Debt levels and flows explained

Debt level is a measure of how much debt is outstanding. Debt flow is a measure of debt level changes over time. Both are basic macroeconomic variables. Debt is used to finance household consumptions, businesses, and government spendings. Within mainstream economics, the levels and flows of public debt (government debt) are seen as a larger cause of concern than those associated with private debt.

Measuring debt

In measuring debt, stocks and flows are both of interest: stocks are amounts, levels of debt (e.g., $100) and have units of currency (such as US Dollars), while flows are changes in levels – in calculus terms, the derivative – (e.g., $10/year), and have units of currency/time (such as US Dollars/Year).

In order to make these stock and flows comparable between countries and across time, one may normalize these by some measure of the size of the country's economy, most often GDP, that is, compute the debt to GDP ratio. For instance, $10 billion in 2000 is a small amount of debt relative to the size of the economy of the United States, but large relative to the size of the economy of Iceland, and dividing by the GDP reflects this.

Because GDP is generally quoted with units of currency/year, and debt levels have units of currency, the debt level/GDP ratio has units of years, which may be interpreted as "how many years it would take to repay the debt if all income went to debt repayment". In practice this cannot happen – some of GDP must go to survival – and historically debt repayment rates during periods of repayment have been about 4%–10% of GDP (as in the United States during the Great Depression and World War II), so practical time to repay debt is rather Debt/GDP times 10–25.

Overall levels

Debt levels are worth 3 years of GDP in many countries that have an annual GDP/person above $10,000. Worldwide debt levels are perhaps worth two or three years of GDP. GDP (at currency exchange rate) was $40 trillion during 2004. Debt levels may therefore be about $100 trillion.

$5.7 trillion of gross debt was issued in 2004 according to Thomson Financial numbers, while GDP grew $4 trillion (currency exchange rate). That does not mean that net debt grew faster than GDP on a worldwide average (even if it has done so for years after 2001 in the USA), as debt issuance may be refinancing of existing debt, often "rolling over" debt that comes due into new debt. When debt matures new debt is many times issued to repay the old debt, perhaps from the same creditor. That is one reason why debt issuance far surpasses equity issuance in currency value.

Debt is often issued with a repayment plan (a "time to maturity" in some cases), repayment times may be between a few days (interbank cash flow management) and 50 years or longer (consumer real estate debt). The average repayment time of all worldwide outstanding debt is perhaps 10 years.

Equity is another way of financing business, as it has no set time to maturity and pays no set interest. It pays profit from the company it has a claim on.

Accounting

All credit is debt, a liability. Debt is created by lenders and borrowers agreeing to exchange the use of money for the promise to repay. The unit of money lent is the asset of the creditor and the liability of the debtor.

Notes are paper with terms of exchange, hence credits or access to money. All currencies are notes ("This note is legal tender for..."). Money is based on a fiat whereupon all agree upon the exchange values of any one currency for another. This extends to savings and checking accounts which are depository receipts for money loaned to bankers who in turn lend it to other borrowers. And thus it multiplies, a deposit becomes a loan that becomes another deposit and so on.

The terms of the lending agreement are the key elements of the contractual terms of a promissory note regarding repayment including the amount(s) loaned and to be repaid, loan fees, time value and risk value interest charges, due dates, balloon payments, default terms and more. All material information should be disclosed on financial statements or footnotes.

Flows

2004

Worldwide debt and equity underwriting reached a record $5.69 trillion. Worldwide debt underwriting grew 4.3% year-over-year to $5.19 trillion. Syndicated lending was up 34.3% year-over-year. Worldwide high-yield corporate debt climbed to over $163 billion eclipsing the previous record of $150 billion set in 1998. US Asset-backed securities volume increased 41.7% to $857 billion.

Worldwide equity & equity-related issuance totaled $505bn for the year, representing a 29.9% increase over the $389bn raised in 2003. Initial public offerings increased nearly 220%.

2003

Worldwide Debt, Equity and Equity-related issuance reached record-breaking levels with over $5 trillion in proceeds raised, surpassing 2001's record of $4.4 trillion. The $5 trillion of borrowings represented 14% of the GDP flow during the year (4.938/36.3) (see world economy). 93% of the issuance was debt, 7% was equity. Note that these numbers don't include all mortgage borrowing, which was $3.8 trillion in the United States during 2003. $900 billion of it is in mortgage-backed securities, at least $546 billion in US Federal Credit Agency.

Flows

Flows mean issued and sold debt. Debt and equity issuance reported by Thomson Financial (http://www.thomson.com/financial/investbank/fi_investbank_league_tablearchive_debt.jsp) ($ billions and number of issues).

Worldwide Debt, Equity & Equity-related

Worldwide Disclosed Fees

Worldwide Equity and Equity-related

Worldwide Debt

Worldwide High Yield Corporate Debt

Worldwide Loans (syndicated, leveraged)

Europe

All Euromarket Issues

European Leveraged Loans

United States

US Investment grade

All US Federal Credit Agency Debt. FHLB dominated the agency market in 2003, raising $545.5 billion in proceeds, a 35% increase in volume from 2002.

US Mortgage-backed Securities

US Asset-backed securities

US Syndicated Loans

US Leveraged Loans

Levels

Levels mean market or balance sheet liability of borrowing party (or asset of lending party) value. Numbers are end-of-year levels, unless otherwise stated.

Euro area

Credit market debt

Households

Non-financial corporations

Government

Japan

Credit market debt

Households

Non-financial corporations

Government

United States

See main article: Financial position of the United States.

Dollar amounts are debt owed by each sector (amounts borrowed by each sector)

Credit market debt

Household sector

Domestic Financial sectors

Nonfinancial corporate business

Nonfarm noncorporate business

Farm business

Government

Federal government

State and local governments

See also

Specific:

External links

International

Thomson Financial

Europe

ECB

United States

Federal Reserve

Notes and References

  1. Web site: Working Paper Series No. 570 (page 8) . 2007-02-25 . 2006-01-01 . Laura Rinaldi and Alicia Sanchis-Arellano . European Central Bank.
  2. Web site: Flow of Funds Accounts of the United States . 2007-02-05 . 2006-09-19 . Federal Reserve.
  3. Web site: Flow of Funds Accounts of the United States . 2008-06-15 . Federal Reserve . 2008-08-10 . 2017-11-01 . https://web.archive.org/web/20171101095229/https://www.federalreserve.gov/releases/z1/Current/z1.pdf . dead .