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Consolidated banking statistics

Consolidated banking statistics

carol.reyes.dulong
Open Dataset
Creators: BIS statistics
Publication Date: 2025-03-11
Creators: BIS statistics

The consolidated banking statistics (CBS) measure international banking activity from a nationality perspective, focusing on the country where the banking group’s parent is headquartered.

While residence-based data such as the locational banking statistics indicate where positions are booked, they do not always identify where underlying decisions are made. This is because banking offices in one country may operate within a business model decided by the group’s controlling parent, which may be headquartered in another country. The CBS capture the worldwide claims of banking groups based in reporting countries and exclude intragroup positions, similar to the consolidation approach followed by banking supervisors. The CBS provide several different measures of banking groups’ country risk exposures, on either an immediate counterparty or a guarantor basis. The most appropriate exposure measure depends on the issue being analysed. The benchmark measure in the CBS is foreign claims, which capture credit to borrowers outside a banking group’s home country.

Debt securities statistics

Debt securities statistics

carol.reyes.dulong
Open Dataset
Creators: BIS statistics
Publication Date: 2025-03-11
Creators: BIS statistics

This data set covers borrowing and investment activities in debt capital markets, capturing debt instruments designed to be traded in financial markets such as treasury bills, commercial paper, negotiable certificates of deposit, bonds, debentures and asset-backed securities. These statistics are harmonised with the recommendations of the Handbook on securities statistics (HSS) and distinguish between debt securities issued and held in international and domestic markets.

The data set is available at quarterly frequency for over 50 economies starting as early as 1946. It benefited from close collaboration with national central banks and national authorities, also as part of the G20 Data Gaps Initiative.

Total debt securities are issued by residents in all markets. Domestic (international) debt securities are issued in (outside) the local market of the country where the borrower resides, regardless of the currency denomination of the security. As valuation methods differ across countries, some amounts are presented at market value and others at nominal or face value.

International debt securities (BIS-compiled)

International debt securities (BIS-compiled)

carol.reyes.dulong
Open Dataset
Creators: BIS statistics
Publication Date: 2025-03-11
Creators: BIS statistics

The international debt securities (IDS) statistics cover borrowing activity in debt capital markets. They are issued outside the local market of the country where the borrower resides. They capture debt instruments designed to be traded in financial markets, such as treasury bills, commercial paper, negotiable certificates of deposit, bonds, debentures and asset-backed securities (including issues conventionally known as eurobonds and foreign bonds but excluding negotiable loans). The IDS statistics are compiled from a security-by-security database built by the BIS using information from commercial data providers. Amounts are presented at face value.

The IDS statistics are presented by the issue’s currency, maturity and interest rate type, and the issuer’s nationality and residence. The residence of the issuer is the country where the issuer is incorporated, whereas the nationality of the issuer is the country where the issuer’s parent is headquartered.

Credit to the non-financial sector

Credit to the non-financial sector

carol.reyes.dulong
Open Dataset
Creators: BIS statistics
Publication Date: 2025-03-11
Creators: BIS statistics

The data set on credit to the non-financial sector captures borrowing activity by the government sector and the private non-financial sector in more than 40 economies.

Quarterly data on credit to the government sector cover on average 20 years, while those on credit to the private non-financial sector on average more than 45 years. The statistics follow the framework of the System of National Accounts.

On the lending side, two credit data series are provided. On the one hand, total credit comprises financing from all sources, including domestic banks, other domestic financial corporations, non-financial corporations and non-residents. On the other, bank credit includes credit extended by domestic banks to the private non-financial sector.

On the borrowing side, total credit to the non-financial sector is broken down into credit to the government sector and the private non-financial sector, and the latter is further split between non-financial corporations and households (including non-profit institutions serving households).

The financial instruments covered comprise currency and deposits (which are mostly zero in the case of credit to the private non-financial sector), loans and debt securities. The sum of these three instruments is defined here as “core debt”. For the government sector, core debt generally represents the bulk of total debt.

The statistics follow the framework of the System of National Accounts 2008, which stipulates that outstanding credit instruments should be valued at market values. For credit to the government, data are also provided in nominal (face) values, since these can be useful in some forms of debt sustainability analysis.

Credit-to-GDP gaps

Credit-to-GDP gaps

carol.reyes.dulong
Open Dataset
Creators: BIS statistics
Publication Date: 2025-03-11
Creators: BIS statistics

The credit-to-GDP gap data set aims at quantifying the notion of “excessive credit” in a simple way. It serves as an early warning indicator for potential banking crises or severe distress.

The data set covers 44 economies, starting at earliest in 1961 and captures total borrowing from all domestic and foreign sources. The credit-to-GDP gap is defined as the difference between the credit-to-GDP ratio and its long-run trend. The trend is derived using a one-sided (ie backward-looking) Hodrick-Prescott filter.

To facilitate comparability across countries, the credit-to-GDP ratio, as published in the BIS database of total credit to the private non-financial sector, is used as input data. However, it also means that the credit-to-GDP gaps published by the BIS may differ from those used by national authorities as part of their countercyclical capital buffer decisions.

The gap indicator was adopted as a common reference point under Basel III to guide the build-up of countercyclical capital buffers. Authorities are expected, however, to apply judgment in the setting of the buffer in their jurisdiction after using the best information available to gauge the build-up of system-wide risk rather than relying mechanistically on the credit-to-GDP guide. For instance, national authorities may form their policy decisions using credit-to-GDP ratios that are based on data series that differ from the BIS series, leading to credit-to-GDP gaps that differ from those published by the BIS.

Debt service ratios

Debt service ratios

carol.reyes.dulong
Open Dataset
Creators: BIS statistics
Publication Date: 2025-03-11
Creators: BIS statistics

The data set for debt service ratios reflects the share of income used to service debt for households, non-financial corporations and the total private non-financial sector. It provides important information about interactions between the financial and real sectors, and is a reliable early warning indicator for systemic banking crises.

The published series for the total private non-financial sector cover 32 economies, starting at earliest in 1999. The data set also includes a breakdown for households and non-financial corporations, estimated for 17 economies.

To derive the DSRs on an internationally consistent basis, the BIS applies a unified methodological approach and uses, where available, input data compiled on an internationally consistent basis (total stock of debt, income available for debt service payments, average interest rate on the existing stock of debt and the average remaining maturity). Although the applied methodology is subject to an approximation error when aggregate data are used, it correctly captures how the DSR in a particular country changes over time. However, it may not accurately measure the DSR level compared with the result that may be obtained from micro data.

For practical purposes, it is more meaningful to compare national DSRs over time (eg by removing country-specific means) rather than to compare their absolute levels, which are difficult to pinpoint. This approach also takes account of different institutional and behavioural factors affecting average remaining maturities.

Global liquidity indicators

Global liquidity indicators

carol.reyes.dulong
Open Dataset
Creators: BIS statistics
Publication Date: 2025-03-11
Creators: BIS statistics

The BIS uses the term “global liquidity” to refer to the ease of financing in global financial markets. The BIS global liquidity indicators (GLIs) track credit to non-bank borrowers, covering both loans extended by banks and funding from global bond markets through the issuance of international debt securities (IDS). The main focus is on foreign currency credit denominated in three major reserve currencies (US dollars, euros and Japanese yen) to non-residents, ie borrowers outside the respective currency areas.

Exchange-traded derivatives statistics

Exchange-traded derivatives statistics

carol.reyes.dulong
Open Dataset
Creators: BIS statistics
Publication Date: 2025-03-11
Creators: BIS statistics

The exchange-traded derivatives (XTD) statistics cover the turnover and open interest of foreign exchange and interest rate futures and options. The statistics are compiled from commercial data sources and cover contracts traded on over 50 organised exchanges.

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