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The Narrow measure Based on a new methodology for assessing non-bank financial entities and activities by "economic functions"introduced this year, the narrow measure of global shadow banking that may pose financial stability risks amounted to $36 trillion in 2014 for the 26 participating jurisdictions. This is equivalent to 59% of GDP of participating jurisdictions, and 12% of financial system assets, and has grown moderately over the past several years More than 80% of global shadow banking assets reside in a subset of advanced economies in North America, Asia and northern europe The new classification by economic functions shows that credit intermediation associated with collective investment vehicles with features that make them susceptible to runs (e.g. money market funds(MMFs), hedge funds and other investment funds) represents 60% of the narrow measure of shadow banking. It has grown more than 10% on average over the past four years. By contrast, the level of securitisation-based credit intermediation -among the key contributors to the financial crisis-has fallen in recent years At the aggregate level, interconnectedness between the banking and the non-bank financial system, excluding those OFIs that are prudentially consolidated into banking groups, continues to decrease from its pre-crisis peak. However, in some jurisdictions, OFls' credit and funding exposures to banking systems are reported to be quite high and merit further assessment as to the extent of concentration of exposures and underlying risks The measurement of shadow banking risks- including leverage, liquidity and maturity transformation, and imperfect credit risk transfer- continues to face challenges in data availability. The FSB held a workshop for participating jurisdictions to assess economic classifications, associated risks and the availability of policy tools to address and mitigate material vulnerabilities to the financial system he broad measure An aggregate"MUNFI measure of the assets of other financial intermediaries(OFIs), pension funds and insurance companies grew by 9%to $137 trillion over the past year and now represents about 40% of total financial system assets in 20 jurisdictions and the euro area. In aggregate, the insurance company, pension fund and OFI sectors all grew in 2014, while banking system assets fell slightly in US dollar terms Based on assets of OFls alone, which have been the main focus of last years report, (i.e. excluding pension funds and insurance companies), non-bank financial intermediation of the 20 jurisdictions and the euro area rose $1. 6 trillion to $80 trillion in 2014. This growth was due to a combination of higher equity valuations and a substantial increase in non-bank credit intermediation, largely from capital markets The FSBs Monitoring Universe of Non-bank F Intermediation(MUNFD) includes OFIs, pension funds and insurance companies. The 20 jurisdictions and area cover a larger sample of jurisdictions than the 26 jurisdictions for which the narrow measure was cal see Footnote 42 The Narrow Measure • Based on a new methodology for assessing non-bank financial entities and activities by “economic functions” introduced this year, the narrow measure of global shadow banking that may pose financial stability risks amounted to $36 trillion in 2014 for the 26 participating jurisdictions. This is equivalent to 59% of GDP of participating jurisdictions, and 12% of financial system assets, and has grown moderately over the past several years. • More than 80% of global shadow banking assets reside in a subset of advanced economies in North America, Asia and northern Europe. • The new classification by economic functions shows that credit intermediation associated with collective investment vehicles with features that make them susceptible to runs (e.g. money market funds (MMFs), hedge funds and other investment funds) represents 60% of the narrow measure of shadow banking. It has grown more than 10% on average over the past four years. By contrast, the level of securitisation-based credit intermediation – among the key contributors to the financial crisis – has fallen in recent years. • At the aggregate level, interconnectedness between the banking and the non-bank financial system, excluding those OFIs that are prudentially consolidated into banking groups, continues to decrease from its pre-crisis peak. However, in some jurisdictions, OFIs’ credit and funding exposures to banking systems are reported to be quite high and merit further assessment as to the extent of concentration of exposures and underlying risks • The measurement of shadow banking risks – including leverage, liquidity and maturity transformation, and imperfect credit risk transfer – continues to face challenges in data availability. The FSB held a workshop for participating jurisdictions to assess economic classifications, associated risks and the availability of policy tools to address and mitigate material vulnerabilities to the financial system. The Broad Measure • An aggregate “MUNFI” measure of the assets of other financial intermediaries (OFIs), pension funds and insurance companies grew by 9% to $137 trillion over the past year, and now represents about 40% of total financial system assets in 20 jurisdictions and the euro area.6 In aggregate, the insurance company, pension fund and OFI sectors all grew in 2014, while banking system assets fell slightly in US dollar terms. • Based on assets of OFIs alone, which have been the main focus of last year’s report, (i.e. excluding pension funds and insurance companies), non-bank financial intermediation of the 20 jurisdictions and the euro area rose $1.6 trillion to $80 trillion in 2014. This growth was due to a combination of higher equity valuations and a substantial increase in non-bank credit intermediation, largely from capital markets. 6 The FSB’s Monitoring Universe of Non-bank Financial Intermediation (MUNFI) includes OFIs, pension funds and insurance companies. The 20 jurisdictions and the euro area cover a larger sample of jurisdictions than the 26 jurisdictions for which the narrow measure was calculated – see Footnote 4
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