BIS 76th Annual Report - 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 (593 kb).

II.1 Contributions to world growth 12
II.2 Oil and commodity prices and terms of trade 13
II.3 Financing conditions and credit growth 14
II.4 Global inflation 16
II.5 Trends in relative prices 18
II.6 Inflation, wages and wage share 18
II.7 Globalisation and wages 19
II.8 Import penetration and wages by industry sector 20
II.9 Corporate investment cycles 24
II.10 Private sector assets and debt 25
II.11 House prices and private consumption 27
II.12 Fiscal developments in different growth periods 30
II.13 Balance of payments indicators of oil-exporting economies 33
III.1 Contributions to real GDP growth 36
III.2 Household credit 36
III.3 External positions 40
III.4 Exports 41
III.5 Elements of demand for emerging market assets 44
III.6 Public finance developments 47
III.7 Government revenues, primary expenditures and public debt 48
III.8 Changing relative prices and inflation 52
III.9 Real policy rates 53
III.10 Real effective exchange rates 55
III.11 Financial market conditions 57
IV.1 Economic indicators for the United States 60
IV.2 Yield spread, inflation and business cycles in the United States 61
IV.3 Economic indicators for the euro area 62
IV.4 Monetary analysis and monetary policy in the euro area 63
IV.5 Economic indicators for Japan 64
IV.6 Interest rates in Japan 65
IV.7 Inflation targets and policy rates 67
IV.8 Import prices and inflation 69
IV.9 Global inflation 70
IV.10 Key indicators of globalisation 71
IV.11 Volatility of growth and inflation in advanced industrial countries 71
IV.12 Flattening Phillips curves in advanced industrial countries 73
IV.13 Global factors determining domestic inflation 73
IV.14 Non-accelerating inflation rates of unemployment 74
IV.15 Monetary policy and global liquidity in advanced industrial countries 76
IV.16 Monetary policy and global liquidity in emerging market economies 77
V.1 Exchange rates, implied volatilities and risk reversals of the dollar, euro and yen    80
V.2 Exchange rates of other industrial countries 81
V.3 Exchange rates in emerging markets 81
V.4 Current real effective exchange rates in a long-term perspective 82
V.5 Exchange rates and interest rate differentials 84
V.6 Exchange rates and Sharpe ratios 85
V.7 US current account balances and net foreign assets 86
V.8 Spot and forward exchange rates of the Chinese renminbi 88
V.9 Net equity and net debt 90
V.10 Income yields of US direct investment assets and liabilities 91
V.11 US foreign direct investment 93
V.12 US external position scenarios 95
V.13 Net portfolio debt assets and income of the United States 96
VI.1 Interest rates 99
VI.2 Forecasts for 2006 and inflation compensation measures 99
VI.3 Forward curves 100
VI.4 Implied volatilities and term premium estimates 101
VI.5 Pension funds and bond spreads 103
VI.6 Investment in long-term US securities 104
VI.7 Equity prices 105
VI.8 Shareholder-friendly actions 107
VI.9 Mergers and acquisitions 108
VI.10 Valuations and volatility in equity markets 109
VI.11 US valuations and earnings 110
VI.12 Corporate bond spreads 111
VI.13 Risk appetite in credit markets 112
VI.14 Corporate leverage 114
VI.15 Outlook for corporate credit quality 115
VI.16 Emerging market bond spreads and credit ratings 117
VI.17 Predicting sovereign ratings and spreads 118
VII.1 Credit growth 122
VII.2 Indicators of investment banking activity 123
VII.3 Hedge fund size, performance and leverage 124
VII.4 Size of private equity funds 126
VII.5 Private equity: cash flows and performance 126
VII.6 LBO loan size and risk 127
VII.7 Insurance companies: equity holdings and performance 128
VII.8 Pricing of risk in syndicated loan and bond markets 131


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