Financial Stability Review – April 2016 List of tables

Chapters

  • Table 1.1: Advanced Economy Banks' International Exposures(a)
  • Table 3.1: Australian-owned Banks' International Exposures
  • Table 3.2: Components of the Liquidity Coverage Ratio
Table 1.1: Advanced Economy Banks' International Exposures(a)
Claims by BIS reporting banks; ultimate risk basis; September 2015
  Share of total global exposures (per cent)
  Euro area Japan United Kingdom United States
Commodity-exporting Emerging Economies(b) 2.3 0.9 5.5 1.7
Brazil 0.7 0.2 0.9 0.6
Indonesia 0.0 0.1 0.3 0.1
Malaysia 0.0 0.1 0.7 0.1
Russia 0.3 0.1 0.1 0.1
South Africa 0.0 0.0 1.2 0.1
United Arab Emirates 0.1 0.1 1.0 0.1
Other Emerging Economies 5.7 2.0 8.4 3.6
China 0.4 0.4 2.9 0.7
India 0.2 0.2 1.2 0.6
Mexico 0.7 0.1 0.6 0.7
Turkey 0.8 0.1 0.4 0.2
Asian Offshore Financial Centres 0.5 0.8 8.0 1.0
Hong Kong 0.2 0.5 6.2 0.5
Singapore 0.3 0.3 1.8 0.5

(a) Regional totals for emerging markets are equivalent to the BIS totals for ‘developing’ economies; selected individual economy exposures do not sum to group totals
(b) Based on the IMF classification of commodity-exporting emerging markets in the October 2015 Global Financial Stability Report

Sources: BIS; RBA

Table 3.1: Australian-owned Banks' International Exposures
Ultimate risk basis, December 2015
  Value Share of international exposures Share of global consolidated assets
  $ billion Per cent Per cent
New Zealand 361 36 9
Asia 186 18 5
China 45 4 1
United Kingdom 183 18 5
United States 147 15 4
Europe 66 7 2
Other 71 7 2
Total 1,014 100 25

Sources: APRA; RBA

Table 3.2: Components of the Liquidity Coverage Ratio
All currencies, December 2015
  Value Change since June 2015 Share of consolidated assets
  $ billion $ billion Per cent
Net cash outflows 558 27 14
High-quality liquid assets 436 61 11
Committed liquidity facility(a) 250 −1 6

(a) Eligible collateral, excluding that which is encumbered.

Sources: APRA; RBA