BIS Statistical Bulletin December 2017
BIS Statistical Bulletin Monetary and Economic Department
Queries concerning BIS statistics may be addressed to [email protected].
This publication is available on the BIS website (www.bis.org/statistics/bulletin1712.pdf).
Bank for International Settlements 2017. All rights reserved. Brief excerpts may be
reproduced or translated provided the source is stated.
ISSN 2297-587X (online) ISBN 978-92-9197-201-2 (online)
mailto:[email protected]://www.bis.org/statistics/bulletin1712.pdf
BIS Statistical Bulletin, December 2017 i
BIS Statistical Bulletin
December 2017
The statistics published by the BIS are a unique source of information about the structure of and activity in the global financial system. They are compiled in cooperation with central banks and other national authorities and are designed to inform analysis of financial stability, international monetary spillovers and global liquidity. Some BIS statistics, in particular those on international banking, securities markets and derivatives activity, are part of special collections under the auspices of BIS-hosted committees of central banks. Other BIS statistics draw on national data but incorporate assumptions and estimations by BIS statisticians to construct specific measures, such as global liquidity indicators, aggregate credit figures, debt service ratios and effective exchange rates.
The statistics presented in this Bulletin may have been revised or updated subsequent to publication. The latest statistics as well as historical data are available on the BIS website (www.bis.org/statistics/index.htm) on the home page of each dataset. The latest statistics can be explored and downloaded via the BIS Statistics Explorer (stats.bis.org/statx), which presents pre-defined views of the data, or the BIS Statistics Warehouse (stats.bis.org), which supports customised queries. A release calendar provides advance notice of publication dates (www.bis.org/statistics/relcal.htm). This Bulletin is published concurrently with the BIS Quarterly Review.
Questions about BIS statistics may be addressed to [email protected].
Contents at a glance
A Locational banking statistics ....................................................................................................... 1
B Consolidated banking statistics ............................................................................................ 147
C Debt securities statistics ........................................................................................................... 185
D Derivatives statistics................................................................................................................... 252
E Global liquidity indicators ....................................................................................................... 275
F Total credit to the non-financial sector ............................................................................. 280
G Debt service ratios of the private non-financial sector ............................................... 309
H Property price statistics ............................................................................................................ 313
I Exchange rate statistics ............................................................................................................ 319
J Credit-to-GDP gaps ................................................................................................................... 330
K Consumer price indices ............................................................................................................ 333
http://www.bis.org/statistics/index.htmhttp://stats.bis.org/statx/http://stats.bis.org/http://www.bis.org/statistics/relcal.htmmailto:[email protected]
ii BIS Statistical Bulletin, December 2017
L Policy rates .................................................................................................................................... 336
Currency codes .................................................................................................................................... 339
Glossary .................................................................................................................................................. 340
Contents in detail
A Locational banking statistics
Introduction to the locational banking statistics ........................................................................ 1
Explanatory notes .................................................................................................................................... 3
Global tables summary view covering many countries
A1 Summary of locational statistics, by currency, instrument and residence and sector of counterparty
A1.1 Amounts outstanding ....................................................................................... 6
A1.2 Adjusted changes ............................................................................................... 7
A2 Cross-border positions, by location of reporting bank and sector of counterparty
A2.1 Amounts outstanding ....................................................................................... 8
A2.2 Adjusted changes ............................................................................................. 10
A3 Cross-border positions, by residence and sector of counterparty
A3.1 Amounts outstanding ..................................................................................... 12
A3.2 Adjusted changes ............................................................................................. 18
A4 Cross-border positions, by nationality of reporting bank and sector of counterparty
A4.1 Amounts outstanding ..................................................................................... 24
A4.2 Adjusted changes ............................................................................................. 25
Country tables detailed view for individual countries
A5 Location of reporting bank ............................................................................................. 26
A6 Residence of counterparty .............................................................................................. 74
A7 Nationality of reporting bank ..................................................................................... 135
A8 Positions on the central bank sector ........................................................................ 146
B Consolidated banking statistics
Introduction to the consolidated banking statistics ............................................................. 147
Explanatory notes ............................................................................................................................... 148
BIS Statistical Bulletin, December 2017 iii
Global tables summary view of worldwide positions
B1 Summary of consolidated statistics, by nationality of reporting bank................................................................................................................... 151
B2 Summary of foreign claims (immediate counterparty basis), by nationality of reporting bank ...................................................................................... 152
B3 Summary of foreign claims and other potential exposures (ultimate risk basis), by nationality of reporting bank .................................................................. 153
Country tables detailed view of positions on individual countries
B4 Residence of counterparty, by nationality of reporting bank ........................ 154
C Debt securities statistics
Introduction to the debt securities statistics ........................................................................... 185
Global tables
C1 Summary of debt securities outstanding ............................................................... 187
C2 Central government debt securities markets ........................................................ 192
Country tables detailed view of debt securities markets
C3 Debt securities issues and amounts outstanding, by residence and nationality of counterparty ........................................................................................... 193
D Derivatives statistics
Introduction to the derivatives statistics ................................................................................... 252
Exchange-traded derivatives statistics
D1 Exchange-traded futures and options, by location of exchange .................. 254
D2 Exchange-traded futures and options, by currency ........................................... 255
D3 Exchange-traded futures, by currency ..................................................................... 256
D4 Exchange-traded options, by currency .................................................................... 257
Semiannual OTC derivatives statistics
D5 Global OTC derivatives market ................................................................................... 258
D6 OTC, foreign exchange derivatives ........................................................................... 260
D7 OTC, interest rate derivatives ...................................................................................... 261
D8 OTC, equity-linked derivatives ..............................................................
