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GFSR Visuals — Stretched Valuations, Sovereign Yields, NBFI Flows, FX Mismatch

GFSR Visuals — IMF: Stretched Valuations & Sovereign Debt Risks

Interactive charts: valuation scatter, sovereign yields heatmap, NBFI flows, FX mismatch bars, and a headline summary card. Replace sample data with real IMF/World Bank/BIS datasets for publication.

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Executive summary

This interactive dashboard visualizes the main channels highlighted in the IMF Global Financial Stability Report: stretched asset valuations, sovereign bond pressures, nonbank financial intermediation (NBFI) vulnerabilities, and foreign-exchange mismatches in emerging markets. Use the sample data or supply your own CSV/JSON to visualize real numbers.

Valuation vs. Earnings Growth (Scatter)

Developed Markets
Emerging Markets

Sovereign Yields — 10yr (Heatmap-style)

Heatmap uses a colored bar chart to represent 10-year yields across sample countries. Replace data with IMF or national source yields.

NBFI Liquidity & Leverage Flow

Investors (Redemptions) Open‑end Funds / MMFs Asset Sales / Fire‑sales Banks / Counterparties Liquidity spiral & margin calls Diagram: redemption pressure → fund liquidity mismatch → asset sales → counterparty stress → feedback to funds.

FX Mismatch — External Debt in Foreign Currency (Sample EMs)

Bars show % of public external debt denominated in foreign currency (sample data). High bars indicate greater FX vulnerability.

Risk Timeline / Market Sentiment (Sample)

A simple sentiment index constructed from sample inputs (yields, equity returns, FX pressure).

How to replace sample data: open the script below, replace the arrays named sample... with real CSV/JSON values (IMF/World Bank/BIS). The charts are built using Chart.js and are mobile-responsive. If you want downloadable PNGs of each chart, I included a small utility in the script for export.

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