Useful Economic and Financial Indicators with Links:            Page 2

 

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PAGE 2: Government Bond Yields, Banking counterparty risk, External Debt data, CDS data

                                                      Austria             Australia 
                                                      Belgium            Brazil 
                                                      Canada            China 
                                                      Finland             France 
                                                      Germany          Greece 
                                                      India                Ireland           Italy 
                                                      Japan       
                                                      Netherlands     Norway 
                                                      Portugal 
                                                      Russia 
                                                      Spain              South Africa   Switzerland
                                                      UK                 USA  

 

 Government Bonds yields:     Austria   (charts from Bloomberg L.P.)

                             2 year                                                                 10 year                                                              30 year           

 

Government Bonds yields:     Australia   (charts from Bloomberg L.P.)

                             2 year                                                                 5 year                                                              10 year           

 

Government Bonds yields:     Belgium   (charts from Bloomberg L.P.)

                             2 year                                                                 10 year                                                                30 year           

 

Government Bonds yields:     Brazil   (charts from Bloomberg L.P.)

                             2 year                                                                   5 year                                                               10 year                                                

 

Government Bonds yields:     Canada   (charts from Bloomberg L.P.)

                             2 year                                                                 10 year                                                              30 year           

 

Government Bonds yields:     China   (charts from Bloomberg L.P.)

                                             10 year: http://www.tradingeconomics.com/china/government-bond-yield

 

Government Bonds yields:     Finland   (charts from Bloomberg L.P.)

                             2 year                                                                 5 year                                                               10 year           

 

Government Bonds yields:     France   (charts from Bloomberg L.P.)

                             2 year                                                                 10 year                                                              30 year           

 

Government Bonds yields:     Germany   (charts from Bloomberg L.P.)

                             2 year                                                                 10 year                                                              30 year           

 

Government Bonds yields:     Greece   (charts from Bloomberg L.P.)

                             2 year                                                                 10 year                                                              30 year           

 

Government Bonds yields:     India   (charts from Bloomberg L.P.)

                             2 year                                                                 10 year                                                              30 year              

 

Government Bonds yields:     Ireland   (charts from Bloomberg L.P.)

                             2 year                                                                 5 year                                                                10 year           

 

Government Bonds yields:     Italy   (charts from Bloomberg L.P.)

                             2 year                                                                 10 year                                                              30 year              

 

Government Bonds yields:     Japan   (charts from Bloomberg L.P.)

                             2 year                                                                 10 year                                                              30 year              

 

Government Bonds yields:     Netherlands   (charts from Bloomberg L.P.)

                             2 year                                                                 10 year                                                              30 year              

 

Government Bonds yields:     Norway  (charts from Bloomberg L.P.)

                             2 year                                                                 5 year                                                              10 year              

 

Government Bonds yields:     Portugal  (charts from Bloomberg L.P.)

                             2 year                                                                 10 year                                                              30 year              

 

Government Bonds yields:     Russia  (charts from Bloomberg L.P.)

                                             10 year:     http://www.tradingeconomics.com/russia/government-bond-yield                                 

 

Government Bonds yields:     Spain  (charts from Bloomberg L.P.)

                             2 year                                                                 10 year                                                              30 year              

 

Government Bonds yields:     South Africa  (charts from Bloomberg L.P.)

                             2 year                                                                 10 year                                                              30 year              

 

Government Bonds yields:     Switzerland  (charts from Bloomberg L.P.)

                             2 year                                                                 10 year                                                              30 year              

 

Government Bonds yields:     UK   (charts from Bloomberg L.P.)

                             2 year                                                                 10 year                                                              30 year              

 

Government Bonds yields:     USA   (charts from Bloomberg L.P.)

                             2 year                                                                 10 year                                                              30 year              

 

TED Spread   (quote from CNBC)

The TED spread is the difference between the interest rates on interbank loans and on short-term U.S. government debt ("T-bills"). The TED spread is currently calculated as the difference between the three-month LIBOR and the three-month T-bill interest rate .
When the TED spread increases, this highlights that lenders believe the risk of default on interbank loans (a.k.a. counterparty risk) is increasing, and viceversa.

More details here and references therein.

 

LIBOR - OIS Spread   (chart from Bloomberg)

3 month LIBOR (chart from Bloomberg))     :                                 

The LIBOR OIS Spread is the difference between the (3-months) LIBOR and the overnight indexed swap (OIS) rates. The LIBOR is risky in the sense that the lending bank loans cash to the borrowing bank, and the OIS is considered stable as both counterparties only swap the floating rate of interest for the fixed rate of interest. The spread between the two is therefore a measure of how likely borrowing banks will default, thus reflecting counterparty credit risk premiums. See here and references therein for more details.

 

External Debt to GDP

           

Map of countries by external debt as a percentage of GDP based on IMF data (last update: September 2011). See this Wiki page for more details. Wikipedia also provide a list of countries by external debt, but it is somewhat less recent and with several problems (see the Wiki discussion for details).

 

IMF External Debt data  (for SDDS subscribers)

 From the IMF website:
 "Countries that subscribe to the IMF's Special Data Dissemination Standard make a commitment to observe the standard and to provide information about their data and data dissemination practices--metadata--for the DSBB.  The SDDS calls for the dissemination of external debt (EXD) of the general government, the monetary authorities, the banking sector, and all other sectors, to be compiled in accordance with the fifth edition of the IMF's Balance of Payments Manual. Data should also be broken down by maturity (short-term and long-term) on an original maturity basis and by instrument. A three-year transition period to end in March 2003 is in effect for implementing the external debt data category.  The links presented below are intended to provide quick access to detailed data consistent with the components described in the subscriber's metadata".

Austria            Austrialia

Belgium           Brazil

Canada

Finland             France

Germany          Greece

India                  Ireland                Italy

Japan

Netherlands     Norway

Portugal

Russia

Spain               South Africa       Switzerland

UK                    USA

See a larger list at the IMF

 

CDS gross notional (USD eq.): Aggregate single name contracts by year of scheduled termination date

         

Logarithmic scale. Data from DTCC  .  Excel file for the plot: here

 

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