estabilidad Financiera Mundial, Octubre 2008 - Resumen Ejecutivo
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