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International Monetary Fund. Monetary and Capital Markets Department

exposures vis-a-vis non-bank financial institutions (insurer, pension and investment funds) and non-financial sectors (households, corporates), both domestically and abroad. The simulation exercise consists of a series of idiosyncratic shocks, where the default of each node is triggered iteratively. The model introduces a repricing channel on traded securities to capture cascade effects arising from market reactions to changes in an entity’s solvency condition. MCIs play a central role in the domestic interbank system . Focusing initially on the domestic banking system

International Monetary Fund. Monetary and Capital Markets Department
The FSAP developed a novel multi-layer contagion model to analyze financial system interconnectedness using a new and comprehensive database. This new infrastructure, based on securities data and newly-released confidential credit register data, plays a pivotal role in the development of an advanced contagion model that distinguishes the transmission of shocks between eight different exposure types or layers (loans, deposits, reverse repos, covered bonds, other debt securities, equities, unlisted shares, and other claims). The exercise focuses on the banking system (banks and MCIs), and on interconnections through the covered bond market, as the cornerstones of the overall financial system. However, it also includes exposures vis-a-vis non-bank financial institutions (insurer, pension and investment funds) and non-financial sectors (households, corporates), both domestically and abroad. The simulation exercise consists of a series of idiosyncratic shocks, where the default of each node is triggered iteratively. The model introduces a repricing channel on traded securities to capture cascade effects arising from market reactions to changes in an entity’s solvency condition.
International Monetary Fund
This supplement reviews the data received thus far and the progress made by participating jurisdictions in their dissemination efforts. Data for major jurisdictions that declined to participate are also provided where it is available from published sources. In addition, data on a sample of advanced economies are provided for comparative purposes. The framework identified a minimum set of variables for dissemination and recommended that jurisdictions publish data on those variables although jurisdictions could choose to publish more. Tables 2 and 5 to 13 provide the data received on those variables. The framework also identified additional variables that were to be provided to the Fund to help Fund staff monitor developments in financial centers.
International Monetary Fund

Offshore Financial Centers, Years-end 1985 and 1989 (In billions of U.S. dollars) 1985 1989 Annual growth rate (percent) Positions of international banks In six OFCs—Total assets 521.1 917.5 15.2 Interbank 326.2 627.9 17.8 Vis-à-vis nonbanks 195.0 289.6 10.4 Total liabilities 520.2 905.6 14.9 Interbank 345.8 628.7 16.1 Vis-à-vis nonbanks 174.4 276.9 12.3 Hong Kong banks—Assets 101.2 355.6 36.9 Interbank 81.6 274

International Monetary Fund

… 580 944 Source: Information Framework. 1/ The data for 2004 refer to third quarter. Table 5. Banking Sector External Assets (2004-2006) (in millions of US dollars) Total External Assets External Assets vis-a-vis nonbanks Total External Loans External Loans vis-a-vis nonbanks 2004 2005 2006 2004 2005 2006 2004 2005 2006 2004 2005 2006 Andorra … … 5,684 … … 1,038 … … 5,684 … … 1,038 Anguilla … 282 317 … 229 … … 199 252 … 199

International Monetary Fund

-border positions of banks in 18 industrial countries and 7 offshore financial centers. The figures give a broad view of the international banking activity of the 25 countries: their total cross-border assets and liabilities, positions vis-à-vis nonbanks, currency of positions, and positions vis-à-vis central banks. Most important for the subject of this chapter, the 25 BIS countries each report their banks’ positions vis-à-vis a long list of partner (or “reported”) countries. Geographic detail provided by most of the reporting countries includes both the total position of

International Monetary Fund

geographical breakdown is not complete: positions vis-à-vis most OPEC member countries and also a considerable number of the smaller developing countries are reported under residuals for the various geographical groupings. 4.2.(Q) Types of Debtor/Creditor Statistics on reporting banks’ external positions vis-à-vis non-banks are available, on a full country-by-country basis, from the eighteen industrialised reporting countries (again with the limitations concerning the incomplete geographical breakdown for data from the United States). The sectoral breakdown provided