In MichaelGurkov/MiscImport:

knitr::opts_chunk$set(
  collapse = TRUE, echo = FALSE, message = FALSE, warning = FALSE,
  fig.width = 5,
  comment = "#>"
)

library(MiscImport)

library(tidyverse)

Institutional Investors portfolio

portfolio_df = import_boi_institutional_portolio_asset_class()

corp_bonds_df = import_boi_corporate_bonds_holdings()

Summing up all the assets we can see the growth in assets under management of institutional investors

portfolio_df %>% 
  group_by(date) %>% 
  summarise(value = sum(value), .groups = "drop") %>% 
  ggplot(aes(x = date, y = value)) + 
  geom_line() + 
  scale_y_continuous(labels = scales::comma_format(scale = 10 ^ -3)) + 
  xlab(NULL) + ylab("ILS billions") + 
  ggtitle("Assets under management of institutional investors")

portfolio_df %>% 
  filter(date == max(date)) %>% 
  group_by(investor_type) %>% 
  summarise(value = sum(value), .groups = "drop") %>% 
  mutate(market_share = value / sum(value)) %>% 
  ggplot(aes(x = market_share, y = reorder(investor_type, market_share))) + 
  geom_col() + 
  scale_x_continuous(labels = scales::percent_format()) + 
  xlab(NULL) + ylab(NULL) + ggtitle("Share of AUM by investor type")

portfolio_df %>% 
  filter(date == max(date)) %>% 
  filter(str_detect(asset_class, "corp")) %>% 
  group_by(investor_type) %>% 
  summarise(value = sum(value), .groups = "drop") %>% 
  mutate(market_share = value / sum(value)) %>% 
  ggplot(aes(x = market_share, y = reorder(investor_type, market_share))) + 
  geom_col() + 
  scale_x_continuous(labels = scales::percent_format()) + 
  xlab(NULL) + ylab(NULL) + 
  ggtitle("Share of corporate bonds AUM by investor type")

corp_bonds_df %>% 
  filter(date == max(date)) %>% 
  mutate(market_share = value / sum(value)) %>% 
  ggplot(aes(x = market_share, y = reorder(investor_type, market_share))) + 
  geom_col() + 
  geom_text(aes(label = paste0(round(market_share * 100),"%")),
            hjust = -0.25) + 
  scale_x_continuous(labels = scales::percent_format()) + 
  xlab(NULL) + ylab(NULL) + 
  ggtitle("Share of traded corporate bonds by investor type")

MichaelGurkov/MiscImport documentation built on June 6, 2023, 10:53 p.m.