Front Matter
  • 1 0000000404811396https://isni.org/isni/0000000404811396International Monetary Fund
  • | 2 0000000404811396https://isni.org/isni/0000000404811396International Monetary Fund
  • | 3 0000000404811396https://isni.org/isni/0000000404811396International Monetary Fund
  • | 4 0000000404811396https://isni.org/isni/0000000404811396International Monetary Fund

Front Matter Page

Statistics Department

Contents

  • Abstract

  • I. Introduction

  • II. Literature review

  • III. Shadow Banking as Nontraditional Financial Intermediation

    • A. Institutions

    • B. Counterparts

    • C. Financial Instruments

  • IV. Source data and Country Sample

  • V. Discussion of Results

    • A. Size of Core and Noncore Liabilities

    • B. Growth rates and variability

    • C. Comparison with FSB estimates

  • VI. Data gaps

  • VII. Illustrative Analysis

  • VIII. Conclusions

  • Tables

  • Table 1. Availability of Data by Sector and Jurisdiction

  • Table 2. Summary statistics

  • Table 3. Broad noncore liabilities, percent of GDP

  • Table 4. Narrow noncore liabilities, percent of GDP

  • Table 5. Core liabilities, percent of GDP

  • Table 6. Broad noncore liabilities (USD billion)

  • Table 7. Narrow noncore liabilities (USD billion)

  • Table 8. Core liabilities (USD billion)

  • Figures

  • Figure 1. The Structure of the financial sector

  • Figure 2. Components of Broad and Narrow Noncore Liabilities

  • Figure 3. Credit Intermediation through Traditional and Shadow Banking

  • Figure 4. Evolution of the Shadow Banking System in Selected Jurisdictions

  • Figure 5. Core and noncore liabilities (percent of GDP)

  • Figure 6. United States: Instrument Composition of Noncore Liabilities

  • Figure 7. Euro Area: Instrument Composition of Noncore Liabilities

  • Figure 8. Core and Noncore Liabilities in Europe in 2008:Q3 and 2013:Q4

  • Figure 9. Quarterly Changes of Core (Stripes) and Noncore (Solid) Liabilities

  • Figure 10. Noncore vs. FSB estimates

  • Figure 11. Growth of Noncore Ratio Indicator and GDP for the US and the Euro Area

  • Appendices

  • I. Comparison of Selected SBS Measurement Methodologies

  • II. Compilation Details for Individual Countries

  • III. Summary Tables

Shedding Light on Shadow Banking
Author: Artak Harutyunyan, Mr. Alexander Massara, Giovanni Ugazio, Goran Amidžic, and Richard Walton