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Chicago Board Options Exchange Volatility Index, often referred to as “investor fear gauge” Source: Thomson Reuters DataStream.

Figure 2 Chicago Board Options Exchange Volatility Index, often referred to as “investor fear gauge” Source: Thomson Reuters DataStream.

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Notes: (a) Average of share price indices (1/1/2007=100) relative to S&P 500 of Genworth Financial Inc., MGIC Investment Corp., PMI Group, and Triad. (b) Average of senior 5yr CDS spreads of Genworth Financial Inc., MGIC Investment Corp., and PMI Group Inc. Source: Thomson Reuters D ataStream. Figure 1. Equity market performance and credit protection costs for selected mortgage insurance companies
Notes: (a) Average of share price indices (1/1/2007=100) relative to S&P 500 of Genworth Financial Inc., MGIC Investment Corp., PMI Group, and Triad. (b) Average of senior 5yr CDS spreads of Genworth Financial Inc., MGIC Investment Corp., and PMI Group Inc. Source: Thomson Reuters D ataStream. Figure 1. Equity market performance and credit protection costs for selected mortgage insurance companies
Figure 5. Payments made by AIG in relation to CDS contracts and securities lending business Source: Secretariat estimates based on data provided in the appendices to AIG Press release, “AIG Disclose: Counterparties to CDS, GIA and securities lending transactions”, New York, March 15, 2009. Source: Thomson Reuters DataStream. Credit default swap premiums since August 2008 Figure 4. Financial market indicators for AIG
Figure 5. Payments made by AIG in relation to CDS contracts and securities lending business Source: Secretariat estimates based on data provided in the appendices to AIG Press release, “AIG Disclose: Counterparties to CDS, GIA and securities lending transactions”, New York, March 15, 2009. Source: Thomson Reuters DataStream. Credit default swap premiums since August 2008 Figure 4. Financial market indicators for AIG
Sum of both types of transactions in case of each counterparty (in USD billion) since September 2008
Sum of both types of transactions in case of each counterparty (in USD billion) since September 2008
Notes: These types of estimates differ considerably depending on the timing of the data collection and the definitions used. To give bu one example, a recent estimate of assets under management by sovereign wealth funds, using a broader definition, by Internationa Financial Services London is that they have grown to USD 3.9 billion by the end of 2008 (as compared to USD 3.3. billion as of end: 2007). Source: OECD Private Pension Outlook 2008 (availahle at hitn://dy doi org/10 1787/514780601772).
Notes: These types of estimates differ considerably depending on the timing of the data collection and the definitions used. To give bu one example, a recent estimate of assets under management by sovereign wealth funds, using a broader definition, by Internationa Financial Services London is that they have grown to USD 3.9 billion by the end of 2008 (as compared to USD 3.3. billion as of end: 2007). Source: OECD Private Pension Outlook 2008 (availahle at hitn://dy doi org/10 1787/514780601772).
Source: International Financial Services London, November 2008.
Source: International Financial Services London, November 2008.
Source: Bloomberg, 13 August 2009. Figure 8. Write-downs and losses at selected insurance companies
Source: Bloomberg, 13 August 2009. Figure 8. Write-downs and losses at selected insurance companies
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