Annual Report 2011/12 - 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 (1,580 kb).


Time
Series
Graphs Page
 
II.1 Global economic activity and imbalances 10
II.2 Real property prices in selected emerging market cities 11
II.3 Business activity and equity prices 12
II.4 Commodity markets and inflation 13
II.5 Euro area sovereign bond yields 15
II.6 Safe and risky assets 16
II.7 Public finances 16
II.8 Indicators of banks' financial strength 17
II.9 Bank funding conditions  18 
II.10 Bank credit  18
II.11 Euro area bank deposits and private cross-border capital flows  20
     
III.1 Sectoral imbalances in employment and output in the Great Recession 22
III.2 Sectoral imbalances and unemployment 23
III.3 Sectoral imbalances and unemployment, by strength of change in GDP 24
III.4 Sensitivity of growth to net exports 25
III.5 Credit growth, GDP growth and credit gaps 27
III.6 Private sector and household debt service ratios in selected economies 29
III.7 Bank provisioning and non-performing loans 30
 
IV.1 Policy rates 35
IV.2 Forward curves 36
IV.3 Central bank balance sheet size and composition 37
IV.4 Long-term interest rates 37
IV.5 Real policy rates 39
IV.6 Policy rate benchmarks 39
IV.7 Central bank assets 40
IV.8 US monetary policy response and crisis dynamics: the Great Depression vs the global financial crisis 41
IV.9 Commodity and consumer prices and unit labour costs 47
IV.10 Long-term inflation expectations 48
IV.B Changing money market dynamics 47
     
V.1 General government fiscal indicators 51
V.2 Holdings of government debt 56
V.3 Sovereign CDS spreads and credit ratings 59
V.4 Credit risk profile of the pool of general government debt 60
V.5 Government and corporate bond yields 61
V.6 Different output gap estimates 53
V.7 Budget balances and cyclical adjustments 54
 
VI.1 Market and analyst assessments of the banking sector 65
VI.2 Banks' profitability and payout policy 69
VI.3 Loss absorbency of bank balance sheets 70
VI.4 Liquidity and funding of large banks worldwide 71
VI.5 Collateral use and supply  72
VI.6 Low confidence in the banking sector 73
VI.7 Impact of official support on credit and equity markets  76
VI.8 Cost management and stability of profits  78
VI.9 International banking before and after the crisis 80
VI.10 Emerging market bank lending 83
VI.A The shadow banking system: size and composition 67
VI.C Global OTC derivatives 82