87th Annual Report, 2016/17 - Statistics associated with the graphs

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

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Graphs

  
Chapter I: data behind the graph (xlsx)  
I.1 Global debt continues to rise p 8
I.2 The global economy strengthens further as inflation converges p 9
I.3 Tighter labour markets pointing to upside inflation risks? p 11
I.4 Interest rate sensitivity of household debt service ratios p 14
I.5 Financial and trade openness p 15
I.6 Interest rates sink as debt soars p 19
     
Chapter II: data behind the graphs (xlsx)  
II.1 Stocks and corporate bonds rally as growth revives p 24
II.2 Bond yields rise, but diverge p 25
II.3 The new environment has an unequal impact across sectors p 26
II.4 Divergence in bond yields supports the dollar p 26
II.5 Some EMEs face trade and financial concerns in the closing months of 2016 p 27
II.6 Equity valuations in advanced economies approach or exceed historical norms p 27
II.7 Emerging market assets overcome doubts, strengthen in new year p 28
II.A Term premium estimates and their drivers p 29
II.8 European sovereign spreads widen as policy uncertainty rises p 31
II.9 Political events move markets, monetary policy meetings much less p 32
II.10 Correlation patterns break down p 32
II.11 Markets price in tail moves p 33
II.B Policy uncertainty and financial market risk diverge p 34
II.12 Financial market anomalies narrow, but persist p 36
     
Chapter III: data behind the graphs (xlsx)  
III.1 Broad-based upswing p 42
III.2 Favourable near-term outlook p 43
III.3 Shrinking economic slack p 44
III.4 Credit and house price trends p 44
III.5 EME foreign currency debt and international assets p 47
III.A Debt service can explain the negative effect of household debt on growth p 48
III.6 Household debt servicing burdens under different interest rate scenarios p 50
III.7 Consumption-led expansions are less durable p 51
III.8 Investment, productivity and resource misallocation p 52
III.9 Investment, corporate debt and the exchange rate p 52
III.10 Protectionist risks on the rise p 53
III.B Impact of a 10% tariff on US imports from China and Mexico p 54
     
Chapter IV: data behind the graphs (xlsx)  
IV.1 Very accommodative global monetary policy persists, inflation outlook improves p 60
IV.2 Policy rates and balance sheets diverge as inflation edges up in the major AEs p 61
IV.3 Policy rate developments elsewhere largely reflect inflation running near targets p 61
IV.4 Transitory inflation headwinds ease and deflation risks fade p 63
IV.5 Labour markets tighten, producer prices pick up as long-term inflation expectations remain well anchored p 64
IV.6 Globalisation and technology have been driving secular labour market trends p 65
IV.7 Cyclical ULC developments around the globe may pose upside risk to inflation p 66
IV.A Wage Phillips curves still relevant p 67
IV.B Labour costs increasingly influenced by global developments p 69
IV.8 Policy rate normalisation: will this time be different? p 70
     
Chapter V: data behind the graphs (xlsx)  
V.1 Insurance and pension fund sector p 82
V.2 Investment fund sector p 83
V.3 Banks are strengthening balance sheets and stabilising revenues p 84
V.4 Despite improvements, many banks are still struggling to adjust p 85
V.A How binding is the leverage ratio (LR)? p 87
V.B Buoyant global investment in fintech and online credit volumes p 88
V.5 Diverging trends in banks' US dollar foreign positions p 90
V.6 Banks' US dollar intermediation reflects geographical differences p 91
V.C Deposits from US MMMFs down, but eurodollars up at non-US banks p 92
     
Chapter VI: data behind the graphs (xlsx)  
VI.1 Financial openness increases with trade openness and GDP per capita p 98
VI.2 The second wave of economic globalisation has outstripped the first p 100
VI.3 Trade has become more complex as EME involvement has grown p 101
VI.4 Different evolution of external positions in AEs and EMEs p 103
VI.B.1 Deglobalisation? Locational vs consolidated perspectives p 106
VI.B.2 European banks shed foreign assets to strengthen their capitalisation p 107
VI.5 World inequality has fallen, but rising national inequality is mostly not from trade p 108
VI.6 Debt flows are more procyclical than equity flows p 111
VI.C Interest rate spillovers relate to financial and not to trade linkages p 114
     

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