Annual Report 2008/09 - 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 (658 kb).

Graphs Page
II.1 The five stages of the crisis to date 16
II.2 Mortgage and securitisation markets 20
II.3 Major investment grade and high-yield credit indices 21
II.4 Funding markets 22
II.5 Implied volatility measures 23
II.6 Default rates, credit spread levels and issuance volumes 24
II.7 Equity market indicators 27
II.8 Nominal government bond yields and break-even rates 28
II.9 Policy rates and implied expectations 30
II.10 Financial sector indicators 31
II.11 Emerging market indicators 33
II.A Assets of US prime money market funds 25
III.1 Price of insurance against systemic distress 38
III.2 Indicators of investment banks' activity and risk 42
III.3 Cost of equity and debt 43
III.4 Credit growth and lending standards 45
III.5 LBO loan market: size, pricing and risk 46
III.6 Credit and asset prices after banking crises 47
III.7 Hedge funds: size, performance and leverage 49
III.8 Monetary conditions 53
III.9 The US dollar funding gap among internationally active banks 54
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 Global output, trade and consumer prices 56
IV.2 Interest rates and household debt 58
IV.3 Change in real spending 60
IV.4 Household net wealth as a ratio of disposable income 62
IV.5 Indicators of corporate vulnerability 64
IV.6 Credit and spending over selected business cycles 66
IV.7 Confidence indicators 67
IV.8 Exports and exchange rates 68
IV.9 Inflation in commodity and consumer prices 69
IV.10 Inflation expectations 71
V.1 Private capital inflows and exports 73
V.2 Exports, savings and investment 74
V.3 Economic activity 78
V.4 Inflation 79
V.5 Financial market developments 81
V.6 International debt securities 83
V.7 Cross-border loans 84
V.8 Composition of gross private capital inflows 85
V.9 Domestic bank credit to the private sector 89
VI.1 Monetary and fiscal policy 91
VI.2 Central bank policy rates 93
VI.3 Signalling and portfolio balance effects 95
VI.4 Central bank assets and liabilities 98
VI.5 Central bank collateral 102
VI.6 Market reaction to rescue packages 108
VI.7 Fiscal packages in OECD countries 111
VI.8 Need and scope for discretionary fiscal stimulus 112
VI.9 Fiscal positions and borrowing costs 113
VI.B The financial cycle and banking crises 105
VII.B.1 Alternative indicators and charge-off state in the United States 133
VII.B.2 Candidate rules for countercyclical capital buffers and illustrations 134
VIII.1 Balance sheet total and customer placements by product 175
VIII.2 Five-year graphical summary 241