Annual Report 2007/08 - Statistics associated with the graphs

The data shown in each graph can be downloaded by following the links in the left side column, below.

Series description is to be found in the corresponding graph, that is linked in the right side column.

Note that the naming convention for each series, which is available in the frequency shown, is standard: Px_y, where x is the panel number (in ascending order from top left to bottom right), and y is the curve number (in the same order of the legend, if appropriate).

Download all statistics (ZIP format) here (1.2 MB).


Time
Series
Graphs Page
 
II.1 Global macroeconomic situation 11
II.2 Contribution to inflation 14
II.3 US housing and household sector 15
II.4 US business cycles 16
II.5 Global economic linkages 17
II.6 Housing and mortgage markets 18
II.7 Budget balance and output gap 20
II.8 Export competitiveness 21
II.9 Inflation in the G3 economies 22
II.10 Economic slack and import prices 24
II.11 Inflation expectations 26
II.12 Current lending conditions. 27
II.13 Real bank credit to the private sector 28
II.14 Historical transmission of tighter credit 30
 
III.1 Contributions to real GDP growth 35
III.2 Consumer price inflation 35
III.3 Headline vs core inflation 36
III.4 Inflation and possible drivers, 2007 36
III.5 Commodity prices 37
III.6 Composition of gross private capital inflows 40
III.7 Gross private capital outflows and increase in official reserves 42
III.8 Monetary conditions 44
III.9 Reserves, debt and bank credit 45
III.10 Exchange rate developments 46
III.11 Growth forecasts and equity markets 47
III.12 Growth relative to trend 48
III.13 China’s import developments 50
III.14 Indebtedness 51
III.15 Reliance on cross-border financing and cost of sovereign debt insurance 55
 
IV.1 Inflation rates 58
IV.2 Policy rates 59
IV.3 Central bank reaction functions 63
IV.4 Changes in policy rates and economic conditions 64
IV.5 Measures of stigma 70
IV.6 Share of longer-term reverse operations at selected central banks 71
 
V.1 Exchange rates and implied volatilities of the dollar, euro and yen 76
V.2 Nominal effective exchange rates 77
V.3 Real effective exchange rates in a long-term perspective 78
V.4 Implied volatilities and bid-ask spreads 79
V.5 Carry-to-risk ratios and FX futures positions 81
V.6 Exchange rates, interest rates and current account 82
V.7 Managed exchange rates and capital flows to the United States 84
V.8 Portfolio share of foreign equity and bond holdings 85
V.9 Foreign assets of mutual funds and uridashi bonds 86
 
VI.1 Major credit default swap indices 93
VI.2 Risk appetite in credit markets 93
VI.3 Corporate spread levels, default rates and default volumes 94
VI.4 US securitisation markets 97
VI.5 Subprime markets: loss projections and rating transitions 98
VI.6 Issuance volumes 98
VI.7 Asset-backed commercial paper (ABCP) markets 99
VI.8 Financial sector and municipal spreads 101
VI.9 Interest rate and bank credit spreads 104
VI.10 Funding in the US dollar interbank market and swap-implied rates 105
VI.11 Equity prices and earnings expectations 106
VI.12 Equity market volatility and valuations 107
VI.13 Interest rates 108
VI.14 Interest rates and spreads 109
VI.15 Policy rates and implied expectations 111
VI.16 Real bond yields and forward break-even inflation rates 112
VI.17 Emerging market financial indicators 113
VI.18 Sensitivity of emerging market equity indices to global factors 114
VI.19 Conditional correlation between emerging market and US credit spreads 115
 
VII.1 Price of insurance against systemic distress 118
VII.2 Indicators of investment banks’ activity and risk 121
VII.3 Hedge fund size, performance and leverage 123
VII.4 LBO loan market: size, risk and pricing 124
VII.5 Mortgage delinquency rates 125
VII.6 Inflation-adjusted house prices 126
VII.7 US commercial real estate sector 127
VII.8 Bank equity prices and cost of capital 129
VII.9 Pricing of risk in syndicated loan and bond markets 130
VII.10 Sectoral composition of bank credit 130
VII.11 Financial markets and the real economy 131
VII.12 International lending and interbank exposures 133
 
IX.1 Balance sheet total and customer placements by product 176
IX.2 Five-year graphical summary 251