Showing 9-16 of 188 results
OTC derivatives statistics

OTC derivatives statistics

carol.reyes.dulong
Open Dataset
Creators: BIS statistics
Publication Date: 2024-11-21
Creators: BIS statistics

The over-the-counter (OTC) derivatives statistics capture the outstanding positions of derivatives dealers, mainly banks. They cover the outstanding notional value, market value and credit exposure of OTC foreign exchange, interest rate, equity, commodity and credit derivatives, as well as Herfindahl concentration measures. Dealers report on a worldwide consolidated basis, including the positions of their foreign affiliates and excluding intragroup positions. The statistics are collected under the auspices of the Committee on the Global Financial System and reported to the BIS at a country, rather than individual dealer, level. The statistics comprise data reported every six months by dealers in 12 jurisdictions (Australia, Canada, France, Germany, Italy, Japan, the Netherlands, Spain, Sweden, Switzerland, the United Kingdom and the United States) plus data reported every three years by dealers in more than 30 additional jurisdictions. For periods between Triennial Surveys, the outstanding positions of dealers in these additional jurisdictions are estimated by the BIS.

Triennial Survey

Triennial Survey

carol.reyes.dulong
Open Dataset
Creators: BIS statistics
Publication Date: 2022-12-05
Creators: BIS statistics

The Triennial Central Bank Survey of foreign exchange and over-the-counter (OTC) derivatives markets aims to obtain comprehensive and consistent information on the size and structure of global foreign exchange and OTC derivatives markets. The results are intended to increase the transparency of OTC markets and to help central banks, other authorities and market participants monitor developments in global financial markets. They also help to inform discussions on reforms to OTC markets. The Triennial Survey is coordinated by the BIS under the auspices of the Markets Committee and the Committee on the Global Financial System. It is supported through the Data Gaps Initiative endorsed by the G20.

Residential property prices

Residential property prices

carol.reyes.dulong
Open Dataset
Creators: BIS statistics
Publication Date: 2025-03-27
Creators: BIS statistics

The residential property price statistics comprise two data sets: the detailed and the selected.

The detailed residential property prices (RPP) data set contains regional and property type breakdowns for around 60 economies. The selected residential property prices (SPP) data set is designed to enhance cross-country comparability, and hence shows for each jurisdiction a single indicator that is closest to nationwide coverage. In most cases, this selected series covers all types of new and existing dwelling.

Selected residential property prices

The selected residential property prices data set shows the most representative property price indicator for each country. For most economies, this series refers to the whole country and covers the entire market: all property types, both new and existing vintages. The selected residential property prices data set is derived from the detailed data set. The BIS publishes four measures for each indicator: price indices and year-on-year growth rates, in nominal and real (CPI-deflated) terms. An analysis based on these selected indicators is released quarterly. The data set covers around 60 countries. For 23 countries, data are backdated with historical series to around 1970. In several countries, the compilation of the residential property price indicator follows the recommendations of the Handbook on residential property prices, an internationally agreed framework for classifying property price issues.

Detailed residential property prices

The detailed residential property prices data set consists of more than 300 series from around 60 countries collected from national central banks. These data series differ significantly from country to country, varying in frequency, type of property and vintage, covered area, priced unit, compilation method or seasonal adjustment. The specificities of each country’s residential property markets and the absence of binding international standards for property price statistics could explain this variability. Beyond national-level indicators, for most countries the data set contains some subnational data. Subnational data in most cases show price developments in the capital or biggest city.

Commercial Property Prices

Commercial Property Prices

carol.reyes.dulong
Open Dataset
Creators: BIS statistics
Publication Date: 2025-03-27
Creators: BIS statistics

The commercial property prices data set contains nominal commercial property prices for more than 20 countries at various frequencies and is updated monthly. The data differ significantly from country to country in terms of property type, covered area, compilation method and other factors.

Commercial properties include properties rented out at market prices, built for future sale, or used for the production of market goods and services. The data set includes time series on price developments of commercial land, offices, retail premises and industrial properties.

Commercial property price indicators (CPPIs) have long been seen as a useful tool for monitoring financial stability and macroeconomic developments. Yet their availability and international comparability were limited before the Great Financial Crisis. The Data Gaps Initiative (DGI) endorsed by the G20 asked the members of the Inter-Agency Group on Economic and Financial Statistics to improve the dissemination of CCPIs and to start methodological work for their compilation. The second phase of the DGI (2015–21), built on this preparatory work and recommended that international organisations enhance methodological guidance on the compilation of CPPIs, and encouraged dissemination of data on commercial property prices via the BIS website.

Consumer prices

Consumer prices

carol.reyes.dulong
Open Dataset
Creators: BIS statistics
Publication Date: 2025-03-27
Creators: BIS statistics

The consumer price index data set contains long series that track the overall change in the prices of goods and services purchased by households. Consumer price indices are a key macroeconomic indicator, for instance to measure inflation and assess purchasing power over time.

The data set includes monthly and annual time series for more than 60 countries. Some annual series go back to the mid-19th century, or earlier for a few countries. The average length of the monthly series is more than 60 years. The BIS has constructed long consumer price indices, by joining the series available for consecutive periods.

Consumer price indices are commonly used as a deflator for other economic series. The series have been used, in particular, for the calculation of the real effective exchange rate and real residential property price series published by the BIS.

Bilateral exchange rates

Bilateral exchange rates

carol.reyes.dulong
Open Dataset
Creators: BIS statistics
Publication Date: 2025-04-03
Creators: BIS statistics

The bilateral exchange rate data set contains long time series on US dollar nominal exchange rates. They record the nominal value of one US dollar (USD) relative to a given currency. A decrease (increase) indicates an appreciation (depreciation) of the currency against the USD.

The data set features daily series for around 80 economies. Most daily series start around 1970, while 14 currencies have data going back to 1950. The data set also includes monthly, quarterly and annual series which cover approximately 190 economies. These series typically feature longer time spans than the daily series and start around 1957.

The time series are calculated as end-of-period or averages over daily data. The data set also includes long historical series, which are backdated with comparable low-frequency historical data.

The exchange rates series are compiled combining several sources, ensuring the highest possible level of consistency. The European Central Bank (ECB) is the primary source of daily data for the most recent periods, complemented by data from the US Federal Reserve. Data are also sourced from other BIS member central banks for periods not covered by the ECB or the Federal Reserve. The Deutsche Bundesbank and the International Monetary Fund (International Financial Statistics) are the main sources of historical data.

This data set serves as the input for calculating the BIS effective exchange rates and is also used for foreign exchange conversion into US dollars in other BIS data sets.

Effective exchange rates

Effective exchange rates

carol.reyes.dulong
Open Dataset
Creators: BIS statistics
Publication Date: 2025-04-03
Creators: BIS statistics

The BIS effective exchange rates data set covers long time series on nominal and real effective exchange rates. They can serve as a measure of international competitiveness, components of financial conditions indices or as a gauge of the transmission of external shocks.

The broad effective exchange rate indices cover 64 economies. Narrow indices include 26 and 27 economies for the nominal and real indices, respectively. Nominal effective exchange rates (NEER) are calculated as geometric trade-weighted averages of bilateral exchange rates. Real effective exchange rates (REER) are derived by adjusting the NEER by relative consumer prices.

Specifically, changes in the REER take into account both nominal exchange rate developments and the inflation differential against a basket of trading partners. An increase in NEER indicates an appreciation in nominal terms, whereas an increase in REER corresponds to an appreciation in real terms.

The weights used in the calculations of the effective exchange rates are derived from manufacturing trade flows. They capture both direct bilateral trade and third-market competition by double-weighting. To account for changes in trade over time, the weighting pattern is time-varying on a three-year basis. For instance, the effective exchange rates index for 2009 is calculated using the weights which refer to the period from 2008 to 2010. The weights of 1990-92 are applied to data prior to 1990, while the most recent set of weights is also used to calculate effective exchange rates for the latest period. Whenever possible, the BIS uses published US dollar exchange rates and consumer prices as inputs for the effective exchange rates.

Central bank total assets

Central bank total assets

carol.reyes.dulong
Open Dataset
Creators: BIS statistics
Publication Date: 2025-02-27
Creators: BIS statistics

The BIS central bank total assets data set tracks the evolution of the size of central banks’ balance sheets across the world. It covers more than 50 advanced and emerging market economies.

This data set contains long annual, quarterly and monthly series. The annual series feature an average length of around a century and, for most of the countries, show data since the establishment of the central bank. The median start year is 1942, and several series go back to the 19th century or earlier. Data with higher frequency often start later than annual series due to the limited availability of historical data.

Data on central banks’ balance sheets originate from multiple sources. Financial statements or accounting balance sheets are typically the main source and are compiled in accordance with national accounting standards. Other sources include the monetary presentation or statistical balance sheets.

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