{
  "title": "IMF Global Financial Stability Report -- Financial Stress and Deleveraging: Macro-Financial Implications and Policy -- October 2008 -- Contents",
  "publication": "Global Financial Stability Report, October 7, 2008",
  "sourceUrl": "https://www.imf.org/en/publications/gfsr/issues/2016/12/31/financial-stress-and-deleveraging-macro-financial-implications-and-policy",
  "canonical": "https://www.imf.org/en/publications/gfsr/issues/2016/12/31/financial-stress-and-deleveraging-macro-financial-implications-and-policy",
  "overlayPath": "/en/publications/gfsr/issues/2016/12/31/financial-stress-and-deleveraging-macro-financial-implications-and-policy/index.md",
  "summary": "Title: Financial Stress and Deleveraging Macro-Financial Implications and Policy",
  "sections": [
    {
      "heading": "Publication metadata and access",
      "content": "- Title: Financial Stress and Deleveraging Macro-Financial Implications and Policy\n- Series: Global Financial Stability Report\n- Date: October 2008\n- Full text availability: \"View the Full Text of the GFSR (use the free Adobe Acrobat Reader).\"\n- Ancillary items listed for the report:\n  - Preface (208KB pdf file)\n  - Executive Summary (241KB pdf file)\n  - Glossary (270KB pdf file)\n  - Statistical Appendix (1,331KB pdf file)"
    },
    {
      "heading": "Core chapters and major analytical themes",
      "content": "- Chapter I. Assessing Risks to Global Financial Stability\n  - Full Text | Boxes | Figures | Tables\n  - Major topics:\n    - Global Financial Stability Map\n    - The Default Cycle\n    - Financial System Deleveraging\n    - Systemic Implications\n    - Emerging Market Resilience Is Being Tested\n    - Financial Stability Policies\n  - Annexes:\n    - Annex 1.1. Global Financial Stability Map: Construction and Methodology\n    - Annex 1.2. Financial Investment in Commodities Markets\n    - Annex 1.3. Loss Estimates on U.S. Credit Instruments\n    - Annex 1.4. Factors Infl uencing the Pace and Level of Bank Capital Rebuilding\n  - References\n\n- Chapter II. Stress in Bank Funding Markets and Implications for Monetary Policy\n  - Full Text | Boxes | Figures\n  - Major topics:\n    - The Microstructure of Bank Funding Markets\n    - The Causes of Elevated Interbank Spreads\n    - Implications for the Interest Rate Transmission Mechanism of Monetary Policy\n    - Policy Recommendations\n  - Annexes:\n    - Annex 2.1. Empirical Framework: The Causes of High Interbank Spreads\n    - Annex 2.2. Empirical Framework: Monetary Transmission\n\n- Chapter III. Fair Value Accounting and Procyclicality\n  - Full Text | Figures\n  - Major topics:\n    - Fair Value Accounting Through the Business Cycle\n    - Modeling Fair Value Accounting Through the Business Cycle Using Simulations\n    - Conclusions and Policy Recommendations\n  - Annex:\n    - Annex 3.1. Data and Modeling Assumptions\n\n- Chapter IV. Spillovers to Emerging Equity Markets\n  - Full Text | Figures\n  - Major topics:\n    - Performance of Emerging Market Equity Markets\n    - Cross-Country Equity Price Correlations\n    - Determinants of Emerging Market Equity Prices\n    - Spillovers and their Impact\n    - The Role of Local Institutional Investors\n    - Key Results and Conclusions\n  - Annexes:\n    - Annex 4.1. Panel Estimation Specification and Results\n    - Annex 4.2. Vector Autoregression Model Results\n\n- Annex: Summing Up by the Acting Chair"
    },
    {
      "heading": "Policy recommendations and analytical focus areas (as organized in contents)",
      "content": "- Financial Stability Policies (Chapter I)\n- Policy Recommendations on bank funding and monetary transmission (Chapter II)\n- Conclusions and Policy Recommendations on fair value accounting and procyclicality (Chapter III)"
    },
    {
      "heading": "Empirical tools, models, and supporting analyses listed",
      "content": "- Global Financial Stability Map (construction and methodology)\n- Loss estimates and simulations:\n  - Loss Estimates on U.S. Credit Instruments (Annex 1.3)\n  - Simulations of fair value applications and business cycle interactions (Chapter III figures)\n- Empirical frameworks and model types:\n  - Empirical Frameworks for interbank spreads and monetary transmission (Annexes 2.1, 2.2)\n  - Panel estimation and Vector Autoregression (Chapter IV annexes)\n  - Structural Vector Autoregression, Vector Error Correction Mechanisms, Dynamic VECM (listed in Tables/Figures)\n- Specific simulation and decomposition figures (examples from contents):\n  - Simulation of Full Fair Value\n  - Decomposition of Spread between Three-Month U.S. Dollar LIBOR and Overnight Index Swaps\n  - Structured VAR Model: Variance Decomposition of LIBOR/Euribor Minus Overnight Index Swap (OIS) Spread"
    },
    {
      "heading": "Boxes and targeted case studies (selected by title)",
      "content": "- Chapter I boxes include:\n  - 1.1 Recent Financial Market Developments\n  - 1.2 Measuring Capital Adequacy\n  - 1.3 Global Bank Writedowns and Capital Raising\n  - 1.4 U.S. Government-Sponsored Enterprises and Housing Reform Developments\n  - 1.5 Impact of Credit Market Turmoil on Hedge Funds\n  - 1.6 Forecasting Loan Charge-Off Rates\n- Chapter II boxes include:\n  - 2.1 Pricing and Hedging Role of Interbank Deposit-Related Derivatives\n  - 2.2 Is the LIBOR Fix Broken?\n  - 2.3 The Federal Reserve's Term Auction Facility\n  - 2.4 Breakdown of the Financial Sector for Monetary Transmission Analysis\n- Chapter III boxes include:\n  - 3.1 Off-Balance Sheet Entities and Procyclicality\n  - 3.2 Disclosures Recommended by the Financial Stability Forum\n  - 3.3 Dealing with Procyclicality in the Basel II Framework\n  - 3.4 Options Surrounding the Application of Fair Value Accounting to Mitigate Procyclicality\n- Chapter IV boxes include:\n  - 4.1 Is There a Stock Market Wealth Effect in Emerging Markets?\n  - 4.2 The Role of Emerging Market Institutional Investors in Emerging Market Equities"
    },
    {
      "heading": "Key tables and figures indexed (selection of labeled items)",
      "content": "- Tables addressing loss and deleveraging estimates:\n  - Estimates of Financial Sector Potential Writedowns\n  - Estimates of Potential Losses on Loans\n  - Sensitivity of Deleveraging to Public Sector Support\n  - Deleveraging Illustration: Key Assumptions\n- Figures and charts covering systemic indicators and market measures (selected labels as listed):\n  - Heat Map: Developments in Systemic Asset Classes\n  - Systemic Bank Default Risk\n  - Asset Price Volatility and Funding and Market Liquidity\n  - U.S. Loan Charge-Off Rates\n  - U.S. Households' Balance Sheet: Net Worth\n  - Prices of U.S. Mortgage-Related Securities\n  - AA Rated Bank Bond Index Spreads Relative to Government Bonds\n  - Cross-Currency Swaps with U.S. Dollar\n  - Spread Between Three-Month Uncollateralized Interbank Rates and Overnight Index Swaps\n  - Joint Probability of Distress: Selected Financial Institutions Participating in Interbank Panels\n  - Simulation of Full Fair Value: Changes in Funding Conditions and Financial Market Distress\n  - Equity Price Response to Global Excess Liquidity Increase\n  - Credit Default Swap Spreads on Selected Emerging Market Banks, January 2007-Early October 2008"
    },
    {
      "heading": "Statistical Appendix structure and contents",
      "content": "- Key Financial Centers: Figures | Tables (multiple country and market indicators)\n- Emerging Markets: Figures | Tables (volatility measures, debt cross-correlation measures, external financing by instrument)\n- Financial Soundness Indicators: Tables (bank regulatory capital, capital to assets, nonperforming loans, provisions, return on assets, return on equity)\n- 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)\n\nContent compiled from the report \"IMF Global Financial Stability Report -- Financial Stress and Deleveraging: Macro-Financial Implications and Policy -- October 2008 — Contents.\"\n\n---\n\n Content in this bundle\n\n- Box 1.1. Recent Financial Market Developments — Dataset overview\n  - Box 1.1. Recent Financial Market Developments — Dataset overview (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Box 1.1. Recent Financial Market Developments — Dataset overview (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Box 1.1. Recent Financial Market Developments — U.S. Money Market Fund Assets under Management\n  - Box 1.1. Recent Financial Market Developments — U.S. Money Market Fund Assets under Management (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Box 1.1. Recent Financial Market Developments — U.S. Money Market Fund Assets under Management (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Box 1.3. Global Bank Writedowns and Capital-Raising\n  - Box 1.3. Global Bank Writedowns and Capital-Raising (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Box 1.3. Global Bank Writedowns and Capital-Raising (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Box 1.3. Global Bank Writedowns and Capital-Raising\n  - Box 1.3. Global Bank Writedowns and Capital-Raising (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Box 1.3. Global Bank Writedowns and Capital-Raising (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Box 1.3. Global Bank Writedowns and Capital-Raising\n  - Box 1.3. Global Bank Writedowns and Capital-Raising (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Box 1.3. Global Bank Writedowns and Capital-Raising (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Box 1.4. U.S. Government-Sponsored Enterprises and Housing Reform Developments\n  - Box 1.4. U.S. Government-Sponsored Enterprises and Housing Reform Developments (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Box 1.4. U.S. Government-Sponsored Enterprises and Housing Reform Developments (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Box 1.4. U.S. Government-Sponsored Enterperises and Housing Reform Developments\n  - Box 1.4. U.S. Government-Sponsored Enterperises and Housing Reform Developments (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Box 1.4. U.S. Government-Sponsored Enterperises and Housing Reform Developments (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Box 1.4. U.S. Government-Sponsored Enterprises and Housing Reform Developments\n  - Box 1.4. U.S. Government-Sponsored Enterprises and Housing Reform Developments (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Box 1.4. U.S. Government-Sponsored Enterprises and Housing Reform Developments (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Box 1.5. Impact of Credit Market Turmoil on Hedge Funds\n  - Box 1.5. Impact of Credit Market Turmoil on Hedge Funds (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Box 1.5. Impact of Credit Market Turmoil on Hedge Funds (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Box 1.5. Impact of Credit Market Turmoil on Hedge Funds\n  - Box 1.5. Impact of Credit Market Turmoil on Hedge Funds (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Box 1.5. Impact of Credit Market Turmoil on Hedge Funds (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.1. Global Financial Stability Map\n  - Figure 1.1. Global Financial Stability Map (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.1. Global Financial Stability Map (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.10. U.S. Residential Real Estate: Loan charge-Off Rates\n  - Figure 1.10. U.S. Residential Real Estate: Loan charge-Off Rates (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.10. U.S. Residential Real Estate: Loan charge-Off Rates (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.11. U.S. Consumer Loans: Charge-Off Rates\n  - Figure 1.11. U.S. Consumer Loans: Charge-Off Rates (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.11. U.S. Consumer Loans: Charge-Off Rates (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.12. Macroeconomic and Corporate Indicaotrs and Default Rates\n  - Figure 1.12. Macroeconomic and Corporate Indicaotrs and Default Rates (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.12. Macroeconomic and Corporate Indicaotrs and Default Rates (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.13. Comparison of Financial Crises\n  - Figure 1.13. Comparison of Financial Crises (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.13. Comparison of Financial Crises (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.14. Financial Sector Losses\n  - Figure 1.14. Financial Sector Losses (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.14. Financial Sector Losses (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.15. Ratio of Household Debt to Gross Disposable Income\n  - Figure 1.15. Ratio of Household Debt to Gross Disposable Income (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.15. Ratio of Household Debt to Gross Disposable Income (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.16. U.K. Mortgage Foreclosures\n  - Figure 1.16. U.K. Mortgage Foreclosures (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.16. U.K. Mortgage Foreclosures (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.17. Net Acquisition of Financial Assets by U.S. Financial Firms\n  - Figure 1.17. Net Acquisition of Financial Assets by U.S. Financial Firms (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.17. Net Acquisition of Financial Assets by U.S. Financial Firms (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.18. Bank Ratios\n  - Figure 1.18. Bank Ratios (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.18. Bank Ratios (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.19. U.S. Banks' Price-to-Book Ratios and Risk Exposures\n  - Figure 1.19. U.S. Banks' Price-to-Book Ratios and Risk Exposures (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.19. U.S. Banks' Price-to-Book Ratios and Risk Exposures (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.2. Heat Map: Developments in Systemic Asset Classes\n  - Figure 1.2. Heat Map: Developments in Systemic Asset Classes (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.2. Heat Map: Developments in Systemic Asset Classes (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.20. European Banks' Price-to-Book Ratios and European Real Estate Prices\n  - Figure 1.20. European Banks' Price-to-Book Ratios and European Real Estate Prices (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.20. European Banks' Price-to-Book Ratios and European Real Estate Prices (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.21. U.K. Banks' Price-to-Book Values\n  - Figure 1.21. U.K. Banks' Price-to-Book Values (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.21. U.K. Banks' Price-to-Book Values (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.22. AA Rated Bank Bond Index Spreads Relative to Government Bonds\n  - Figure 1.22. AA Rated Bank Bond Index Spreads Relative to Government Bonds (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.22. AA Rated Bank Bond Index Spreads Relative to Government Bonds (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.23. European Banks' Cross-Border Liabilities, end-2007\n  - Figure 1.23. European Banks' Cross-Border Liabilities, end-2007 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.23. European Banks' Cross-Border Liabilities, end-2007 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.24. Net Cross-Border U.S. Dollar Claims of European Banks\n  - Figure 1.24. Net Cross-Border U.S. Dollar Claims of European Banks (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.24. Net Cross-Border U.S. Dollar Claims of European Banks (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.25. Cross-Currency Swaps with U.S. Dollar\n  - Figure 1.25. Cross-Currency Swaps with U.S. Dollar (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.25. Cross-Currency Swaps with U.S. Dollar (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.26. Private Sector Credit Growth\n  - Figure 1.26. Private Sector Credit Growth (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.26. Private Sector Credit Growth (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.27. Euro Area Financial Institution Lending for Home Purchases\n  - Figure 1.27. Euro Area Financial Institution Lending for Home Purchases (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.27. Euro Area Financial Institution Lending for Home Purchases (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.28. Market Capitalization and Equity Book Values of Select Financial Institutions\n  - Figure 1.28. Market Capitalization and Equity Book Values of Select Financial Institutions (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.28. Market Capitalization and Equity Book Values of Select Financial Institutions (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.20. Probability of Default Based on Equity Option Prices\n  - Figure 1.20. Probability of Default Based on Equity Option Prices (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.20. Probability of Default Based on Equity Option Prices (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.3. Systemic Bank Default Risk\n  - Figure 1.3. Systemic Bank Default Risk (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.3. Systemic Bank Default Risk (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.30. U.S. Equity Index Performance\n  - Figure 1.30. U.S. Equity Index Performance (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.30. U.S. Equity Index Performance (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- figure131\n  - figure131 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure131 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.32. Potential U.S. Commitments and Mortgage Markets\n  - Figure 1.32. Potential U.S. Commitments and Mortgage Markets (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.32. Potential U.S. Commitments and Mortgage Markets (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.33. Sovereign Credit Default Swap Spreads\n  - Figure 1.33. Sovereign Credit Default Swap Spreads (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.33. Sovereign Credit Default Swap Spreads (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.34. Net Foreign Equity Investment in Emerging Economies\n  - Figure 1.34. Net Foreign Equity Investment in Emerging Economies (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.34. Net Foreign Equity Investment in Emerging Economies (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.35. Emerging Market External and U.S. High-Grade Corporate Spreads\n  - Figure 1.35. Emerging Market External and U.S. High-Grade Corporate Spreads (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.35. Emerging Market External and U.S. High-Grade Corporate Spreads (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Dataset overview\n  - Dataset overview (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Dataset overview (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure1 37\n  - Figure1 37 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure1 37 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- figure138\n  - figure138 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure138 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1..34. Break-Even Inflation Rates\n  - Figure 1..34. Break-Even Inflation Rates (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1..34. Break-Even Inflation Rates (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.4. Asset Price Volatility and Funding and Market Liquidity\n  - Figure 1.4. Asset Price Volatility and Funding and Market Liquidity (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.4. Asset Price Volatility and Funding and Market Liquidity (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.40. Baltic States: Real Bank Loan Growth to Nonfinancial Private Sector\n  - Figure 1.40. Baltic States: Real Bank Loan Growth to Nonfinancial Private Sector (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.40. Baltic States: Real Bank Loan Growth to Nonfinancial Private Sector (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- figure141a — Dataset overview\n  - figure141a — Dataset overview (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure141a — Dataset overview (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- figure141b\n  - figure141b (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure141b (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.41. Global Financial Stability Map: Monetary and Financial Conditions\n  - Figure 1.41. Global Financial Stability Map: Monetary and Financial Conditions (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.41. Global Financial Stability Map: Monetary and Financial Conditions (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- figure141d — Custodial Reserve Holdings at the Federal Reserve Bank of New York\n  - figure141d — Custodial Reserve Holdings at the Federal Reserve Bank of New York (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure141d — Custodial Reserve Holdings at the Federal Reserve Bank of New York (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.41. Global Financial Stability Map: Monetary and Financial Conditions\n  - Figure 1.41. Global Financial Stability Map: Monetary and Financial Conditions (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.41. Global Financial Stability Map: Monetary and Financial Conditions (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- figure142a\n  - figure142a (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure142a (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.42. Global Financial Stability Map: Risk Appetite\n  - Figure 1.42. Global Financial Stability Map: Risk Appetite (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.42. Global Financial Stability Map: Risk Appetite (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.42. Global Financial Stability Map: Risk Appetite\n  - Figure 1.42. Global Financial Stability Map: Risk Appetite (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.42. Global Financial Stability Map: Risk Appetite (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.42. Global Financial Stability Map: Risk Appetite\n  - Figure 1.42. Global Financial Stability Map: Risk Appetite (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.42. Global Financial Stability Map: Risk Appetite (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- figure143a\n  - figure143a (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure143a (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.43. Global Financial Stability Map: Macroeconomic Risks\n  - Figure 1.43. Global Financial Stability Map: Macroeconomic Risks (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.43. Global Financial Stability Map: Macroeconomic Risks (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure1 43c\n  - Figure1 43c (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure1 43c (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- figure143d: Global Financial Stability Map: Macroeconomic Risks\n  - figure143d: Global Financial Stability Map: Macroeconomic Risks (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure143d: Global Financial Stability Map: Macroeconomic Risks (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.43. Global Financial Stability Map: Macroeconomic Risks\n  - Figure 1.43. Global Financial Stability Map: Macroeconomic Risks (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.43. Global Financial Stability Map: Macroeconomic Risks (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.43. Global Financial Stability Map: Macroeconomic Risks\n  - Figure 1.43. Global Financial Stability Map: Macroeconomic Risks (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.43. Global Financial Stability Map: Macroeconomic Risks (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.44. Global Financial Stability Map: Emerging Market Risks\n  - Figure 1.44. Global Financial Stability Map: Emerging Market Risks (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.44. Global Financial Stability Map: Emerging Market Risks (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.44. Global Financial Stability Map: Emerging Market Risks\n  - Figure 1.44. Global Financial Stability Map: Emerging Market Risks (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.44. Global Financial Stability Map: Emerging Market Risks (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.44. Global Financial Stability Map: Emerging Market Risks\n  - Figure 1.44. Global Financial Stability Map: Emerging Market Risks (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.44. Global Financial Stability Map: Emerging Market Risks (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- figure144d\n  - figure144d (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure144d (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- figure144e\n  - figure144e (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure144e (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- figure145a\n  - figure145a (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure145a (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.45. Global Financial Stability Map: Credit Risks\n  - Figure 1.45. Global Financial Stability Map: Credit Risks (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.45. Global Financial Stability Map: Credit Risks (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- figure145c — Moody's Speculative Grade Default Rates: Actual and 12-Month Forecast\n  - figure145c — Moody's Speculative Grade Default Rates: Actual and 12-Month Forecast (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure145c — Moody's Speculative Grade Default Rates: Actual and 12-Month Forecast (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.45. Global Financial Stability Map: Credit Risks\n  - Figure 1.45. Global Financial Stability Map: Credit Risks (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.45. Global Financial Stability Map: Credit Risks (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.45. Global Financial Stability Map: Credit Risks\n  - Figure 1.45. Global Financial Stability Map: Credit Risks (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.45. Global Financial Stability Map: Credit Risks (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks\n  - Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks\n  - Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks\n  - Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks\n  - Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks\n  - Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks\n  - Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.47. Commodity Futures Prices and Financial Positions\n  - Figure 1.47. Commodity Futures Prices and Financial Positions (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.47. Commodity Futures Prices and Financial Positions (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.47. Commodity Futures Prices and Financial Positions\n  - Figure 1.47. Commodity Futures Prices and Financial Positions (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.47. Commodity Futures Prices and Financial Positions (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- figure147c\n  - figure147c (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure147c (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.47. Commodity Futures Prices and Financial Positions\n  - Figure 1.47. Commodity Futures Prices and Financial Positions (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.47. Commodity Futures Prices and Financial Positions (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.47. Commodity Futures Prices and Financial Positions\n  - Figure 1.47. Commodity Futures Prices and Financial Positions (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.47. Commodity Futures Prices and Financial Positions (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.47. Commodity Futures Prices and Financial Positions\n  - Figure 1.47. Commodity Futures Prices and Financial Positions (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.47. Commodity Futures Prices and Financial Positions (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.5. Allocation to Global and Emerging Market Risk Assets\n  - Figure 1.5. Allocation to Global and Emerging Market Risk Assets (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.5. Allocation to Global and Emerging Market Risk Assets (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure16 — Dataset overview\n  - Figure16 — Dataset overview (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure16 — Dataset overview (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.7. U.S. Households' Balance Sheet: Net Worth\n  - Figure 1.7. U.S. Households' Balance Sheet: Net Worth (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.7. U.S. Households' Balance Sheet: Net Worth (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.8. U.S. Mortgage Delinquencies by Vintage Year\n  - Figure 1.8. U.S. Mortgage Delinquencies by Vintage Year (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.8. U.S. Mortgage Delinquencies by Vintage Year (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 1.9. Prices of U.S. Mortgage-Related Securities\n  - Figure 1.9. Prices of U.S. Mortgage-Related Securities (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 1.9. Prices of U.S. Mortgage-Related Securities (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 1.1. Estimates of Financial Sector Potential Writedowns\n  - Table 1.1. Estimates of Financial Sector Potential Writedowns (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 1.1. Estimates of Financial Sector Potential Writedowns (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 1.10. Road to Recovery: Key Assumptions\n  - Table 1.10. Road to Recovery: Key Assumptions (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 1.10. Road to Recovery: Key Assumptions (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 1.2.  Estimates of Potential Losses on Loans\n  - Table 1.2.  Estimates of Potential Losses on Loans (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 1.2.  Estimates of Potential Losses on Loans (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table1 3\n  - Table1 3 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table1 3 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 1.4. Sensitivity of Deleveraging to Public Sector Support\n  - Table 1.4. Sensitivity of Deleveraging to Public Sector Support (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 1.4. Sensitivity of Deleveraging to Public Sector Support (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 1.5. Macro and Financial Indicators in Selected Emerging Market Countries\n  - Table 1.5. Macro and Financial Indicators in Selected Emerging Market Countries (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 1.5. Macro and Financial Indicators in Selected Emerging Market Countries (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 1.7. Asset Class Characteristics\n  - Table 1.7. Asset Class Characteristics (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 1.7. Asset Class Characteristics (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 1.8. Test for Causality between Commodity Prices and Financial Positions\n  - Table 1.8. Test for Causality between Commodity Prices and Financial Positions (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 1.8. Test for Causality between Commodity Prices and Financial Positions (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 1.9. Comparison of Financial Sector Loss Estimates, October 2008\n  - Table 1.9. Comparison of Financial Sector Loss Estimates, October 2008 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 1.9. Comparison of Financial Sector Loss Estimates, October 2008 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- boxfigure22a\n  - boxfigure22a (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - boxfigure22a (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- boxfigure22b\n  - boxfigure22b (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - boxfigure22b (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Box  Figure 2.2.C. ICAP NYFR and BBA LIBOR Spread\n  - Box  Figure 2.2.C. ICAP NYFR and BBA LIBOR Spread (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Box  Figure 2.2.C. ICAP NYFR and BBA LIBOR Spread (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Box Figure 2.3.A. Impact of Term Auction Facility\n  - Box Figure 2.3.A. Impact of Term Auction Facility (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Box Figure 2.3.A. Impact of Term Auction Facility (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- BoxFigure 2.3.B. European Central Bank: U.S. Dollar Term Auction Facility\n  - BoxFigure 2.3.B. European Central Bank: U.S. Dollar Term Auction Facility (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - BoxFigure 2.3.B. European Central Bank: U.S. Dollar Term Auction Facility (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Box Figure 2.4. United States: Breakdown of Financial Sector\n  - Box Figure 2.4. United States: Breakdown of Financial Sector (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Box Figure 2.4. United States: Breakdown of Financial Sector (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 2.1. Unsecured Borrowing Transaction Volumes\n  - Figure 2.1. Unsecured Borrowing Transaction Volumes (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 2.1. Unsecured Borrowing Transaction Volumes (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 2.10. Dynamic Vector Error Correlation Mechanism\n  - Figure 2.10. Dynamic Vector Error Correlation Mechanism (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 2.10. Dynamic Vector Error Correlation Mechanism (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 2.11.Dynamic Vector Error Correlation Mechanism\n  - Figure 2.11.Dynamic Vector Error Correlation Mechanism (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 2.11.Dynamic Vector Error Correlation Mechanism (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 2.12. Summary Chart: Accuracy of Forecasts - U.S. Model, 1996-2008\n  - Figure 2.12. Summary Chart: Accuracy of Forecasts - U.S. Model, 1996-2008 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 2.12. Summary Chart: Accuracy of Forecasts - U.S. Model, 1996-2008 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Fig 2.13. Summar Chart: Accuracy of Forecast - U.S. Model\n  - Fig 2.13. Summar Chart: Accuracy of Forecast - U.S. Model (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Fig 2.13. Summar Chart: Accuracy of Forecast - U.S. Model (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 2.14. Summary Chart: Accuracy of Forecasts - Euro Area Model, 2006-08\n  - Figure 2.14. Summary Chart: Accuracy of Forecasts - Euro Area Model, 2006-08 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 2.14. Summary Chart: Accuracy of Forecasts - Euro Area Model, 2006-08 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 2.15. Decomposition of Spread Between Three-Month U.S. Dollar LIBOR and Overnight Index Swaps\n  - Figure 2.15. Decomposition of Spread Between Three-Month U.S. Dollar LIBOR and Overnight Index Swaps (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 2.15. Decomposition of Spread Between Three-Month U.S. Dollar LIBOR and Overnight Index Swaps (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure2 2\n  - Figure2 2 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure2 2 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure2 3\n  - Figure2 3 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure2 3 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- figure24\n  - figure24 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure24 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 2.5. Structured VAR Model: Variance Decomposition of LIBOR/Euribor Minus Overnight Index Swap\n  - Figure 2.5. Structured VAR Model: Variance Decomposition of LIBOR/Euribor Minus Overnight Index Swap (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 2.5. Structured VAR Model: Variance Decomposition of LIBOR/Euribor Minus Overnight Index Swap (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 2.6. Selected Countries: Size of Financial Assets\n  - Figure 2.6. Selected Countries: Size of Financial Assets (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 2.6. Selected Countries: Size of Financial Assets (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 2.7. United States: Structural Changes in Financial Sector Liabilities\n  - Figure 2.7. United States: Structural Changes in Financial Sector Liabilities (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 2.7. United States: Structural Changes in Financial Sector Liabilities (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 2.8. United States: Selected Interest Rate Spreads\n  - Figure 2.8. United States: Selected Interest Rate Spreads (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 2.8. United States: Selected Interest Rate Spreads (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 2.9. Euro Area: Selected Interest Rate Spreads\n  - Figure 2.9. Euro Area: Selected Interest Rate Spreads (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 2.9. Euro Area: Selected Interest Rate Spreads (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 3.1. Selected U.S.-Based Financial Institutions: Change in Level 1, 2, and 3 Assets\n  - Figure 3.1. Selected U.S.-Based Financial Institutions: Change in Level 1, 2, and 3 Assets (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 3.1. Selected U.S.-Based Financial Institutions: Change in Level 1, 2, and 3 Assets (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 3.2. Aggregate Fair Value Hierarchy, End-2007\n  - Figure 3.2. Aggregate Fair Value Hierarchy, End-2007 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 3.2. Aggregate Fair Value Hierarchy, End-2007 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 3.3. Simulation of Full Fair Value\n  - Figure 3.3. Simulation of Full Fair Value (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 3.3. Simulation of Full Fair Value (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure3 4\n  - Figure3 4 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure3 4 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 3.5. Simulation of Full Fair Value: International versus Retail-Oriented Banks\n  - Figure 3.5. Simulation of Full Fair Value: International versus Retail-Oriented Banks (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 3.5. Simulation of Full Fair Value: International versus Retail-Oriented Banks (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 3.6. Simulation of Partial Fair Value\n  - Figure 3.6. Simulation of Partial Fair Value (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 3.6. Simulation of Partial Fair Value (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 3.7. Simulation of Smoothing Techniques\n  - Figure 3.7. Simulation of Smoothing Techniques (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 3.7. Simulation of Smoothing Techniques (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 3.8. Yield Curves and Business Cycles\n  - Figure 3.8. Yield Curves and Business Cycles (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 3.8. Yield Curves and Business Cycles (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 3.9. Simulation of Full Fair Value with Upward Sloping Yield Curve\n  - Figure 3.9. Simulation of Full Fair Value with Upward Sloping Yield Curve (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 3.9. Simulation of Full Fair Value with Upward Sloping Yield Curve (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- boxfigure42a\n  - boxfigure42a (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - boxfigure42a (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Box 4.2. Figure B. Emerging Market Economies: Total Assets Under Management of Mutual Funds\n  - Box 4.2. Figure B. Emerging Market Economies: Total Assets Under Management of Mutual Funds (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Box 4.2. Figure B. Emerging Market Economies: Total Assets Under Management of Mutual Funds (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Pension Fund Assets in Selected Countries, 2006\n  - Pension Fund Assets in Selected Countries, 2006 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Pension Fund Assets in Selected Countries, 2006 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Box 4.2. Figure D. Mutual Fund Assets in Selected Countries, 2007\n  - Box 4.2. Figure D. Mutual Fund Assets in Selected Countries, 2007 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Box 4.2. Figure D. Mutual Fund Assets in Selected Countries, 2007 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 4.1. Selected Equity Market Indices\n  - Figure 4.1. Selected Equity Market Indices (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 4.1. Selected Equity Market Indices (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure4 10\n  - Figure4 10 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure4 10 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 4.11. Equity Price Response to Global Excess Liquidity\n  - Figure 4.11. Equity Price Response to Global Excess Liquidity (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 4.11. Equity Price Response to Global Excess Liquidity (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 4.12. Equity Price Response to Credit Risk Premium\n  - Figure 4.12. Equity Price Response to Credit Risk Premium (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 4.12. Equity Price Response to Credit Risk Premium (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 4.13. Equity Price Response to Market Risk Premium\n  - Figure 4.13. Equity Price Response to Market Risk Premium (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 4.13. Equity Price Response to Market Risk Premium (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 4.2. Emerging Market Economies: Composition of Capital Inflows\n  - Figure 4.2. Emerging Market Economies: Composition of Capital Inflows (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 4.2. Emerging Market Economies: Composition of Capital Inflows (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 4.3. Current Account Balances and Capital Flows from a Global Perspective\n  - Figure 4.3. Current Account Balances and Capital Flows from a Global Perspective (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 4.3. Current Account Balances and Capital Flows from a Global Perspective (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure4 4\n  - Figure4 4 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure4 4 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 4.5. Total Equity Market Returns\n  - Figure 4.5. Total Equity Market Returns (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 4.5. Total Equity Market Returns (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 4.6. Price/Earnings Ratios, July 31, 2008\n  - Figure 4.6. Price/Earnings Ratios, July 31, 2008 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 4.6. Price/Earnings Ratios, July 31, 2008 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 4.7. Total Foreign Holdings of Equity\n  - Figure 4.7. Total Foreign Holdings of Equity (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 4.7. Total Foreign Holdings of Equity (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 4.8. Emerging Markets Equity Indices and Foreign Investor Presence\n  - Figure 4.8. Emerging Markets Equity Indices and Foreign Investor Presence (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 4.8. Emerging Markets Equity Indices and Foreign Investor Presence (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure4 9\n  - Figure4 9 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure4 9 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- safigure1\n  - safigure1 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - safigure1 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 10. Flows into U.S.-Based Equity Funds\n  - Figure 10. Flows into U.S.-Based Equity Funds (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 10. Flows into U.S.-Based Equity Funds (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 11. United States: Corporate Bond Market\n  - Figure 11. United States: Corporate Bond Market (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 11. United States: Corporate Bond Market (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 12. Europe: Corporate Bond Market\n  - Figure 12. Europe: Corporate Bond Market (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 12. Europe: Corporate Bond Market (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 13. United States: Commercial Paper Market\n  - Figure 13. United States: Commercial Paper Market (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 13. United States: Commercial Paper Market (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 14. United States: Asset-Backed Securities\n  - Figure 14. United States: Asset-Backed Securities (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 14. United States: Asset-Backed Securities (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 15. Emerging Market Volatility Measures\n  - Figure 15. Emerging Market Volatility Measures (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 15. Emerging Market Volatility Measures (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 16. Emerging Market Debt Cross-Correlation Measures\n  - Figure 16. Emerging Market Debt Cross-Correlation Measures (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 16. Emerging Market Debt Cross-Correlation Measures (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Dataset overview: Figure 2. Exchange Rates: Selected Major Industrial Countries\n  - Dataset overview: Figure 2. Exchange Rates: Selected Major Industrial Countries (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Dataset overview: Figure 2. Exchange Rates: Selected Major Industrial Countries (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 3. United States: Yields on Corporate and Treasury Bonds\n  - Figure 3. United States: Yields on Corporate and Treasury Bonds (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 3. United States: Yields on Corporate and Treasury Bonds (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 4. Selected Spreads\n  - Figure 4. Selected Spreads (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 4. Selected Spreads (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 5. Nonfinancial Corporate Credit Spreads\n  - Figure 5. Nonfinancial Corporate Credit Spreads (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 5. Nonfinancial Corporate Credit Spreads (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 6. Equity Markets: Price Indices\n  - Figure 6. Equity Markets: Price Indices (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 6. Equity Markets: Price Indices (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 7. Implied and Historical Volatility in Equity Markets\n  - Figure 7. Implied and Historical Volatility in Equity Markets (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 7. Implied and Historical Volatility in Equity Markets (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 8. Historical Volatility of Government Bond Yields and Bond Returns for Selected Countries\n  - Figure 8. Historical Volatility of Government Bond Yields and Bond Returns for Selected Countries (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 8. Historical Volatility of Government Bond Yields and Bond Returns for Selected Countries (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Figure 9. Twelve-Month Forward Price/Earnings Ratios\n  - Figure 9. Twelve-Month Forward Price/Earnings Ratios (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 9. Twelve-Month Forward Price/Earnings Ratios (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 1. Global Capital Flows: Inflows and Outflows\n  - Table 1. Global Capital Flows: Inflows and Outflows (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 1. Global Capital Flows: Inflows and Outflows (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 10. Equity Market Indices\n  - Table 10. Equity Market Indices (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 10. Equity Market Indices (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 11.  Foreign Exchange Rates\n  - Table 11.  Foreign Exchange Rates (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 11.  Foreign Exchange Rates (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 12.  Emerging Market Bond Index:  EMBI Global Total Returns Index\n  - Table 12.  Emerging Market Bond Index:  EMBI Global Total Returns Index (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 12.  Emerging Market Bond Index:  EMBI Global Total Returns Index (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 13.  Emerging Market Bond Index:  EMBI Global Yield Spreads\n  - Table 13.  Emerging Market Bond Index:  EMBI Global Yield Spreads (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 13.  Emerging Market Bond Index:  EMBI Global Yield Spreads (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 14.  Emerging Market External Financing:  Total Bonds, Equities, and Loans\n  - Table 14.  Emerging Market External Financing:  Total Bonds, Equities, and Loans (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 14.  Emerging Market External Financing:  Total Bonds, Equities, and Loans (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 15.  Emerging Market External Financing:  Bond Issuance\n  - Table 15.  Emerging Market External Financing:  Bond Issuance (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 15.  Emerging Market External Financing:  Bond Issuance (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 16.  Emerging Market External Finance:  Equity Issuance\n  - Table 16.  Emerging Market External Finance:  Equity Issuance (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 16.  Emerging Market External Finance:  Equity Issuance (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Sa Table17\n  - Sa Table17 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Sa Table17 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 18. Equity Valuation Measures:  Dividend-Yield Ratios\n  - Table 18. Equity Valuation Measures:  Dividend-Yield Ratios (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 18. Equity Valuation Measures:  Dividend-Yield Ratios (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 19. Equity Valuation Measures:  Price-to-Book Ratios\n  - Table 19. Equity Valuation Measures:  Price-to-Book Ratios (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 19. Equity Valuation Measures:  Price-to-Book Ratios (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Sa Table2\n  - Sa Table2 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Sa Table2 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 20. Equity Valuation Measures:  Price/Earnings Ratios\n  - Table 20. Equity Valuation Measures:  Price/Earnings Ratios (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 20. Equity Valuation Measures:  Price/Earnings Ratios (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 21. Emerging Markets: Mutual Fund Flows\n  - Table 21. Emerging Markets: Mutual Fund Flows (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 21. Emerging Markets: Mutual Fund Flows (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 22. Bank Regulatory Capital to Risk-Weighted Assets\n  - Table 22. Bank Regulatory Capital to Risk-Weighted Assets (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 22. Bank Regulatory Capital to Risk-Weighted Assets (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 23. Bank Capital to Assets\n  - Table 23. Bank Capital to Assets (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 23. Bank Capital to Assets (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 24. Bank Nonperforming Loans to Total Loans\n  - Table 24. Bank Nonperforming Loans to Total Loans (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 24. Bank Nonperforming Loans to Total Loans (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 25. Bank Provisions to Nonperforming Loans\n  - Table 25. Bank Provisions to Nonperforming Loans (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 25. Bank Provisions to Nonperforming Loans (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 26. Bank Return on Assets\n  - Table 26. Bank Return on Assets (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 26. Bank Return on Assets (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 27. Bank Return on Equity\n  - Table 27. Bank Return on Equity (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 27. Bank Return on Equity (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 3. Selected Indicators on the Size of the Capital Markets, 2007\n  - Table 3. Selected Indicators on the Size of the Capital Markets, 2007 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 3. Selected Indicators on the Size of the Capital Markets, 2007 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Sa Table4\n  - Sa Table4 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Sa Table4 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Sa Table5\n  - Sa Table5 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Sa Table5 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Sa Table6\n  - Sa Table6 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Sa Table6 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 7. United States: Sectoral Balance Sheets\n  - Table 7. United States: Sectoral Balance Sheets (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 7. United States: Sectoral Balance Sheets (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 8. Japan: Sectoral Balance Sheets1\n  - Table 8. Japan: Sectoral Balance Sheets1 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 8. Japan: Sectoral Balance Sheets1 (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- Table 9. Europe: Sectoral Balance Sheets\n  - Table 9. Europe: Sectoral Balance Sheets (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Table 9. Europe: Sectoral Balance Sheets (CSV){rel=\"external\" type=\"application/octet-stream\"}\n- تقرير الاستقرار المالي العالمي: ملخص واف -- أكتوبر 2008\n  - تقرير الاستقرار المالي العالمي: ملخص واف -- أكتوبر 2008 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - تقرير الاستقرار المالي العالمي: ملخص واف -- أكتوبر 2008 (PDF){rel=\"external\" type=\"application/pdf\"}\n- 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\n  - 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){rel=\"alternate\" type=\"text/markdown\"}\n  - 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){rel=\"external\" type=\"application/pdf\"}\n- 2008年10月期《全球金融稳定报告》概要\n  - 2008年10月期《全球金融稳定报告》概要 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - 2008年10月期《全球金融稳定报告》概要 (PDF){rel=\"external\" type=\"application/pdf\"}\n- Rapport sur la stabilité financière dans le monde : Résumé analytique -- Octobre 2008\n  - Rapport sur la stabilité financière dans le monde : Résumé analytique -- Octobre 2008 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Rapport sur la stabilité financière dans le monde : Résumé analytique -- Octobre 2008 (PDF){rel=\"external\" type=\"application/pdf\"}\n- 国際金融安定性報告書（GFSR） 2008年10月: 要旨\n  - 国際金融安定性報告書（GFSR） 2008年10月: 要旨 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - 国際金融安定性報告書（GFSR） 2008年10月: 要旨 (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - 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figure1.41 (PDF){rel=\"external\" type=\"application/pdf\"}\n- figure1.42\n  - figure1.42 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure1.42 (PDF){rel=\"external\" type=\"application/pdf\"}\n- figure1.43\n  - figure1.43 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure1.43 (PDF){rel=\"external\" type=\"application/pdf\"}\n- figure1.44\n  - figure1.44 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure1.44 (PDF){rel=\"external\" type=\"application/pdf\"}\n- figure1.42\n  - figure1.42 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure1.42 (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- figure1.41\n  - figure1.41 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure1.41 (PDF){rel=\"external\" type=\"application/pdf\"}\n- figure1.41\n  - figure1.41 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure1.41 (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- figure19\n  - figure19 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure19 (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- Selected Three-Month Spreads\n  - Selected Three-Month Spreads (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Selected Three-Month Spreads (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- figure210\n  - figure210 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure210 (PDF){rel=\"external\" type=\"application/pdf\"}\n- figure211\n  - figure211 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure211 (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- Figure 2.2. Spread Between Three-Month Uncollateralized Interbank Rates and Overnight Index Swaps\n  - Figure 2.2. Spread Between Three-Month Uncollateralized Interbank Rates and Overnight Index Swaps (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 2.2. Spread Between Three-Month Uncollateralized Interbank Rates and Overnight Index Swaps (PDF){rel=\"external\" type=\"application/pdf\"}\n- Figure23pdf\n  - Figure23pdf (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure23pdf (PDF){rel=\"external\" type=\"application/pdf\"}\n- Figure 2.4. Three-Month Forex Swap Spreads\n  - Figure 2.4. Three-Month Forex Swap Spreads (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 2.4. Three-Month Forex Swap Spreads (PDF){rel=\"external\" type=\"application/pdf\"}\n- figure25\n  - figure25 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure25 (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- figure27pdf\n  - figure27pdf (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure27pdf (PDF){rel=\"external\" type=\"application/pdf\"}\n- figure28pdf\n  - figure28pdf (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure28pdf (PDF){rel=\"external\" type=\"application/pdf\"}\n- Figure 2.9. Euro Area: Selected Interest Rate Spreads\n  - Figure 2.9. Euro Area: Selected Interest Rate Spreads (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 2.9. Euro Area: Selected Interest Rate Spreads (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- figure44pdf\n  - figure44pdf (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure44pdf (PDF){rel=\"external\" type=\"application/pdf\"}\n- figure45pdf\n  - figure45pdf (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure45pdf (PDF){rel=\"external\" type=\"application/pdf\"}\n- figure46pdf\n  - figure46pdf (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - figure46pdf (PDF){rel=\"external\" type=\"application/pdf\"}\n- Figure 4.7. Total Foreign Holdings of Equity\n  - Figure 4.7. Total Foreign Holdings of Equity (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Figure 4.7. Total Foreign Holdings of Equity (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- template\n  - template (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - template (PDF){rel=\"external\" type=\"application/pdf\"}\n- Global Financial Stability Report -- Annex: Summing up by the Acting Chair --  October 2008\n  - Global Financial Stability Report -- Annex: Summing up by the Acting Chair --  October 2008 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Global Financial Stability Report -- Annex: Summing up by the Acting Chair --  October 2008 (PDF){rel=\"external\" type=\"application/pdf\"}\n- Chapter 1: — Assessing Risks to Global Financial Stability\n  - Chapter 1: — Assessing Risks to Global Financial Stability (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Chapter 1: — Assessing Risks to Global Financial Stability (PDF){rel=\"external\" type=\"application/pdf\"}\n- chapter 2 — StreSS In Bank FundIng MarketS and IMplIcatIonS For Monetary polIcy\n  - chapter 2 — StreSS In Bank FundIng MarketS and IMplIcatIonS For Monetary polIcy (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - chapter 2 — StreSS In Bank FundIng MarketS and IMplIcatIonS For Monetary polIcy (PDF){rel=\"external\" type=\"application/pdf\"}\n- chaPter 3     Fair Value accounting and Procyclicality\n  - chaPter 3     Fair Value accounting and Procyclicality (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - chaPter 3     Fair Value accounting and Procyclicality (PDF){rel=\"external\" type=\"application/pdf\"}\n- Chapter 4     SpilloverS to emerging equity marketS\n  - Chapter 4     SpilloverS to emerging equity marketS (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Chapter 4     SpilloverS to emerging equity marketS (PDF){rel=\"external\" type=\"application/pdf\"}\n- Glossary\n  - Glossary (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Glossary (PDF){rel=\"external\" type=\"application/pdf\"}\n- Preface\n  - 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SAFigure9 (PDF){rel=\"external\" type=\"application/pdf\"}\n- Доклад по вопросам глобальной финансовой стабильности:  аналитическое резюме -- Октябрь 2008 года\n  - Доклад по вопросам глобальной финансовой стабильности:  аналитическое резюме -- Октябрь 2008 года (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Доклад по вопросам глобальной финансовой стабильности:  аналитическое резюме -- Октябрь 2008 года (PDF){rel=\"external\" type=\"application/pdf\"}\n- Informe sobre la Estabilidad Financiera Mundial, Octubre 2008 - Resumen Ejecutivo\n  - Informe sobre la Estabilidad Financiera Mundial, Octubre 2008 - Resumen Ejecutivo (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Informe sobre la Estabilidad Financiera Mundial, Octubre 2008 - Resumen Ejecutivo (PDF){rel=\"external\" type=\"application/pdf\"}\n\n---\n\n References\n\n- Transcript\n- Press Release\n- Financial Stability Page\n- About the Global Financial Stability Report\n- Global Financial Stability Reports\n- Using PDF Files\n- Viewing Webcasts\n- Sign up to receive free e-mail notices when new series and/or country items are posted on the IMF website.\n- Modify your profile\n- https://www.imf.org/en/home\n- Ordering Information\n- Disclaimer\n- Adobe Acrobat Reader\n\nSource: https://www.imf.org/en/publications/gfsr/issues/2016/12/31/financial-stress-and-deleveraging-macro-financial-implications-and-policy"
    }
  ],
  "bullets": [
    "[Markdown version](/en/publications/gfsr/issues/2016/12/31/financial-stress-and-deleveraging-macro-financial-implications-and-policy/index.md)",
    "[Structured JSON version](/en/publications/gfsr/issues/2016/12/31/financial-stress-and-deleveraging-macro-financial-implications-and-policy/index.json)",
    "[Bundle manifest](/en/publications/gfsr/issues/2016/12/31/financial-stress-and-deleveraging-macro-financial-implications-and-policy/bundle-manifest.json)",
    "Published: October 7, 2008",
    "Series: Global Financial Stability Report",
    "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:",
    "Chapter I. Assessing Risks to Global Financial Stability",
    "Chapter II. Stress in Bank Funding Markets and Implications for Monetary Policy",
    "Chapter III. Fair Value Accounting and Procyclicality",
    "Chapter IV. Spillovers to Emerging Equity Markets",
    "Annex: Summing Up by the Acting Chair",
    "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)",
    "Global Financial Stability Map (construction and methodology)",
    "Loss estimates and simulations:",
    "Empirical frameworks and model types:",
    "Specific simulation and decomposition figures (examples from contents):",
    "Chapter I boxes include:",
    "Chapter II boxes include:",
    "Chapter III boxes include:",
    "Chapter IV boxes include:",
    "Tables addressing loss and deleveraging estimates:",
    "Figures and charts covering systemic indicators and market measures (selected labels as listed):",
    "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)",
    "**Box 1.1. Recent Financial Market Developments — Dataset overview**",
    "**Box 1.1. Recent Financial Market Developments — U.S. Money Market Fund Assets under Management**",
    "**Box 1.3. Global Bank Writedowns and Capital-Raising**",
    "**Box 1.3. Global Bank Writedowns and Capital-Raising**",
    "**Box 1.3. Global Bank Writedowns and Capital-Raising**",
    "**Box 1.4. U.S. Government-Sponsored Enterprises and Housing Reform Developments**",
    "**Box 1.4. U.S. Government-Sponsored Enterperises and Housing Reform Developments**",
    "**Box 1.4. U.S. Government-Sponsored Enterprises and Housing Reform Developments**",
    "**Box 1.5. Impact of Credit Market Turmoil on Hedge Funds**",
    "**Box 1.5. Impact of Credit Market Turmoil on Hedge Funds**",
    "**Figure 1.1. Global Financial Stability Map**",
    "**Figure 1.10. U.S. Residential Real Estate: Loan charge-Off Rates**",
    "**Figure 1.11. U.S. Consumer Loans: Charge-Off Rates**",
    "**Figure 1.12. Macroeconomic and Corporate Indicaotrs and Default Rates**",
    "**Figure 1.13. Comparison of Financial Crises**",
    "**Figure 1.14. Financial Sector Losses**",
    "**Figure 1.15. Ratio of Household Debt to Gross Disposable Income**",
    "**Figure 1.16. U.K. Mortgage Foreclosures**",
    "**Figure 1.17. Net Acquisition of Financial Assets by U.S. Financial Firms**",
    "**Figure 1.18. Bank Ratios**",
    "**Figure 1.19. U.S. Banks' Price-to-Book Ratios and Risk Exposures**",
    "**Figure 1.2. Heat Map: Developments in Systemic Asset Classes**",
    "**Figure 1.20. European Banks' Price-to-Book Ratios and European Real Estate Prices**",
    "**Figure 1.21. U.K. Banks' Price-to-Book Values**",
    "**Figure 1.22. AA Rated Bank Bond Index Spreads Relative to Government Bonds**",
    "**Figure 1.23. European Banks' Cross-Border Liabilities, end-2007**",
    "**Figure 1.24. Net Cross-Border U.S. Dollar Claims of European Banks**",
    "**Figure 1.25. Cross-Currency Swaps with U.S. Dollar**",
    "**Figure 1.26. Private Sector Credit Growth**",
    "**Figure 1.27. Euro Area Financial Institution Lending for Home Purchases**",
    "**Figure 1.28. Market Capitalization and Equity Book Values of Select Financial Institutions**",
    "**Figure 1.20. Probability of Default Based on Equity Option Prices**",
    "**Figure 1.3. Systemic Bank Default Risk**",
    "**Figure 1.30. U.S. Equity Index Performance**",
    "**figure1_31**",
    "**Figure 1.32. Potential U.S. Commitments and Mortgage Markets**",
    "**Figure 1.33. Sovereign Credit Default Swap Spreads**",
    "**Figure 1.34. Net Foreign Equity Investment in Emerging Economies**",
    "**Figure 1.35. Emerging Market External and U.S. High-Grade Corporate Spreads**",
    "**Dataset overview**",
    "**Figure1 37**",
    "**figure1_38**",
    "**Figure 1..34. Break-Even Inflation Rates**",
    "**Figure 1.4. Asset Price Volatility and Funding and Market Liquidity**",
    "**Figure 1.40. Baltic States: Real Bank Loan Growth to Nonfinancial Private Sector**",
    "**figure1_41a — Dataset overview**",
    "**figure1_41b**",
    "**Figure 1.41. Global Financial Stability Map: Monetary and Financial Conditions**",
    "**figure1_41d — Custodial Reserve Holdings at the Federal Reserve Bank of New York**",
    "**Figure 1.41. Global Financial Stability Map: Monetary and Financial Conditions**",
    "**figure1_42a**",
    "**Figure 1.42. Global Financial Stability Map: Risk Appetite**",
    "**Figure 1.42. Global Financial Stability Map: Risk Appetite**",
    "**Figure 1.42. Global Financial Stability Map: Risk Appetite**",
    "**figure1_43a**",
    "**Figure 1.43. Global Financial Stability Map: Macroeconomic Risks**",
    "**Figure1 43c**",
    "**figure1_43d: Global Financial Stability Map: Macroeconomic Risks**",
    "**Figure 1.43. Global Financial Stability Map: Macroeconomic Risks**",
    "**Figure 1.43. Global Financial Stability Map: Macroeconomic Risks**",
    "**Figure 1.44. Global Financial Stability Map: Emerging Market Risks**",
    "**Figure 1.44. Global Financial Stability Map: Emerging Market Risks**",
    "**Figure 1.44. Global Financial Stability Map: Emerging Market Risks**",
    "**figure1_44d**",
    "**figure1_44e**",
    "**figure1_45a**",
    "**Figure 1.45. Global Financial Stability Map: Credit Risks**",
    "**figure1_45c — Moody's Speculative Grade Default Rates: Actual and 12-Month Forecast**",
    "**Figure 1.45. Global Financial Stability Map: Credit Risks**",
    "**Figure 1.45. Global Financial Stability Map: Credit Risks**",
    "**Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks**",
    "**Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks**",
    "**Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks**",
    "**Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks**",
    "**Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks**",
    "**Figure 1.46. Global Financial Stability Map: Market and Liquidity Risks**",
    "**Figure 1.47. Commodity Futures Prices and Financial Positions**",
    "**Figure 1.47. Commodity Futures Prices and Financial Positions**",
    "**figure1_47c**",
    "**Figure 1.47. Commodity Futures Prices and Financial Positions**",
    "**Figure 1.47. Commodity Futures Prices and Financial Positions**",
    "**Figure 1.47. Commodity Futures Prices and Financial Positions**",
    "**Figure 1.5. Allocation to Global and Emerging Market Risk Assets**",
    "**Figure1_6 — Dataset overview**",
    "**Figure 1.7. U.S. Households' Balance Sheet: Net Worth**",
    "**Figure 1.8. U.S. Mortgage Delinquencies by Vintage Year**",
    "**Figure 1.9. Prices of U.S. Mortgage-Related Securities**",
    "**Table 1.1. Estimates of Financial Sector Potential Writedowns**",
    "**Table 1.10. Road to Recovery: Key Assumptions**",
    "**Table 1.2.  Estimates of Potential Losses on Loans**",
    "**Table1 3**",
    "**Table 1.4. Sensitivity of Deleveraging to Public Sector Support**",
    "**Table 1.5. Macro and Financial Indicators in Selected Emerging Market Countries**",
    "**Table 1.7. Asset Class Characteristics**",
    "**Table 1.8. Test for Causality between Commodity Prices and Financial Positions**",
    "**Table 1.9. Comparison of Financial Sector Loss Estimates, October 2008**",
    "**boxfigure2_2a**",
    "**boxfigure2_2b**",
    "**Box  Figure 2.2.C. ICAP NYFR and BBA LIBOR Spread**",
    "**Box Figure 2.3.A. Impact of Term Auction Facility**",
    "**BoxFigure 2.3.B. European Central Bank: U.S. Dollar Term Auction Facility**",
    "**Box Figure 2.4. United States: Breakdown of Financial Sector**",
    "**Figure 2.1. Unsecured Borrowing Transaction Volumes**",
    "**Figure 2.10. Dynamic Vector Error Correlation Mechanism**",
    "**Figure 2.11.Dynamic Vector Error Correlation Mechanism**",
    "**Figure 2.12. Summary Chart: Accuracy of Forecasts - U.S. Model, 1996-2008**",
    "**Fig 2.13. Summar Chart: Accuracy of Forecast - U.S. Model**",
    "**Figure 2.14. Summary Chart: Accuracy of Forecasts - Euro Area Model, 2006-08**",
    "**Figure 2.15. Decomposition of Spread Between Three-Month U.S. Dollar LIBOR and Overnight Index Swaps**",
    "**Figure2 2**",
    "**Figure2 3**",
    "**figure2_4**",
    "**Figure 2.5. Structured VAR Model: Variance Decomposition of LIBOR/Euribor Minus Overnight Index Swap**",
    "**Figure 2.6. Selected Countries: Size of Financial Assets**",
    "**Figure 2.7. United States: Structural Changes in Financial Sector Liabilities**",
    "**Figure 2.8. United States: Selected Interest Rate Spreads**",
    "**Figure 2.9. Euro Area: Selected Interest Rate Spreads**",
    "**Figure 3.1. Selected U.S.-Based Financial Institutions: Change in Level 1, 2, and 3 Assets**",
    "**Figure 3.2. Aggregate Fair Value Hierarchy, End-2007**",
    "**Figure 3.3. Simulation of Full Fair Value**",
    "**Figure3 4**",
    "**Figure 3.5. Simulation of Full Fair Value: International versus Retail-Oriented Banks**",
    "**Figure 3.6. Simulation of Partial Fair Value**",
    "**Figure 3.7. Simulation of Smoothing Techniques**",
    "**Figure 3.8. Yield Curves and Business Cycles**",
    "**Figure 3.9. Simulation of Full Fair Value with Upward Sloping Yield Curve**",
    "**boxfigure4_2a**",
    "**Box 4.2. Figure B. Emerging Market Economies: Total Assets Under Management of Mutual Funds**",
    "**Pension Fund Assets in Selected Countries, 2006**",
    "**Box 4.2. Figure D. Mutual Fund Assets in Selected Countries, 2007**",
    "**Figure 4.1. Selected Equity Market Indices**",
    "**Figure4 10**",
    "**Figure 4.11. Equity Price Response to Global Excess Liquidity**",
    "**Figure 4.12. Equity Price Response to Credit Risk Premium**",
    "**Figure 4.13. Equity Price Response to Market Risk Premium**",
    "**Figure 4.2. Emerging Market Economies: Composition of Capital Inflows**",
    "**Figure 4.3. Current Account Balances and Capital Flows from a Global Perspective**",
    "**Figure4 4**",
    "**Figure 4.5. Total Equity Market Returns**",
    "**Figure 4.6. Price/Earnings Ratios, July 31, 2008**",
    "**Figure 4.7. Total Foreign Holdings of Equity**",
    "**Figure 4.8. Emerging Markets Equity Indices and Foreign Investor Presence**",
    "**Figure4 9**",
    "**sa_figure1**",
    "**Figure 10. Flows into U.S.-Based Equity Funds**",
    "**Figure 11. United States: Corporate Bond Market**",
    "**Figure 12. Europe: Corporate Bond Market**",
    "**Figure 13. United States: Commercial Paper Market**",
    "**Figure 14. United States: Asset-Backed Securities**",
    "**Figure 15. Emerging Market Volatility Measures**",
    "**Figure 16. Emerging Market Debt Cross-Correlation Measures**",
    "**Dataset overview: Figure 2. Exchange Rates: Selected Major Industrial Countries**",
    "**Figure 3. United States: Yields on Corporate and Treasury Bonds**",
    "**Figure 4. Selected Spreads**",
    "**Figure 5. Nonfinancial Corporate Credit Spreads**",
    "**Figure 6. Equity Markets: Price Indices**",
    "**Figure 7. Implied and Historical Volatility in Equity Markets**",
    "**Figure 8. Historical Volatility of Government Bond Yields and Bond Returns for Selected Countries**",
    "**Figure 9. Twelve-Month Forward Price/Earnings Ratios**",
    "**Table 1. Global Capital Flows: Inflows and Outflows**",
    "**Table 10. Equity Market Indices**",
    "**Table 11.  Foreign Exchange Rates**",
    "**Table 12.  Emerging Market Bond Index:  EMBI Global Total Returns Index**",
    "**Table 13.  Emerging Market Bond Index:  EMBI Global Yield Spreads**",
    "**Table 14.  Emerging Market External Financing:  Total Bonds, Equities, and Loans**",
    "**Table 15.  Emerging Market External Financing:  Bond Issuance**",
    "**Table 16.  Emerging Market External Finance:  Equity Issuance**",
    "**Sa Table17**",
    "**Table 18. Equity Valuation Measures:  Dividend-Yield Ratios**",
    "**Table 19. Equity Valuation Measures:  Price-to-Book Ratios**",
    "**Sa Table2**",
    "**Table 20. Equity Valuation Measures:  Price/Earnings Ratios**",
    "**Table 21. Emerging Markets: Mutual Fund Flows**",
    "**Table 22. Bank Regulatory Capital to Risk-Weighted Assets**",
    "**Table 23. Bank Capital to Assets**",
    "**Table 24. Bank Nonperforming Loans to Total Loans**",
    "**Table 25. Bank Provisions to Nonperforming Loans**",
    "**Table 26. Bank Return on Assets**",
    "**Table 27. Bank Return on Equity**",
    "**Table 3. Selected Indicators on the Size of the Capital Markets, 2007**",
    "**Sa Table4**",
    "**Sa Table5**",
    "**Sa Table6**",
    "**Table 7. United States: Sectoral Balance Sheets**",
    "**Table 8. Japan: Sectoral Balance Sheets1**",
    "**Table 9. Europe: Sectoral Balance Sheets**",
    "**تقرير الاستقرار المالي العالمي: ملخص واف -- أكتوبر 2008**",
    "**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月期《全球金融稳定报告》概要**",
    "**Rapport sur la stabilité financière dans le monde : Résumé analytique -- Octobre 2008**",
    "**国際金融安定性報告書（GFSR） 2008年10月: 要旨**",
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    "**figure1.44**",
    "**figure1.42**",
    "**template**",
    "**template**",
    "**template**",
    "**figure1.41**",
    "**figure1.41**",
    "**template**",
    "**figure1_9**",
    "**template**",
    "**Selected Three-Month Spreads**",
    "**template**",
    "**template**",
    "**template**",
    "**template**",
    "**figure2_10**",
    "**figure2_11**",
    "**template**",
    "**template**",
    "**template**",
    "**template**",
    "**template**",
    "**Figure 2.2. Spread Between Three-Month Uncollateralized Interbank Rates and Overnight Index Swaps**",
    "**Figure23pdf**",
    "**Figure 2.4. Three-Month Forex Swap Spreads**",
    "**figure2_5**",
    "**template**",
    "**_figure27pdf**",
    "**_figure28pdf**",
    "**Figure 2.9. Euro Area: Selected Interest Rate Spreads**",
    "**template**",
    "**template**",
    "**template**",
    "**template**",
    "**template**",
    "**template**",
    "**template**",
    "**template**",
    "**template**",
    "**template**",
    "**template**",
    "**template**",
    "**template**",
    "**template**",
    "**template**",
    "**template**",
    "**template**",
    "**template**",
    "**_figure44pdf**",
    "**_figure45pdf**",
    "**_figure46pdf**",
    "**Figure 4.7. Total Foreign Holdings of Equity**",
    "**template**",
    "**template**",
    "**Global Financial Stability Report -- Annex: Summing up by the Acting Chair --  October 2008**",
    "**Chapter 1: — Assessing Risks to Global Financial Stability**",
    "**chapter 2 — StreSS In Bank FundIng MarketS and IMplIcatIonS For Monetary polIcy**",
    "**chaPter 3     Fair Value accounting and Procyclicality**",
    "**Chapter 4     SpilloverS to emerging equity marketS**",
    "**Glossary**",
    "**Preface**",
    "**Statappxpdf**",
    "**_summarypdf**",
    "**_textpdf — Global Financial Stability Report**",
    "**SAFigure10**",
    "**SAFigure11**",
    "**SAFigure12**",
    "**SAFigure13**",
    "**SAFigure14**",
    "**SAFigure15**",
    "**SAFigure16**",
    "**SAFigure3**",
    "**SAFigure2**",
    "**SAFigure3**",
    "**SAFigure4**",
    "**SAFigure5**",
    "**SAFigure6**",
    "**SAFigure7**",
    "**SAFigure8**",
    "**SAFigure9**",
    "**Доклад по вопросам глобальной финансовой стабильности:  аналитическое резюме -- Октябрь 2008 года**",
    "**Informe sobre la Estabilidad Financiera Mundial, Octubre 2008 - Resumen Ejecutivo**",
    "[Transcript](http://www.imf.org/external/np/tr/2008/tr081007.htm)",
    "[Press Release](http://www.imf.org/external/np/sec/pr/2008/pr08235.htm)",
    "[Financial Stability Page](http://www.imf.org/external/np/mcm/financialstability/index.htm)",
    "[About the Global Financial Stability Report](http://www.imf.org/external/pubs/ft/gfsr/about.htm)",
    "[Global Financial Stability Reports](http://www.imf.org/external/pubs/ft/GFSR/index.htm)",
    "[Using PDF Files](http://www.imf.org/external/adobetip.htm)",
    "[Viewing Webcasts](http://www.imf.org/external/help/techwc.htm)",
    "[Sign up to receive free e-mail notices when new series and/or country items are posted on the IMF website.](https://www.imf.org/en/email-subscription/index)",
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    "[Ordering Information](https://www.imf.org/external/pubs/cat/longres.cfm?sk=22027.0)",
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    "[Adobe Acrobat Reader](https://www.imf.org/adobe)"
  ],
  "related": [
    {
      "title": "Box 1.1. Recent Financial Market Developments — Dataset overview",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/boxfigure1_1a.csv",
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    {
      "title": "Box 1.1. Recent Financial Market Developments — U.S. Money Market Fund Assets under Management",
      "role": "dataset",
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    {
      "title": "Box 1.3. Global Bank Writedowns and Capital-Raising",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/boxfigure1_3a.csv",
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    {
      "title": "Box 1.3. Global Bank Writedowns and Capital-Raising",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/boxfigure1_3b.csv",
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    {
      "title": "Box 1.3. Global Bank Writedowns and Capital-Raising",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/boxfigure1_3c.csv",
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        "mime": "application/octet-stream"
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    },
    {
      "title": "Box 1.4. U.S. Government-Sponsored Enterprises and Housing Reform Developments",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/boxfigure1_4a.csv",
      "summary": {
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    {
      "title": "Box 1.4. U.S. Government-Sponsored Enterperises and Housing Reform Developments",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/boxfigure1_4b.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/boxfigure1_4b.csv.md",
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    },
    {
      "title": "Box 1.4. U.S. Government-Sponsored Enterprises and Housing Reform Developments",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/boxfigure1_4c.csv",
      "summary": {
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        "path": "/external/pubs/ft/GFSR/2008/02/c1/boxfigure1_4c.csv",
        "mime": "application/octet-stream"
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    },
    {
      "title": "Box 1.5. Impact of Credit Market Turmoil on Hedge Funds",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/boxfigure1_5a.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/boxfigure1_5a.csv.md",
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        "path": "/external/pubs/ft/GFSR/2008/02/c1/boxfigure1_5a.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Box 1.5. Impact of Credit Market Turmoil on Hedge Funds",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/boxfigure1_5b.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/boxfigure1_5b.csv.md",
        "mime": "text/markdown"
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      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/boxfigure1_5b.csv",
        "mime": "application/octet-stream"
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    },
    {
      "title": "Figure 1.1. Global Financial Stability Map",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_1.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_1.csv.md",
        "mime": "text/markdown"
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      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_1.csv",
        "mime": "application/octet-stream"
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    },
    {
      "title": "Figure 1.10. U.S. Residential Real Estate: Loan charge-Off Rates",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_10.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_10.csv.md",
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      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_10.csv",
        "mime": "application/octet-stream"
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    },
    {
      "title": "Figure 1.11. U.S. Consumer Loans: Charge-Off Rates",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_11.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_11.csv.md",
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    },
    {
      "title": "Figure 1.12. Macroeconomic and Corporate Indicaotrs and Default Rates",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_12.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_12.csv.md",
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    },
    {
      "title": "Figure 1.13. Comparison of Financial Crises",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_13.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_13.csv.md",
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        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 1.14. Financial Sector Losses",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_14.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_14.csv.md",
        "mime": "text/markdown"
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        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 1.15. Ratio of Household Debt to Gross Disposable Income",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_15.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_15.csv.md",
        "mime": "text/markdown"
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        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_15.csv",
        "mime": "application/octet-stream"
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    },
    {
      "title": "Figure 1.16. U.K. Mortgage Foreclosures",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_16.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_16.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
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        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 1.17. Net Acquisition of Financial Assets by U.S. Financial Firms",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_17.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_17.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
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        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 1.18. Bank Ratios",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_18.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_18.csv.md",
        "mime": "text/markdown"
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      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_18.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 1.19. U.S. Banks' Price-to-Book Ratios and Risk Exposures",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_19.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_19.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_19.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 1.2. Heat Map: Developments in Systemic Asset Classes",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_2.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_2.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_2.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 1.20. European Banks' Price-to-Book Ratios and European Real Estate Prices",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_20.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_20.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_20.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 1.21. U.K. Banks' Price-to-Book Values",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_21.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_21.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_21.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 1.22. AA Rated Bank Bond Index Spreads Relative to Government Bonds",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_22.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_22.csv.md",
        "mime": "text/markdown"
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      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_22.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 1.23. European Banks' Cross-Border Liabilities, end-2007",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_23.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_23.csv.md",
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        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 1.24. Net Cross-Border U.S. Dollar Claims of European Banks",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_24.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_24.csv.md",
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        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_24.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 1.25. Cross-Currency Swaps with U.S. Dollar",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_25.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_25.csv.md",
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        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_25.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 1.26. Private Sector Credit Growth",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_26.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_26.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_26.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 1.27. Euro Area Financial Institution Lending for Home Purchases",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_27.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_27.csv.md",
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      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_27.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 1.28. Market Capitalization and Equity Book Values of Select Financial Institutions",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_28.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_28.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_28.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 1.20. Probability of Default Based on Equity Option Prices",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_29.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_29.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_29.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 1.3. Systemic Bank Default Risk",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_3.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_3.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_3.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 1.30. U.S. Equity Index Performance",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_30.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_30.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_30.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "figure1_31",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_31.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_31.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c1/figure1_31.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 1.32. Potential U.S. Commitments and Mortgage Markets",
      "role": "dataset",
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      "title": "Dataset overview",
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      "title": "Figure1 37",
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    },
    {
      "title": "Figure 1.47. Commodity Futures Prices and Financial Positions",
      "role": "dataset",
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    },
    {
      "title": "Figure 1.47. Commodity Futures Prices and Financial Positions",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_47e.csv",
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    },
    {
      "title": "Figure 1.47. Commodity Futures Prices and Financial Positions",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_47f.csv",
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    {
      "title": "Figure 1.5. Allocation to Global and Emerging Market Risk Assets",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_5.csv",
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    },
    {
      "title": "Figure1_6 — Dataset overview",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_6.csv",
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    },
    {
      "title": "Figure 1.7. U.S. Households' Balance Sheet: Net Worth",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_7.csv",
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    },
    {
      "title": "Figure 1.8. U.S. Mortgage Delinquencies by Vintage Year",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_8.csv",
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    },
    {
      "title": "Figure 1.9. Prices of U.S. Mortgage-Related Securities",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/figure1_9.csv",
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    },
    {
      "title": "Table 1.1. Estimates of Financial Sector Potential Writedowns",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/table1_1.csv",
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    {
      "title": "Table 1.10. Road to Recovery: Key Assumptions",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/table1_10.csv",
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    },
    {
      "title": "Table 1.2.  Estimates of Potential Losses on Loans",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/table1_2.csv",
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        "path": "/external/pubs/ft/GFSR/2008/02/c1/table1_2.csv.md",
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    {
      "title": "Table1 3",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/table1_3.csv",
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    },
    {
      "title": "Table 1.4. Sensitivity of Deleveraging to Public Sector Support",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/table1_4.csv",
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    },
    {
      "title": "Table 1.5. Macro and Financial Indicators in Selected Emerging Market Countries",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/table1_5.csv",
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    },
    {
      "title": "Table 1.7. Asset Class Characteristics",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/table1_7.csv",
      "summary": {
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    },
    {
      "title": "Table 1.8. Test for Causality between Commodity Prices and Financial Positions",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/table1_8.csv",
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    },
    {
      "title": "Table 1.9. Comparison of Financial Sector Loss Estimates, October 2008",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c1/table1_9.csv",
      "summary": {
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    },
    {
      "title": "boxfigure2_2a",
      "role": "dataset",
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    {
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    },
    {
      "title": "Box  Figure 2.2.C. ICAP NYFR and BBA LIBOR Spread",
      "role": "dataset",
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    {
      "title": "Box Figure 2.3.A. Impact of Term Auction Facility",
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    {
      "title": "BoxFigure 2.3.B. European Central Bank: U.S. Dollar Term Auction Facility",
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    {
      "title": "Figure 2.1. Unsecured Borrowing Transaction Volumes",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c2/figure2_1.csv",
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    {
      "title": "Figure 2.10. Dynamic Vector Error Correlation Mechanism",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c2/figure2_10.csv",
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    {
      "title": "Figure 2.11.Dynamic Vector Error Correlation Mechanism",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c2/figure2_11.csv",
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    },
    {
      "title": "Figure 2.12. Summary Chart: Accuracy of Forecasts - U.S. Model, 1996-2008",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c2/figure2_12.csv",
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    {
      "title": "Fig 2.13. Summar Chart: Accuracy of Forecast - U.S. Model",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c2/figure2_13.csv",
      "summary": {
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        "mime": "application/octet-stream"
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    },
    {
      "title": "Figure 2.14. Summary Chart: Accuracy of Forecasts - Euro Area Model, 2006-08",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c2/figure2_14.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c2/figure2_14.csv.md",
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    {
      "title": "Figure 2.15. Decomposition of Spread Between Three-Month U.S. Dollar LIBOR and Overnight Index Swaps",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c2/figure2_15.csv",
      "summary": {
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    {
      "title": "Figure2 2",
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      "title": "Figure2 3",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c2/figure2_3.csv",
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      "title": "figure2_4",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c2/figure2_4.csv",
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    },
    {
      "title": "Figure 2.5. Structured VAR Model: Variance Decomposition of LIBOR/Euribor Minus Overnight Index Swap",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c2/figure2_5.csv",
      "summary": {
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    {
      "title": "Figure 2.6. Selected Countries: Size of Financial Assets",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c2/figure2_6.csv",
      "summary": {
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    },
    {
      "title": "Figure 2.7. United States: Structural Changes in Financial Sector Liabilities",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c2/figure2_7.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c2/figure2_7.csv.md",
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    },
    {
      "title": "Figure 2.8. United States: Selected Interest Rate Spreads",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c2/figure2_8.csv",
      "summary": {
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    {
      "title": "Figure 2.9. Euro Area: Selected Interest Rate Spreads",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c2/figure2_9.csv",
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    {
      "title": "Figure 3.1. Selected U.S.-Based Financial Institutions: Change in Level 1, 2, and 3 Assets",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c3/figure3_1.csv",
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    {
      "title": "Figure 3.2. Aggregate Fair Value Hierarchy, End-2007",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c3/figure3_2.csv",
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        "path": "/external/pubs/ft/GFSR/2008/02/c3/figure3_3.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure3 4",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c3/figure3_4.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c3/figure3_4.csv.md",
        "mime": "text/markdown"
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        "path": "/external/pubs/ft/GFSR/2008/02/c3/figure3_4.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 3.5. Simulation of Full Fair Value: International versus Retail-Oriented Banks",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c3/figure3_5.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c3/figure3_5.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c3/figure3_5.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 3.6. Simulation of Partial Fair Value",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c3/figure3_6.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c3/figure3_6.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c3/figure3_6.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 3.7. Simulation of Smoothing Techniques",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c3/figure3_7.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c3/figure3_7.csv.md",
        "mime": "text/markdown"
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      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c3/figure3_7.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 3.8. Yield Curves and Business Cycles",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c3/figure3_8.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c3/figure3_8.csv.md",
        "mime": "text/markdown"
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      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c3/figure3_8.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 3.9. Simulation of Full Fair Value with Upward Sloping Yield Curve",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c3/figure3_9.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c3/figure3_9.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c3/figure3_9.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "boxfigure4_2a",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c4/boxfigure4_2a.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/boxfigure4_2a.csv.md",
        "mime": "text/markdown"
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        "path": "/external/pubs/ft/GFSR/2008/02/c4/boxfigure4_2a.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Box 4.2. Figure B. Emerging Market Economies: Total Assets Under Management of Mutual Funds",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c4/boxfigure4_2b.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/boxfigure4_2b.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/boxfigure4_2b.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Pension Fund Assets in Selected Countries, 2006",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c4/boxfigure4_2c.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/boxfigure4_2c.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/boxfigure4_2c.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Box 4.2. Figure D. Mutual Fund Assets in Selected Countries, 2007",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c4/boxfigure4_2d.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/boxfigure4_2d.csv.md",
        "mime": "text/markdown"
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      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/boxfigure4_2d.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 4.1. Selected Equity Market Indices",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c4/figure4_1.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_1.csv.md",
        "mime": "text/markdown"
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      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_1.csv",
        "mime": "application/octet-stream"
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    },
    {
      "title": "Figure4 10",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c4/figure4_10.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_10.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_10.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 4.11. Equity Price Response to Global Excess Liquidity",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c4/figure4_11.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_11.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_11.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 4.12. Equity Price Response to Credit Risk Premium",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c4/figure4_12.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_12.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_12.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 4.13. Equity Price Response to Market Risk Premium",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c4/figure4_13.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_13.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_13.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 4.2. Emerging Market Economies: Composition of Capital Inflows",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c4/figure4_2.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_2.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_2.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 4.3. Current Account Balances and Capital Flows from a Global Perspective",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c4/figure4_3.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_3.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_3.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure4 4",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c4/figure4_4.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_4.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_4.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 4.5. Total Equity Market Returns",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c4/figure4_5.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_5.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_5.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 4.6. Price/Earnings Ratios, July 31, 2008",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c4/figure4_6.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_6.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_6.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 4.7. Total Foreign Holdings of Equity",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c4/figure4_7.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_7.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_7.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 4.8. Emerging Markets Equity Indices and Foreign Investor Presence",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c4/figure4_8.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_8.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_8.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure4 9",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/c4/figure4_9.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_9.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/c4/figure4_9.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "sa_figure1",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_figure1.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure1.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure1.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 10. Flows into U.S.-Based Equity Funds",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_figure10.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure10.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure10.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 11. United States: Corporate Bond Market",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_figure11.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure11.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure11.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 12. Europe: Corporate Bond Market",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_figure12.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure12.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure12.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 13. United States: Commercial Paper Market",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_figure13.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure13.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure13.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 14. United States: Asset-Backed Securities",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_figure14.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure14.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure14.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 15. Emerging Market Volatility Measures",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_figure15.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure15.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure15.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 16. Emerging Market Debt Cross-Correlation Measures",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_figure16.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure16.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure16.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Dataset overview: Figure 2. Exchange Rates: Selected Major Industrial Countries",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_figure2.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure2.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure2.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 3. United States: Yields on Corporate and Treasury Bonds",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_figure3.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure3.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure3.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 4. Selected Spreads",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_figure4.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure4.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure4.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 5. Nonfinancial Corporate Credit Spreads",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_figure5.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure5.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure5.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 6. Equity Markets: Price Indices",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_figure6.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure6.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure6.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 7. Implied and Historical Volatility in Equity Markets",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_figure7.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure7.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure7.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 8. Historical Volatility of Government Bond Yields and Bond Returns for Selected Countries",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_figure8.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure8.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure8.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Figure 9. Twelve-Month Forward Price/Earnings Ratios",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_figure9.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure9.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_figure9.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Table 1. Global Capital Flows: Inflows and Outflows",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table1.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_table1.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_table1.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Table 10. Equity Market Indices",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table10.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_table10.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_table10.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Table 11.  Foreign Exchange Rates",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table11.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_table11.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_table11.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Table 12.  Emerging Market Bond Index:  EMBI Global Total Returns Index",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table12.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_table12.csv.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_table12.csv",
        "mime": "application/octet-stream"
      }
    },
    {
      "title": "Table 13.  Emerging Market Bond Index:  EMBI Global Yield Spreads",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table13.csv",
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    {
      "title": "Table 14.  Emerging Market External Financing:  Total Bonds, Equities, and Loans",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table14.csv",
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    {
      "title": "Table 15.  Emerging Market External Financing:  Bond Issuance",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table15.csv",
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        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_table15.csv",
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    {
      "title": "Table 16.  Emerging Market External Finance:  Equity Issuance",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table16.csv",
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    {
      "title": "Sa Table17",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table17.csv",
      "summary": {
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        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_table17.csv",
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    {
      "title": "Table 18. Equity Valuation Measures:  Dividend-Yield Ratios",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table18.csv",
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    {
      "title": "Table 19. Equity Valuation Measures:  Price-to-Book Ratios",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table19.csv",
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    {
      "title": "Sa Table2",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table2.csv",
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      "title": "Table 20. Equity Valuation Measures:  Price/Earnings Ratios",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table20.csv",
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    {
      "title": "Table 21. Emerging Markets: Mutual Fund Flows",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table21.csv",
      "summary": {
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    {
      "title": "Table 22. Bank Regulatory Capital to Risk-Weighted Assets",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table22.csv",
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    {
      "title": "Table 23. Bank Capital to Assets",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table23.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_table23.csv.md",
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    {
      "title": "Table 24. Bank Nonperforming Loans to Total Loans",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table24.csv",
      "summary": {
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        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_table24.csv",
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    {
      "title": "Table 25. Bank Provisions to Nonperforming Loans",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table25.csv",
      "summary": {
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        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_table25.csv",
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    {
      "title": "Table 26. Bank Return on Assets",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table26.csv",
      "summary": {
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        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_table26.csv",
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    {
      "title": "Table 27. Bank Return on Equity",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table27.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_table27.csv.md",
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    {
      "title": "Table 3. Selected Indicators on the Size of the Capital Markets, 2007",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table3.csv",
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        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_table3.csv.md",
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    {
      "title": "Sa Table4",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table4.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_table4.csv.md",
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        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_table4.csv",
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    {
      "title": "Sa Table5",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table5.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_table5.csv.md",
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    {
      "title": "Sa Table6",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table6.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_table6.csv.md",
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        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_table6.csv",
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      "title": "Table 7. United States: Sectoral Balance Sheets",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table7.csv",
      "summary": {
        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_table7.csv.md",
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        "path": "/external/pubs/ft/GFSR/2008/02/sa/sa_table7.csv",
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    {
      "title": "Table 8. Japan: Sectoral Balance Sheets1",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table8.csv",
      "summary": {
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      "title": "Table 9. Europe: Sectoral Balance Sheets",
      "role": "dataset",
      "sourceUrl": "http://www.imf.org/external/pubs/ft/GFSR/2008/02/sa/sa_table9.csv",
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      "title": "تقرير الاستقرار المالي العالمي: ملخص واف -- أكتوبر 2008",
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