IMF Global Financial Stability Report (GFSR) -- October 2013 -- Table of Contents

Global Financial Stability Report, October 9, 2013

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IMF Global Financial Stability Report (GFSR) -- October 2013 -- Table of Contents

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Bibliographic details

• Published: October 9, 2013
• Series: Global Financial Stability Report

Overview

• The October 2013 Global Financial Stability (GFSR) Report examines current risks facing the global financial system as it undergoes a series of transitions along the path toward greater financial stability.
• Key transitional themes:
  • United States: potential move to less accommodative monetary policies and higher long-term interest rates as its recovery gains ground.
  • Emerging markets: transition to more volatile external conditions and higher risk premiums.
  • Japan: movement toward the new “Abenomics” policy regime.
  • Euro area: movement toward a more robust and safer financial sector.
  • Global banking system: phasing in of stronger regulatory standards.

Chapter 1. Making the Transition to Stability — Core findings and components

• Focus: examines the challenges and risks of each of the transitions described in Overview.
• Boxes and special analyses:
  • 1.1 Mortgage Real Estate Investment Trusts: Business Model Risks
  • 1.2 First-Time Issuers: New Opportunities and Emerging Risks
  • 1.3 Financial Regulatory Reform Update
  • 1.4 Recent Financial Sector Assessment Program Mission Findings
• Notable scenario and policy items:
  • 1.5 Japan Scenarios: Complete, Incomplete, and Disorderly
  • 1.6 European Union Bank Deleveraging
  • 1.7 Policy Recommendations
• Tables and metrics included (examples preserving exact labels):
  • Market-Implied Interest Rate Pricing versus Historical Cycles
  • Bond Portfolio Interest Rate Sensitivities
  • Structure of the Japanese Government Bond Market
  • Foreign Assets Held by Japanese Investor Groups, end-2012
• Figures and diagnostics (selected):
  • Global Financial Stability Map
  • Global Financial Stability Map: Assessment of Risks and Conditions
  • Market Volatility Shock
  • Decomposition of Term Premium: Change since Late 2008
  • Simulated Shock to 10-Year U.S. Treasury Term Premium
  • U.S. Mutual Fund Cumulative Flows
  • Global Bond Portfolio Duration
  • 1.12 Fire Sale “Risk Spiral”
  • 1.35 Value-at-Risk in the Disorderly Scenario
  • 1.36 Projected Flows to Selected Emerging Markets in Disorderly Scenario
  • 1.37 Bank-Corporate-Sovereign Nexus
  • 1.60 Normalization of Monetary Policy: Smooth or Turbulent?
• Corporate and banking vulnerability diagnostics:
  • 1.51 Corporate Debt Overhang
  • 1.52 Distribution of Estimated Corporate Sector Probabilities of Default
  • 1.53 Potential Losses on Corporate Loans and Banking System Buffers
  • 1.54 Large Bank Tier 1 Ratios
  • 1.55 Large Bank Tangible Leverage Ratios, 2012:Q4
  • 1.56 Large Bank Tier 1 Capital and Tangible Leverage Ratios
  • 1.59 Large Bank Capitalization

Chapter 2. Assessing Policies to Revive Credit Markets — Core findings and components

• Focus: looks at efforts by policymakers to revive weak credit growth and argues policies are most effective when they target the constraints underlying weak credit.
• Key caution: policymakers should be aware of the fiscal costs and implications for financial stability of credit-supporting policies.
• Boxes and appendices:
  • 2.1 Policies to Diversify Credit Options for Small and Medium Enterprises in Europe
  • 2.2 Challenges in the Structural Estimation of Credit Supply and Demand
  • 2.3 The Effect of the Liquidity Crisis on Mortgage Lending
  • 2.4 Policy Measures to Finance Small and Medium Enterprises during Crises: The Case of Korea
  • 2.5 Lessons from the Nordic Banking Crises
• Empirical and diagnostic items:
  • Identifying Countries with Weak Credit Growth, BIS Data
  • Identifying Countries with Weak Credit, Other Data Sources
  • Credit Policies Implemented since 2007
  • Determinants of Credit Growth
  • Structural Determinants of the Supply and Demand of Bank Lending to Firms in Selected Countries
  • 2.6 Firm-Level Regressions of Changes in Debt-to-Asset Ratio for Manufacturing Firms
  • 2.8 Euro Area: Determinants of Bank Lending Standards
  • 2.9 United States: Determinants of Bank Lending Standards
• Figures and decompositions (selected labels preserved):
  • Real Credit Growth
  • Perceived Obstacles in Access to Finance
  • Interest Rate Spread between Loans to SMEs and to Larger Firms
  • Corporate and Household Debt Outstanding
  • Decomposing Credit Growth: Corporate Loans
  • Decomposing Credit Growth: Mortgage Loans
  • 2.15 Fitted Supply and Demand Curves for Bank Loans to Firms

Chapter 3. Changes in Bank Funding Patterns and Financial Stability Issues — Core findings and components

• Focus: examines how banking funding structures matter for financial stability and the potential impact of various regulatory reforms.
• Key conclusion: careful implementation of reform efforts is important to ensure that financial stability benefits are realized; the analysis notes potential tensions among reforms.
• Boxes and modules:
  • 3.1 Typology of Bank Funding
  • 3.2 What the Crisis Taught Us about Bank Funding
  • 3.3 Changes in Cross-Border Bank Funding Sources
  • 3.4 Bank Funding in Emerging Market Economies and the Impact of Regulatory Reforms
  • 3.5 Investor Base for Bail-in Debt and Bank Bond Ratings
• Empirical components and simulations:
  • Characteristics of Four G-SIBs in Simulation Exercise
  • Country and Bank Coverage Statistics
  • List of Variables Used in the Panel Data Analysis
  • Illustration of Creditor Hierarchy and Loss Sharing under Alternative Resolution Tools
  • Cross-Country Comparison of Covered Deposits, End-2010
  • Banks’ Long-Term Wholesale Funding across Major Economies and Regions: Outstanding as of End-July 2013
  • Evolution of Bank Funding Structures, Global and Systemically Important Banks
  • 3.5 Investor Base for Bail-in Debt and Bank Bond Ratings
• Quantitative and pricing analyses:
  • 3.6 Wholesale Bank Funding
  • 3.7 Regulatory Capital Ratios across Major Economies and Regions
  • 3.8 Asset Encumbrance: December 2007 and June 2013
  • 3.10 Contribution of Funding Characteristics to Bank Distress
  • 3.14 Debt Pricing under Depositor Preference and Asset Encumbrance
  • 3.15 Debt Pricing under Bail-in Power
  • 3.16 Simulation Results for Specific Banks
  • 3.17 Equity Value for Original Shareholders under Bail-in Regime Converting Debt to Equity
  • 3.19 Basel III Minimum Capital Requirements and Buffers
  • 3.21 Pricing of Liabilities under Bail-in Power

Statistical Appendix and technical notes

• Statistical appendix tables and indices include:
  • 1. Major Net Exporters and Importers of Capital in 2012
  • 2. Sovereign Credit Default Swap Spreads
  • 3. Selected Credit Default Swap Spreads
  • 5. Implied Volatility Indices
  • 6. United States: Corporate Bond Market
  • 7. Euro Area: Corporate Bond Market
  • 8. United States: Commercial Paper Market
  • Capital Market Size: Selected Indicators, 2012
  • MSCI Equity Market Indices
  • Emerging Markets Bond Index: EMBI Global Sovereign Yield Spreads
  • Emerging Market Private External Financing: Total Bonds, Equities, and Loans
  • Equity Valuation Measures: Dividend-Yield Ratios
  • 9. Equity Valuation Measures: Price/Earnings Ratios
  • 10. Emerging Markets: Mutual Funds
• Methodological and notation clarifications:
  • Symbols: ". . ." to indicate that data are not available; "——" to indicate zero or less than half the final digit shown or that the item does not exist; "-" between years and months (for example, 2008–09 or January–June); "/" between years (for example, 2008/09).
  • Definitions: “Billion” means a thousand million; “trillion” means a thousand billion.
  • “Basis points” refer to hundredths of 1 percentage point (for example, 25 basis points are equivalent to ¼ of 1 percentage point).
  • “n.a.” means not applicable.
  • Minor discrepancies between constituent figures and totals are due to rounding.
• Administrative note: effective with the April 2011 issue, the IMF’s Statistics Department has assumed responsibility for compiling the Financial Soundness Indicators tables and they are no longer part of this appendix.

IMF Global Financial Stability Report (GFSR) — October 2013 — Table of Contents

Content in this bundle

• Box 1.1. Mortgage Real Estate Investment Trusts: Business Model Risks
  • Box 1.1. Mortgage Real Estate Investment Trusts: Business Model Risks (Markdown version)
  • Box 1.1. Mortgage Real Estate Investment Trusts: Business Model Risks (CSV)
• Box 1.2. First-Time Issuers: New Opportunities and Emerging Risks
  • Box 1.2. First-Time Issuers: New Opportunities and Emerging Risks (Markdown version)
  • Box 1.2. First-Time Issuers: New Opportunities and Emerging Risks (CSV)
• Figure 1.1. Global Financial Stability Map
  • Figure 1.1. Global Financial Stability Map (Markdown version)
  • Figure 1.1. Global Financial Stability Map (CSV)
• Figure1 10
  • Figure1 10 (Markdown version)
  • Figure1 10 (CSV)
• Figure 1.11. Nongovernment Bond Inventories, Total Trading Volumes, and Outstanding Bonds
  • Figure 1.11. Nongovernment Bond Inventories, Total Trading Volumes, and Outstanding Bonds (Markdown version)
  • Figure 1.11. Nongovernment Bond Inventories, Total Trading Volumes, and Outstanding Bonds (CSV)
• Figure1 13
  • Figure1 13 (Markdown version)
  • Figure1 13 (CSV)
• Figure1 14
  • Figure1 14 (Markdown version)
  • Figure1 14 (CSV)
• Figure 1.15. Above-Trend Bond Flows from Advanced to Emerging Market Economies
  • Figure 1.15. Above-Trend Bond Flows from Advanced to Emerging Market Economies (Markdown version)
  • Figure 1.15. Above-Trend Bond Flows from Advanced to Emerging Market Economies (CSV)
• Figure 1.16. Net Portfolio Flows into Fixed Income and Equity Markets, 2009-12
  • Figure 1.16. Net Portfolio Flows into Fixed Income and Equity Markets, 2009-12 (Markdown version)
  • Figure 1.16. Net Portfolio Flows into Fixed Income and Equity Markets, 2009-12 (CSV)
• Figure 1.17. Impact of Portfolio Flows on Local Currency Bond Yields
  • Figure 1.17. Impact of Portfolio Flows on Local Currency Bond Yields (Markdown version)
  • Figure 1.17. Impact of Portfolio Flows on Local Currency Bond Yields (CSV)
• Figure 1.18. Allocation of Major Bond Funds to Emerging Markets
  • Figure 1.18. Allocation of Major Bond Funds to Emerging Markets (Markdown version)
  • Figure 1.18. Allocation of Major Bond Funds to Emerging Markets (CSV)
• Figure 1.19. Duration of Emerging Market Fixed-Income Indices
  • Figure 1.19. Duration of Emerging Market Fixed-Income Indices (Markdown version)
  • Figure 1.19. Duration of Emerging Market Fixed-Income Indices (CSV)
• Figure 1.2. Global Financial Stability Map: Assessment of Risks and Conditions
  • Figure 1.2. Global Financial Stability Map: Assessment of Risks and Conditions (Markdown version)
  • Figure 1.2. Global Financial Stability Map: Assessment of Risks and Conditions (CSV)
• Figure 1.20. Share of Nonresident Holdings of Local Currency Government Debt and Market Liquidity
  • Figure 1.20. Share of Nonresident Holdings of Local Currency Government Debt and Market Liquidity (Markdown version)
  • Figure 1.20. Share of Nonresident Holdings of Local Currency Government Debt and Market Liquidity (CSV)
• Figure 1.21. Composition of the Holders of Local Currency Government Debt
  • Figure 1.21. Composition of the Holders of Local Currency Government Debt (Markdown version)
  • Figure 1.21. Composition of the Holders of Local Currency Government Debt (CSV)
• Figure 1.22. Net New Issuance of Emerging Market Bonds
  • Figure 1.22. Net New Issuance of Emerging Market Bonds (Markdown version)
  • Figure 1.22. Net New Issuance of Emerging Market Bonds (CSV)
• Figure 1.24. Corporate Rating Changes in Emerging Markets
  • Figure 1.24. Corporate Rating Changes in Emerging Markets (Markdown version)
  • Figure 1.24. Corporate Rating Changes in Emerging Markets (CSV)
• Figure 1.25. Nonfinancial Corporate Balance Sheet Metrics
  • Figure 1.25. Nonfinancial Corporate Balance Sheet Metrics (Markdown version)
  • Figure 1.25. Nonfinancial Corporate Balance Sheet Metrics (CSV)
• Figure 1.26. Sharp Increase in Corporate Debt Defaults
  • Figure 1.26. Sharp Increase in Corporate Debt Defaults (Markdown version)
  • Figure 1.26. Sharp Increase in Corporate Debt Defaults (CSV)
• Figure 1.27. China: Corporate Sector Fundamentals
  • Figure 1.27. China: Corporate Sector Fundamentals (Markdown version)
  • Figure 1.27. China: Corporate Sector Fundamentals (CSV)
• figure1_28
  • figure1_28 (Markdown version)
  • figure1_28 (CSV)
• Figure 1.29. China: Credit Developments
  • Figure 1.29. China: Credit Developments (Markdown version)
  • Figure 1.29. China: Credit Developments (CSV)
• Figure 1.3. Market Volatility Shock
  • Figure 1.3. Market Volatility Shock (Markdown version)
  • Figure 1.3. Market Volatility Shock (CSV)
• Figure 1.30. Recent Stress in Emerging Markets
  • Figure 1.30. Recent Stress in Emerging Markets (Markdown version)
  • Figure 1.30. Recent Stress in Emerging Markets (CSV)
• Figure 1.31. May 2013 Sell-Off of Emerging Market Bonds versus the Lehman Brothers Episode
  • Figure 1.31. May 2013 Sell-Off of Emerging Market Bonds versus the Lehman Brothers Episode (Markdown version)
  • Figure 1.31. May 2013 Sell-Off of Emerging Market Bonds versus the Lehman Brothers Episode (CSV)
• Figure 1.32. Estimated Impact on Bond Yields from a Reversal of Capital Flows and Other Factors
  • Figure 1.32. Estimated Impact on Bond Yields from a Reversal of Capital Flows and Other Factors (Markdown version)
  • Figure 1.32. Estimated Impact on Bond Yields from a Reversal of Capital Flows and Other Factors (CSV)
• Figure 1.33. Japanese Flows into Currency Overlay Funds
  • Figure 1.33. Japanese Flows into Currency Overlay Funds (Markdown version)
  • Figure 1.33. Japanese Flows into Currency Overlay Funds (CSV)
• Figure 1.34. Japanese Banks' Sensitivity to an Interest Rate Shock
  • Figure 1.34. Japanese Banks' Sensitivity to an Interest Rate Shock (Markdown version)
  • Figure 1.34. Japanese Banks' Sensitivity to an Interest Rate Shock (CSV)
• Figure 1.35. Value-at-Risk in the Disorderly Scenario
  • Figure 1.35. Value-at-Risk in the Disorderly Scenario (Markdown version)
  • Figure 1.35. Value-at-Risk in the Disorderly Scenario (CSV)
• Figure 1.36. Projected Flows to Selected Emerging Markets in the Disorderly Scenario
  • Figure 1.36. Projected Flows to Selected Emerging Markets in the Disorderly Scenario (Markdown version)
  • Figure 1.36. Projected Flows to Selected Emerging Markets in the Disorderly Scenario (CSV)
• Figure 1.38. Stressed Euro Area Economy Bank Credit
  • Figure 1.38. Stressed Euro Area Economy Bank Credit (Markdown version)
  • Figure 1.38. Stressed Euro Area Economy Bank Credit (CSV)
• Figure1.39. Bank Buffers and Intererst Rates on Corporate Loans
  • Figure1.39. Bank Buffers and Intererst Rates on Corporate Loans (Markdown version)
  • Figure1.39. Bank Buffers and Intererst Rates on Corporate Loans (CSV)
• Figure 1.4. Global Financial Conditions
  • Figure 1.4. Global Financial Conditions (Markdown version)
  • Figure 1.4. Global Financial Conditions (CSV)
• Figure 1.40. Individual Bank Buffers and Lending in Stressed Economies, 2013:Q1
  • Figure 1.40. Individual Bank Buffers and Lending in Stressed Economies, 2013:Q1 (Markdown version)
  • Figure 1.40. Individual Bank Buffers and Lending in Stressed Economies, 2013:Q1 (CSV)
• Figure 1.42. Leverage Ratios
  • Figure 1.42. Leverage Ratios (Markdown version)
  • Figure 1.42. Leverage Ratios (CSV)
• Figure 1.43. Leverage Ratios by Firm Size, 2011
  • Figure 1.43. Leverage Ratios by Firm Size, 2011 (Markdown version)
  • Figure 1.43. Leverage Ratios by Firm Size, 2011 (CSV)
• Figure 1.44. Share of Debt at Firms with Various Debt-to-Assets Ratios, 2011
  • Figure 1.44. Share of Debt at Firms with Various Debt-to-Assets Ratios, 2011 (Markdown version)
  • Figure 1.44. Share of Debt at Firms with Various Debt-to-Assets Ratios, 2011 (CSV)
• Figure 1.45. Share of Debt at Firms with Various Interest Coverage Ratios, 2011
  • Figure 1.45. Share of Debt at Firms with Various Interest Coverage Ratios, 2011 (Markdown version)
  • Figure 1.45. Share of Debt at Firms with Various Interest Coverage Ratios, 2011 (CSV)
• Figure 1.46. Nonperforming Corporate Loans
  • Figure 1.46. Nonperforming Corporate Loans (Markdown version)
  • Figure 1.46. Nonperforming Corporate Loans (CSV)
• figure1_47
  • figure1_47 (Markdown version)
  • figure1_47 (CSV)
• Figure 1.48. Listed Firms: Changes in Debt, Capital Expenditures, and Dividends
  • Figure 1.48. Listed Firms: Changes in Debt, Capital Expenditures, and Dividends (Markdown version)
  • Figure 1.48. Listed Firms: Changes in Debt, Capital Expenditures, and Dividends (CSV)
• figure1_5 — Market Dashboard
  • figure1_5 — Market Dashboard (Markdown version)
  • figure1_5 — Market Dashboard (CSV)
• Figure1 50
  • Figure1 50 (Markdown version)
  • Figure1 50 (CSV)
• Figure 1.51. Corporate Debt Overhang
  • Figure 1.51. Corporate Debt Overhang (Markdown version)
  • Figure 1.51. Corporate Debt Overhang (CSV)
• Figure 1.53. Potential Losses on Corporate Loans and Banking System Buffers
  • Figure 1.53. Potential Losses on Corporate Loans and Banking System Buffers (Markdown version)
  • Figure 1.53. Potential Losses on Corporate Loans and Banking System Buffers (CSV)
• figure1_54
  • figure1_54 (Markdown version)
  • figure1_54 (CSV)
• Figure 1.55. Large Bank Tangible Leverage Ratios, 2012:Q4
  • Figure 1.55. Large Bank Tangible Leverage Ratios, 2012:Q4 (Markdown version)
  • Figure 1.55. Large Bank Tangible Leverage Ratios, 2012:Q4 (CSV)
• Figure 1.56. Large Bank Tier 1 Capital and Tangible Leverage Ratios
  • Figure 1.56. Large Bank Tier 1 Capital and Tangible Leverage Ratios (Markdown version)
  • Figure 1.56. Large Bank Tier 1 Capital and Tangible Leverage Ratios (CSV)
• Figure1 57
  • Figure1 57 (Markdown version)
  • Figure1 57 (CSV)
• Figure 1.58. Bank Profitability and Market Valuation of Assets
  • Figure 1.58. Bank Profitability and Market Valuation of Assets (Markdown version)
  • Figure 1.58. Bank Profitability and Market Valuation of Assets (CSV)
• Figure 1.6. U.S. Nonfinancial Firms' Credit Fundamentals
  • Figure 1.6. U.S. Nonfinancial Firms' Credit Fundamentals (Markdown version)
  • Figure 1.6. U.S. Nonfinancial Firms' Credit Fundamentals (CSV)
• Figure 1.60. Normalization of Monetary Policy: Smooth or Turbulent?
  • Figure 1.60. Normalization of Monetary Policy: Smooth or Turbulent? (Markdown version)
  • Figure 1.60. Normalization of Monetary Policy: Smooth or Turbulent? (CSV)
• Figure 1.61. France: Deviations from Cointegrating Equilibrium
  • Figure 1.61. France: Deviations from Cointegrating Equilibrium (Markdown version)
  • Figure 1.61. France: Deviations from Cointegrating Equilibrium (CSV)
• figure1_62
  • figure1_62 (Markdown version)
  • figure1_62 (CSV)
• Figure 1.63. Leverage, Profitability, and Debt at Risk
  • Figure 1.63. Leverage, Profitability, and Debt at Risk (Markdown version)
  • Figure 1.63. Leverage, Profitability, and Debt at Risk (CSV)
• Figure 1.64. Bank Lending Rates to Small and Medium Enterprises
  • Figure 1.64. Bank Lending Rates to Small and Medium Enterprises (Markdown version)
  • Figure 1.64. Bank Lending Rates to Small and Medium Enterprises (CSV)
• Figure1 65
  • Figure1 65 (Markdown version)
  • Figure1 65 (CSV)
• Figure 1.66. Probabilities of Default in the Corporate Sector
  • Figure 1.66. Probabilities of Default in the Corporate Sector (Markdown version)
  • Figure 1.66. Probabilities of Default in the Corporate Sector (CSV)
• Figure 1.7. Decomposition of Term Premium: Change from September 2008 to March 2013
  • Figure 1.7. Decomposition of Term Premium: Change from September 2008 to March 2013 (Markdown version)
  • Figure 1.7. Decomposition of Term Premium: Change from September 2008 to March 2013 (CSV)
• Figure 1.8. Simulated Shock to 10-Year Treasury Premium
  • Figure 1.8. Simulated Shock to 10-Year Treasury Premium (Markdown version)
  • Figure 1.8. Simulated Shock to 10-Year Treasury Premium (CSV)
• Figure 1.9. U.S. Mutual Fund Cumulative Flows
  • Figure 1.9. U.S. Mutual Fund Cumulative Flows (Markdown version)
  • Figure 1.9. U.S. Mutual Fund Cumulative Flows (CSV)
• Table 1.1. Market-Implied Interest Rate Pricing Versus Historical Cycles
  • Table 1.1. Market-Implied Interest Rate Pricing Versus Historical Cycles (Markdown version)
  • Table 1.1. Market-Implied Interest Rate Pricing Versus Historical Cycles (CSV)
• Table 1.10. Mapping of Corporate Vulnerability Indicators to Probabilities of Default
  • Table 1.10. Mapping of Corporate Vulnerability Indicators to Probabilities of Default (Markdown version)
  • Table 1.10. Mapping of Corporate Vulnerability Indicators to Probabilities of Default (CSV)
• Table1 11
  • Table1 11 (Markdown version)
  • Table1 11 (CSV)
• Table 1.2. Bond Portfolio Interest Rate Sensitivities
  • Table 1.2. Bond Portfolio Interest Rate Sensitivities (Markdown version)
  • Table 1.2. Bond Portfolio Interest Rate Sensitivities (CSV)
• Table 1.3. Structure of the Japanese Government Bond Market
  • Table 1.3. Structure of the Japanese Government Bond Market (Markdown version)
  • Table 1.3. Structure of the Japanese Government Bond Market (CSV)
• Table 1.4. Foreign Assets Held by Japanese Investor Groups, end-2012
  • Table 1.4. Foreign Assets Held by Japanese Investor Groups, end-2012 (Markdown version)
  • Table 1.4. Foreign Assets Held by Japanese Investor Groups, end-2012 (CSV)
• Table 1.5. Japan Scenarios: Complete, Incomplete, and Disorderly
  • Table 1.5. Japan Scenarios: Complete, Incomplete, and Disorderly (Markdown version)
  • Table 1.5. Japan Scenarios: Complete, Incomplete, and Disorderly (CSV)
• Table 1.6. European Union Banking Deleveraging
  • Table 1.6. European Union Banking Deleveraging (Markdown version)
  • Table 1.6. European Union Banking Deleveraging (CSV)
• Figure 2.3.1. U.S. Banks' Core Deposits-to-Assets Ratio
  • Figure 2.3.1. U.S. Banks' Core Deposits-to-Assets Ratio (Markdown version)
  • Figure 2.3.1. U.S. Banks' Core Deposits-to-Assets Ratio (CSV)
• boxfigure2_4
  • boxfigure2_4 (Markdown version)
  • boxfigure2_4 (CSV)
• boxfigure2_5
  • boxfigure2_5 (Markdown version)
  • boxfigure2_5 (CSV)
• Figure 2.1. Real Credit Growth
  • Figure 2.1. Real Credit Growth (Markdown version)
  • Figure 2.1. Real Credit Growth (CSV)
• Figure 2.11. Real Total Credit Growth, by Borrowing Sector
  • Figure 2.11. Real Total Credit Growth, by Borrowing Sector (Markdown version)
  • Figure 2.11. Real Total Credit Growth, by Borrowing Sector (CSV)
• Figure 2.3. Interest-Rate Spread between Loans SMEs and Loans to Larger Firms
  • Figure 2.3. Interest-Rate Spread between Loans SMEs and Loans to Larger Firms (Markdown version)
  • Figure 2.3. Interest-Rate Spread between Loans SMEs and Loans to Larger Firms (CSV)
• Figure 2.4. Corporate and Household Debt Outstanding
  • Figure 2.4. Corporate and Household Debt Outstanding (Markdown version)
  • Figure 2.4. Corporate and Household Debt Outstanding (CSV)
• Figure 2.5. Stock Price Index
  • Figure 2.5. Stock Price Index (Markdown version)
  • Figure 2.5. Stock Price Index (CSV)
• Figure 2.6. Real House Price Index
  • Figure 2.6. Real House Price Index (Markdown version)
  • Figure 2.6. Real House Price Index (CSV)
• boxfigure3_3
  • boxfigure3_3 (Markdown version)
  • boxfigure3_3 (CSV)
• Figure 1. Major Net Exporters and Importers of Capital, 2012
  • Figure 1. Major Net Exporters and Importers of Capital, 2012 (Markdown version)
  • Figure 1. Major Net Exporters and Importers of Capital, 2012 (CSV)
• Figure 3. Selected Credit Default Swap Spreads
  • Figure 3. Selected Credit Default Swap Spreads (Markdown version)
  • Figure 3. Selected Credit Default Swap Spreads (CSV)
• Figure 4: Selected Spreads
  • Figure 4: Selected Spreads (Markdown version)
  • Figure 4: Selected Spreads (CSV)
• Figure 5. Implied Volatility Indices
  • Figure 5. Implied Volatility Indices (Markdown version)
  • Figure 5. Implied Volatility Indices (CSV)
• Figure 6. United States: Corporate Bond Market
  • Figure 6. United States: Corporate Bond Market (Markdown version)
  • Figure 6. United States: Corporate Bond Market (CSV)
• Figure 7. Euro Area: Corporate Bond Market
  • Figure 7. Euro Area: Corporate Bond Market (Markdown version)
  • Figure 7. Euro Area: Corporate Bond Market (CSV)
• Figure 8. United States: Commercial Paper Market
  • Figure 8. United States: Commercial Paper Market (Markdown version)
  • Figure 8. United States: Commercial Paper Market (CSV)
• Table 1. Capital Market Size: Selected Indicators, 2012
  • Table 1. Capital Market Size: Selected Indicators, 2012 (Markdown version)
  • Table 1. Capital Market Size: Selected Indicators, 2012 (CSV)
• Table 10. Emerging Markets: Mutual Funds
  • Table 10. Emerging Markets: Mutual Funds (Markdown version)
  • Table 10. Emerging Markets: Mutual Funds (CSV)
• Table 2. MSCI Equity Market Indices
  • Table 2. MSCI Equity Market Indices (Markdown version)
  • Table 2. MSCI Equity Market Indices (CSV)
• Table 3. Emerging Markets Bond Index: EMBI Global Sovereign Yield Spreads
  • Table 3. Emerging Markets Bond Index: EMBI Global Sovereign Yield Spreads (Markdown version)
  • Table 3. Emerging Markets Bond Index: EMBI Global Sovereign Yield Spreads (CSV)
• Table 4. Emerging Market Private External Financing: Total Bonds, Equities, and Loans
  • Table 4. Emerging Market Private External Financing: Total Bonds, Equities, and Loans (Markdown version)
  • Table 4. Emerging Market Private External Financing: Total Bonds, Equities, and Loans (CSV)
• Table 5. Emerging Market Private External Financing: Bonds
  • Table 5. Emerging Market Private External Financing: Bonds (Markdown version)
  • Table 5. Emerging Market Private External Financing: Bonds (CSV)
• Table 6. Emerging Market Private External Financing: Equities
  • Table 6. Emerging Market Private External Financing: Equities (Markdown version)
  • Table 6. Emerging Market Private External Financing: Equities (CSV)
• Table 7. Emerging Market Private External Financing: Loans
  • Table 7. Emerging Market Private External Financing: Loans (Markdown version)
  • Table 7. Emerging Market Private External Financing: Loans (CSV)
• Table 8. Equity Valuation Measures: Dividend-Yield Ratios
  • Table 8. Equity Valuation Measures: Dividend-Yield Ratios (Markdown version)
  • Table 8. Equity Valuation Measures: Dividend-Yield Ratios (CSV)
• Table 9. Equity Valuation Measures: Price/Earnings Ratios
  • Table 9. Equity Valuation Measures: Price/Earnings Ratios (Markdown version)
  • Table 9. Equity Valuation Measures: Price/Earnings Ratios (CSV)
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• 2013年10月《全球金融稳定报告》概要, 2013年10月9日
  • 2013年10月《全球金融稳定报告》概要, 2013年10月9日 (Markdown version)
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• Rapport sur la stabilité financière dans le monde -- Résumé analytique -- Octobre 2013
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• GFSR 要旨
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• GFSR - October 2013: Figure 1.9
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• GFSR- October 2013: Chapter 2: Figure 2.3.1.
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• GFSR- October 2013: Chapter 2: Figure 2.4.1
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• GFSR- October 2013: Chapter 2: Figure 2.4.2
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• GFSR- October 2013: Chapter 2: Figure 2.4.3
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• GFSR- October 2013: Chapter 2: Figure 2.4.4
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• GFSR- October 2013: Chapter 2: Figure 2.4.5
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• GFSR- October 2013: Chapter 2: Figure 2.4.6
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• GFSR- October 2013: Chapter 2: Figure 2.5.1
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• GFSR- October 2013: Chapter 2: Figure 2.5.2
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• GFSR, October 2013- Chapter 2: Figure 2.10
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• GFSR, October 2013- Chapter 2: Figure 2.11
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• GFSR, October 2013- Chapter 2: Figure 2.12
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• GFSR, October 2013- Chapter 2: Figure 2.13
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• GFSR, October 2013- Chapter 2: Figure 2.14
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• GFSR, October 2013- Chapter 2: Figure 2.15
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• GFSR, October 2013- Chapter 2: Figure 2.1
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• GFSR, October 2013- Chapter 2: Figure 2.2
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• GFSR, October 2013- Chapter 2: Figure 2.3
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• GFSR, October 2013- Chapter 2: Figure 2.4
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• GFSR, October 2013- Chapter 2: Figure 2.5
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• GFSR, October 2013- Chapter 2: Figure 2.6
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• GFSR, October 2013- Chapter 2: Figure 2.7
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• GFSR, October 2013- Chapter 2: Figure 2.8
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• GFSR, October 2013- Chapter 2: Figure 2.9
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• GFSR- October 2013: Chapter 3: Figure 3.1.1
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• GFSR- October 2013: Chapter 3: Figure 3.3.1 and 3.3.2
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• GFSR- October 2013: Chapter 3: Figure 3.3.3
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• GFSR- October 2013: Chapter 3: Figure 3.10
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• GFSR- October 2013: Chapter 3: Figure 3.11
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• GFSR- October 2013: Chapter 3: Figure 3.12
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• GFSR- October 2013: Chapter 3: Figure 3.13
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• GFSR- October 2013: Chapter 3: Figure 3.14
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• GFSR- October 2013: Chapter 3: Figure 3.15
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• GFSR- October 2013: Chapter 3: Figure 3.16
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• GFSR- October 2013: Chapter 3: Figure 3.17
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• GFSR- October 2013: Chapter 3: Figure 3.18
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• GFSR- October 2013: Chapter 3: Figure 3.19
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• GFSR- October 2013: Chapter 3: Figure 3.1
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• GFSR- October 2013: Chapter 3: Figure 3.20
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• GFSR- October 2013: Chapter 3: Figure 3.21
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• GFSR- October 2013: Chapter 3: Figure 3.22
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• GFSR- October 2013: Chapter 3: Figure 3.2
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• GFSR- October 2013: Chapter 3: Figure 3.3
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• GFSR- October 2013: Chapter 3: Figure 3.4
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• GFSR- October 2013: Chapter 3: Figure 3.5
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• GFSR- October 2013: Chapter 3: Figure 3.6
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• GFSR- October 2013: Chapter 3: Figure 3.7
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• GFSR- October 2013: Chapter 3: Figure 3.8
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• GFSR- October 2013: Chapter 3: Figure 3.9
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• GFSR: Chapter 2: Appendix Table 2.1. Policies Implemented to Support Credit Markets
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• GFSR- October 2013: Chapter 1: Making the Transition to Stability
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• Chapter 2: Assessing Policies to Revive Credit Markets
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• CHAPTER 3 Changes In Bank FundIng patterns and FInanCIal staBIlIty rIsks
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• GFSR
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• Transition Challenges to Stability; Global Financial Stability Report; October 2013
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• Figure 1. Major Net Exporters and Importers of Capital, 2012
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• ДГФС – октябрь 2013 года – Аналитическое резюме
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• Informe sobre la estabilidad financiera mundial -- Resumen ejecutivo; Octubre de 2013
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References

• IMF Says Countries Should ‘Buckle Up,’ Move To Financial Stability Could Be Bumpy
• Bank Funding Safer Since Crisis
• Giving Credit Where Credit is Due: How to Design Policies that Work
• Transcript of a Press Conference on the Global Financial Stability Report
• Transcript of the Analytical Chapters Press Conference
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