Tag: Shadow Banking

Using R to Chart Shadow Banking Components

Previously I wrote a primer on the shadow banking markets. In this post I follow up by attempting to chart and analyze the components. Surprisingly (or not) it proved more difficult than I anticipated to construct the components charts. First finding good data series that could serve as a proxy was time consuming. Additionally some of the data series that helped in deconstructing the market in the past were discontinued. I also had to merge data from several sources. Keep in mind this is definit

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Shadow Banking _ A primer

How large is this shadow banking market?? Estimates vary due to the inherent difficulty of quantifying ‘shadow’ assets. The most recent figures cited by the Federal Reserve and computed by the financial stability board has pegged the global shadow market at approximately $65 trillion USD; having peaked in 2007 at 128% of aggregate GDP* now settling in at approximately 111%. Of the $65 trillion shadow market, the U.S. accounts for an estimated 35% or ~$23 trillion followed by the euro area at $

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