Contents
Page
iii
References
137
Annex 1
Aggregate balance sheets of EU27 OFIs, insurance corporations and
pension funds
145
Annex 2
Disaggregated balance sheets of EU27 OFIs, insurance corporations and
pension funds
148
Annex 3
Balance sheets of EU27 other monetary financial institutions
153
Annex 4
Disaggregated balance sheets of euro area OFIs, by type of
intermediary
156
Annex 5
Major financial institutions
166
Annex 6
Financial Stability Board global systemically important institutions list
182
Annex 7
Literature on risk measures
183
Annex 8
Data search
190
Annex 9
Stakeholder consultations
211
Tables and Figures
Page
iv
Table 1: Estimates of the NBFI sector
7
Table 2: Key comparisons – assets of MFIs and NBFIs
9
Table 3: EU27 non-bank financial sector balance sheet developments, 2001-2011, €bn
13
Table 4: Details of EU27 of the asste class “Securities other than shares” held by NBFIs 2001-2011,
€bn
17
Table 5: EU27 non-bank financial sector breakdown of loans, 2001-2011, €bn
20
Table 6: Illustrative allocation of activities conducted by insurance-focused groups
25
Table 7: Assets of euro area financial vehicle institutions by type, 2010Q1-Q2011Q4 (€bn)
47
Table 8: Tri-party repo collateral analysed by credit rating
50
Table 9: Tri-party repo collateral analysed by type of collateral
51
Table 10: Maturity of repos
51
Table 11: Concentration analysis
52
Table 12: Key statistics on securities lending 2011 Q4
55
Table 13: Utilisation rates 2007 to 2011Q4
57
Table 14: Overview of risks to financial stability related to money market funds
65
Table 15: Significant events – European MMFs
69
Table 16: Overview of risks to financial stability related to private equity funds
73
Table 17: Overview of risks to financial stability related to hedge funds
83
Table 18: Overview of risks to financial stability related to insurance undertakings and pension
funds
94
Table 19: EU27 insurance and pension fund balance sheet developments, 2001-2011, €bn
100
Table 20:
Asset allocation of selected pension funds
101
Table 21: Early warning indicators
120
Table 22: EU27 assets by type, 2000-2009, €bn
145
Table 23: EU27 liabilities by type, 2000-2009, €bn
147
Table 24: EU27 assets by type, 2000-2011, €bn
148
Table 25: EU27 liabilities by type, 2000-2011, €bn
150
Table 26: Assets held by insurance corporations and pension funds in the EU27 by type, 2000-
2011, €bn
151
Table 27: Liabilities held by insurance corporations and pension funds in the EU27 by type, 2000-
2011, €bn
152
Table 28: Assets held by other monetary financial institutions in the EU27 by type, 2000-2011, €bn
153
Table 29: Liabilities held by other monetary financial institutions in the EU27 by type, 2000-2011,
€bn
155
Table 30: Assets of euro area pension funds by type, Q32008-Q22011, €bn
156
Table 31: Liabilities and net worth of euro area pension funds by type, Q32008-Q22011, €bn
157
Table 32: Assets of euro area insurance corporations by type, Q32008-Q22011, €bn
158
Table 33: Liabilities and net worth of euro area insurance corporations by type, Q32008-Q22011,
€bn
159
Table 34: Assets of euro area financial vehicle institutions by type, Q12010-Q22011, €bn
160
Table 35: Liabilities of euro area financial vehicle institutions by type, Q12010-Q22011, €bn
161
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