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).
| Time Series |
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 |