CBS Data Structure

8/13/2019 CBS Data Structure

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May 2013

Data structure definition

for the reporting of

BIS consolidated banking statistics (CBS)

Version: V2013.05

Applicable from Q4 2013 reporting period

Table of contents

1. Consolidated banking statistics (BIS_CBS) .................................................................... 21.1 BIS_CBS: Dimensions ........................................................................................... 31.2 BIS_CBS: Restrictions/relations in reporting of dimension members .................... 41.3 BIS_CBS: Conceptual Schema ............................................................................. 51.4 BIS_CBS: Members of dimension Bank type ...................................................... 61.5 BIS_CBS: Members of dimension Reporting country ......................................... 71.6 BIS_CBS: Members of dimension Counterparty country .................................... 8

2. Consolidated international banking statistics (BIS_M_CIBL) ........................................ 15

Queries about this data structure definition may be addressed to the International Bankingand Financial Statistics unit of the BIS at [email protected].


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1. Consolidated banking statistics (CBS)

The data structure definition (DSD) described below and referred to as BIS_CBSincorporates the Stage 2 enhancements that were recommended by the CGFS, and is

applicable from the Q4 2013 reporting period. Some technical dimensions (eg reportingperiod, confidentiality flags, post- vs pre-break observations) are not included in the DSDtable below.

We recommend looking at this CBS DSD together with the CBS visual layout (posted oneBIS).


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1.1 BIS_CBS: Dimensions

Dimension name Code Note Dimension name Code Note

1. Frequency 7. Instrument/Item

Quarterly Q All instruments7

A all2

2. Measure Debt securities D F

Amount outstanding S Loans and deposits G F

3. Reporting country Derivatives V F,U

ISO country code: see 1.5Other and unallocated byinstrument

K F

4. Bank type See 1.4 Risk-weighted assets E F

All banks 4M Tier 1 capital R F

Domestic banks ISO country code Tier 2 capital S F

Inside-area foreign banksconsolidated by their parent

4C8. Remaining Maturity

Outside area banks 4D All maturities A all2

Inside-area foreign banks notconsolidated by their parent

4E Up to and including 1 year8 U F

5. Reporting basis Over 1 year8 W F

Immediate risk basis FOver 1 year and up to andincluding 2 years

M F

Outward risk transfers O Over 2 years N F

Inward risk transfers P Unallocated by maturity X F

Net risk transfers Q9. Currency type of booking

location

Ultimate risk basis U All currencies TO1 all2

6. Position Local currency LC1 F

Total assets F F3 Foreign currency FC1 F

Total claims C all2 10. Counterparty sector

Local claims B F,U3 All sectors A all

2

Cross-border claims D U Banks B F,U

International claims4 I F Official sector O F,U

Claims on banks with...5 J F Non-bank private sector R F,U

Total liabilities L F Non-bank financial Institutions F F,U

Local liabilities M F Non-financial private sector S F,U

Capital / equity K F Non-financial corporations C F,U

Guarantees extended W U Households including NPISHs9

H F,U

Credit commitments6 X F,U

Unallocated non-financialprivate sector

10

L F,U

Unallocated by sector U F,U

11. Counterparty country

ISO country code: see 1.6 all2

In millions of US dollars with 3 decimal places.2 All indicates that the respective member is used in combination with all

members of the dimension Reporting basis (e.g. F, O, P, Q and U).3 F=immediate risk (IR) basis, U=ultimate risk (UR)

basis.4 International claims consist of cross-border claims and local claims in foreign currency.

5 Legacy data regarding

claims on unaffiliated banks with head offices outside the country of residence (reporting not required).6 If reported on IR

basis: legacy data position on undisbursed credit commitments and back up facilities (reporting not required).7 If reported

on an IR basis for Liabilities, the total should be equal to the reported instrument breakdowns of liabilities (A=D+G+V+K).8 Breakdown for debt securities liabilities.

9 NPISHs stands for Non-profit institutions serving households.

10 Applicable

for partial reporting of non-financial private sector components.


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1.2 BIS_CBS: Restrictions/relations in reporting of dimension members

Dimension Explanations/restrictions

1 Frequency

The frequency is quarterly (Q).

2 MeasureAmount outstanding in millions of US dollars with three decimal places.

3 Reporting countryReported in the CBS using the ISO country code (see section 1.5).

4 Bank type The bank type determines the type of the reporting institution (see section 1.4).

5 Reporting basisThe reporting basis determines the reporting requirements for dimensions 6to 11. Outward risk transfers, Inward risk transfers and Net risk transfers are reported intotal by counterparty country only.

6 PositionInternational claims are defined as cross-border claims plus local claims in foreign currencies.

The positions Total assets (including derivatives and non-financial assets), Internationalclaims, Liabilities and Capital / equity are requested on an immediate risk basis only.

Claims on offices with head offices located outside the country of residence are valid forhistorical BIS data on an immediate borrower basis.

Position Capital / equity can be combined with the following members of dimensionInstrument/Item: All instruments, Tier 1 capital and Tier 2 capital. When combined withAll instruments it should equal total equity. Guarantees extended and Credit commitmentsare to be reported in combination with Instrument/Item All instruments on an ultimate riskbasis.

7 Instrument/ItemThe breakdown by instrument (All instruments, Debt securities, Loans and deposits,Derivatives, Other and unallocated by instrument) is required for the reporting of Total liabilities.These instruments should be reported (only) on an immediate risk basis in total, e.g. without abreakdown by maturity, currency, counterparty country or sector breakdown. An exception isthe maturity breakdown for debt securities liabilities (see dimension Remaining maturity).

Derivatives (at positive market value) are to be reported in combination with the position TotalClaims on an ultimate risk basis. These items should be reported without maturity, sector, or

currency breakdown, but with a breakdown by counterparty country.Risk-weighted assets should be combined with Total assets. Tier 1 capital and Tier 2capital should be reported in combination with the position Capital / equity on an immediaterisk basis, without maturity, currency, counterparty sector or country breakdown.

The central banks that already contribute to this data collection are asked to continue to providedata on Tier 1 and Tier 2 capital, as well as total assets and risk weighted assets. All centralbanks are encouraged to report Tier 1 capital, total assets and risk-weighted assets.

8 Remaining maturityInternational claims on an immediate risk basis should be reported with the followingbreakdown by remaining maturity: All maturities, Up to and including 1 year, Over 1 yearand up to 2 years, Over 2 years, Unallocated by maturity (in combination with Allinstruments, All currencies and All sectors).

The instrument Debt securities (liabilities) on an immediate risk basis should be reported with

the following breakdown by remaining maturity: Up to and including 1 year, Over 1 year.In all other cases no maturity breakdown is requested (i.e. maturity should be coded as A Allmaturities).

9 CurrencyThe reporting of this breakdown is required only for Local currency claims / local currencyliabilities and local claims in foreign currencies. International claims (does not include localclaims in local currency) and all other positions or items should be coded as All currencies(TO1).

10 Counterparty sectorOn an immediate risk basis, the counterparty sector breakdown is required for internationalclaims and is optional for local claims in local currency. On an ultimate risk basis, acounterparty sector breakdown is required for total claims. In all other cases, no breakdown bysector is required (i.e. code A All sectors should be reported).

11 Counterparty countryThe counterparty country breakdown is required for all items except for liabilities by instrument(see dimension 7), equity, total assets, risk-weighted assets, tier 1 capital and tier 2 capital.


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1.3 BIS_CBS: Conceptual Schema

Concept Calculation for domestic banks

Reporting basis = immediate risk basis (IR)

International claims onCPC=XX

Position = I, CPC = XX, and currency = TO1

(Example for RC = GB: If CPC = GB, then report non-GBPdenominated claims by GB banks located in GB plus claimsbooked by GB banks foreign affiliates on the parent country GB)

Local claims in foreigncurrencies on CPC=XX

Position = B, CPC = XX, and currency = FC1

(Example for RC = GB: If CPC= GB, then report non-GBPdenominated claims by GB banks located in the UK)

Local claims in local currencyon CPC=XX

Position = B, CPC = XX, and currency = LC1

(Example for RC = GB: If CPC= GB, then report GBPdenominated claims of banks located in the UK as LC1)

Cross-border claims onCPC=XX

International claims MINUS Local claims in foreign currencies

(Example for RC = GB: If CPC= GB, then report claims booked byGB banks foreign affiliates on the parent country GB)

Total claims on CPC=XX International claims PLUS local claims in local currency

Total claims on CPC=GB Local claims (local in domestic currency + local in foreigncurrencies) + cross-border claims vis--vis GB by reporting banksforeign affiliates

(Example for RC = GB: Since CPC= GB, all claims comprise localclaims booked in the UK plus claims by GB banks foreign affiliateson the parent country GB)

Reporting basis = ultimate risk basis (UR)

Total claims on CPC=XX Position = C, CPC= XX, and currency =TO1

Local claims in all currencieson CPC=XX

Position = B, CPC = XX, and currency =TO1

(Example for RC = GB: If CPC= GB, then report local claimsbooked by GB banks located in the UK)

Cross-border claims onCPC=XX

Position = D, CPC = XX, and currency =TO1

(Example for RC = GB: If CPC= GB, then report claims booked byGB banks foreign affiliates on the parent country GB)

CPC = counterparty country; RC = reporting country


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1.4 BIS_CBS: Members of dimension Bank type

Code Bank type Notes Reporting basis

4M* All banks

This code is equivalent to Bank

type A All banks from theBIS_M_CIBL DSD and is used toreport the positions of all reportinginstitutions in the reporting country.

F,O,P,Q

(ISO countrycode ofreportingcountry)

Domestic banks

The ISO country code of thereporting country should be usedto report Domestic banks. Thesebanks were reported as bank typeB in the BIS_M_CIBL DSD).

F,O,P,Q,U

4C*

Inside-area foreign

banks consolidatedby their parent

This code is equivalent to Banktype C Inside area foreign banksfrom the BIS_M_CIBL DSD and is

used to report the positions ofbanking offices that areconsolidated by their parent in aBIS reporting country.

F

4D*Outside-area foreignbanks

This code is equivalent to Banktype D Outside area foreignbanks excluding Bank type EInside-area foreign banks notconsolidated by their parent fromthe BIS_M_CIBL DSD and is usedto report the positions of bankingoffices with a controlling parent

located in a country outside theBIS reporting area.

F

4E*

Inside-area foreignbanks notconsolidated by theirparent

This code is equivalent to Banktype E Unconsolidated inside areaforeign banks from theBIS_M_CIBL DSD and is used toreport the positions of bankingoffices that are NOT consolidatedby their parent in a BIS reportingcountry.

F,O,P,Q

*Code defined by the BIS.


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1.5 BIS_CBS: Members of dimension Reporting country

Code Country First data Notes

AR Argentina 2013 Q1

AT Austria 1983 Q4BE Belgium 1983 Q4

FI Finland 1985 Q4

FR France 1983 Q4

DE Germany 1983 Q4

GR Greece 2003 Q4

IE Ireland 1983 Q4

IT Italy 1983 Q4

LU Luxembourg 1983 Q4 Reports on an immediate risk basis only

NL Netherlands 1983 Q4

PT Portugal 1999 Q4

ES Spain 1985 Q4

5C* Euro area 1983 Q4 Not for reporting; calculated by the BIS

DK Denmark 1983 Q4 Reports on an immediate risk basis only

NO Norway 1994 Q4

SE Sweden 1983 Q4

CH Switzerland 1983 Q4 Including Liechtenstein

GB United Kingdom 1983 Q4 Excluding Guernsey, Isle of Man and Jersey asfrom 1997 Q3

5K* European developed

countries

1983 Q4 Not for reporting; calculated by the BIS

AU Australia 2003 Q4

CA Canada 1983 Q4

JP Japan 1983 Q4

US United States 1983 Q4

5R* Developed countries Not for reporting; calculated by the BIS

HK Hong Kong SAR 1997 Q4 Reports on an immediate risk basis only

PA Panama 2002 Q4 Reports on an immediate risk basis only

SG Singapore 2000 Q4

1N* Offshore centres 1997 Q4 Not for reporting; calculated by the BIS

BR Brazil 2002 Q4 Reports on an immediate risk basis only

CL Chile 2002 Q4

TW Chinese Taipei 2000 Q4 Reordered alphabetically

IN India 2001 Q4

KR

MX

[South] Korea

Mexico

2010 Q4

2003 Q4

Reports on an immediate risk basis only

Reports on an immediate risk basis only

TR Turkey 2000 Q4

4T* Developing countries Not for reporting; calculated by the BIS

5A* Reporting countries, IB 1983 Q4 Not for reporting, calculated by the BIS5R + 1N + 4T


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Code Country First data Notes

5D* Reporting countries,UR

2005Q1 Not for reporting, calculated by the BIS5R + 1N +4T excluding BR, DK, HK, LU, KR, MXand PA

1.6 BIS_CBS: Members of dimension Counterparty country

Code CountryNotes (a country with listed territories should follow

ISO classification and consequently be subjectto review by the BIS)

A Developed countries

AD Andorra

AT Austria

BE Belgium

CY Cyprus In Euro area from 1 January 2008

DK Denmark Excluding Faeroe Islands and GreenlandEE Estonia In Euro area from 1 January 2011, exists as from 1993 Q4.

FO Faeroe Islands

FI Finland Including Aland islands

FR France Including French Guiana, French Southern Territories,Guadeloupe, Martinique, Mayotte, Monaco, Reunion and St.Pierre and Miquelon

DE Germany Including the European Central Bank

GR Greece

GL Greenland

IS IcelandIE Ireland

IT Italy

LI Liechtenstein

LU Luxembourg

MT Malta In Euro area from 1 January 2008

NL Netherlands

NO Norway Including Bouvet Islands, Svalbard and Jan Mayen Islands

PT Portugal Including the Azores and Madeira

SM San Marino

SK Slovakia In Euro area from 1 January 2009, exists as from 1993Q4.

SI Slovenia In Euro area from 1 January 2007, exists as from 1993 Q4

ES Spain Including Balearic Islands, Canary Islands and Ceuta and Melilla

SE Sweden

CH Switzerland Including the Bank for International Settlements

GB United Kingdom Excluding Guernsey, Isle of Man and Jersey as from 2001 Q4

VA Vatican

5K* European developedcountries

Not for reporting; calculated by the BIS

AU Australia Including Christmas Islands, Cocos Islands, Norfolk Islands,

Heard and McDonald Islands, Territory of Ashmore and CartierIslands and Territory of Coral Sea Islands


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CA Canada

JP Japan

NZ New Zealand Including Cook Islands, Minor Islands, Niue, Ross Dependencyand Tokelau

US United States Including American Samoa, Guam, Midway Islands, NorthernMariana Islands, Puerto Rico, US Virgin Islands and WakeIslands

2R* Residual developedcountries

5R* Developed countries

B Offshore centres

AW ArubaBS Bahamas

BH Bahrain

BB Barbados

BM Bermuda

KY Cayman Islands

CW Curaao As from 2010 Q4 post-break

GI Gibraltar

GG Guernsey As from 2001 Q4

HK Hong Kong SAR

IM Isle of Man As from 2001 Q4

JE Jersey As from 2001 Q4

LB Lebanon

MO Macao SAR

MU Mauritius

AN Netherlands Antilles Including Bonaire, Curaao, Saba, St. Eustatius and SintMaarten. For reporting data through 2010 Q4 pre-break.

PA Panama Including Panama Canal Zone

WS Samoa

SG Singapore

SX Sint Maarten As from 2010 Q4 post-break

VU Vanuatu

1Z* West Indies UK Including Anguilla, Antigua and Barbuda, British Virgin Islands,Montserrat and St. Christopher/St. Kitts and Nevis

2D* Residual formerNetherlands Antilles

As from 2010 Q4 post-break

2N* Residual offshorecentres

1N* Offshore centres

C. Developing countries

i) Europe


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AL Albania

BY Belarus As from 1993 Q4

BA Bosnia andHerzegovina

As from 1993 Q4

BG Bulgaria

HR Croatia As from 1993 Q4

CZ Czech Republic As from 1993 Q4

HU Hungary

LV Latvia As from 1993 Q4

LT Lithuania As from 1993 Q4

MK Macedonia (The former Yugoslav Republic of -), as from 1993 Q4

MD Moldova As from 1993 Q4

PL Poland

RO Romania

RU Russia As from 1993 Q4

CSSerbia andMontenegro

Formerly Yugoslavia, code valid from 1993Q4 to 2006Q4

RS Serbia As from 2006 Q4

ME Montenegro As from 2006 Q4

TR Turkey

UA Ukraine As from 1993 Q4

2C* Residual former Serbiaand Montenegro

Historical data may be reported with code CS for the period upto 2006 Q4 pre-break (post-break vis--vis CS is zero). If it is notpossible to report positions separately under RS (Serbia) andME (Montenegro), even from 2006 Q4 for any reasons, centralbanks are requested to report the positions with code 2C.

2B* Residual developingEurope

3C* Developing Europe

ii)Latin America andCaribbean

AR Argentina

BZ Belize

BQ Bonaire, St. Eustatiusand Saba

As from 2010 Q4 post-break

BO Bolivia

BR Brazil

CL Chile

CO Colombia

CR Costa Rica

CU Cuba

DM DominicaDO Dominican Republic


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EC Ecuador

SV El Salvador

FK Falkland Islands(Malvinas)

GD Grenada

GT Guatemala

GY Guyana

HT Haiti

HN Honduras

JM Jamaica

MX Mexico

NI Nicaragua

PY Paraguay

PE Peru

LC St. Lucia

VC St. Vincent Including the Grenadines

SR Suriname

TT Trinidad and Tobago

TC Turks and Caicos

UY Uruguay

VE Venezuela2H* Residual Latin America

and Caribbean

4U*Developing LatinAmerica andCaribbean

iii)Africa and MiddleEast

DZ Algeria

AO Angola

BJ Benin

BW Botswana

BF Burkina Faso

BI Burundi

CM Cameroon

CV Cape Verde

CF Central AfricanRepublic

TD Chad

KM Comoros Islands

CG Congo

CD Congo DemocraticRepublic

Formerly Zaire


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CI Cte dIvoire

DJ Djibouti

EG Egypt

GQ Equatorial Guinea

ER Eritrea As from 1993 Q3

ET Ethiopia

GA Gabon

GM Gambia

GH Ghana

GN Guinea

GW Guinea-Bissau

IR Iran

IQ Iraq

IL Israel

JO Jordan

KE Kenya

KW Kuwait

LS Lesotho

LR Liberia

LY Libya

MG MadagascarMW Malawi

ML Mali

MR Mauritania

MA Morocco

MZ Mozambique

NA Namibia

NE Niger

NG Nigeria

OM Oman

PS Palestinian Territory

QA Qatar

RW Rwanda

ST Sao Tome andPrincipe

SA Saudi Arabia

SN Senegal

SC Seychelles

SL Sierra Leone

SO Somalia

ZA South Africa


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SS South Sudan Valid from Q3 2011 (i.e. in latest reporting for Q3 2011 data or

later for revised data)SH St. Helena Including Ascension, Gough and Tristan Da Cunha

SD Sudan

SZ Swaziland

SY Syria

TZ Tanzania

TG Togo

TN Tunisia

UG Uganda

AE United Arab Emirates

YE Yemen

ZM Zambia

ZW Zimbabwe

2W* Residual Africa andMiddle East

Including Western Sahara

4W*Developing Africaand Middle East

iv) Asia and Pacific

AF Afghanistan

AM Armenia As from 1993 Q4

AZ Azerbaijan As from 1993 Q4

BD Bangladesh

BT Bhutan

1W* British OverseasTerritories

Including British Antarctic Territory, British Indian OceanTerritory, Chagos, Pitcairn Islands, South Georgia and SouthSandwich Islands

BN Brunei

KH Cambodia

CN China

TW Chinese Taipei

FJ Fiji

PF French Polynesia Including Society Archipelago, Tuamotu-Gambier Islands,Marquesas and Australes Archipelago

GE Georgia As from 1993 Q4

IN India

ID Indonesia

KZ Kazakhstan As from 1993 Q4

KI Kiribati Including Canton and Enderbury, Gilbert Island, Phoenix Islandsand Line Islands

KG Kyrgyz Republic As from 1993 Q4

LA Laos

MY Malaysia Including Labuan International Offshore Financial Centre


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MV Maldives

MH Marshall Islands

FM Micronesia

MN Mongolia

MM Myanmar

NR Nauru

NP Nepal

NC New Caledonia

KP North Korea

PK Pakistan

PW Palau

PG Papua New Guinea

PH Philippines

SB Solomon Islands

KR South Korea

LK Sri Lanka

TJ Tajikistan As from 1993 Q4

TH Thailand

TL Timor Leste As from 2003 Q4

TO Tonga

TM Turkmenistan As from 1993 Q4TV Tuvalu Formerly the Ellice Islands

PU US Pacific Islands Including Carolines, Howland and Baker, Kingman Reef,Palmyra, Jarvis and Johnston

UZ Uzbekistan As from 1993 Q4

VN Vietnam

WF Wallis and Futuna

2O*Residual Asia andPacific

4Y*Developing Asia and

Pacific4T* Developing countries 3C + 4U + 4W + 4Y; Not for reporting, calculated by the BIS

1C* Internationalorganisations

Except the BIS, which is included under Switzerland and theEuropean Central Bank, which is included under Germany. SeePart IV of the Guidelines to the consolidated banking statistics.

5M* Unallocated by country

5J* All countries 5R + 1N + 4T + 1C + 5M


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2. Consolidated international banking statistics (BIS_M_CIBL)

Data structure BIS_M_CIBL does not incorporate Stage 2 recommendations.

Example: (M:)F:B:G:DE:FR (total outstanding international claims on an immediate borrower

basis of German banks vis--vis public sector entities in France)1. Basis, measure Code 3. Data type (continued) Code

Immediate borrower basis, amountsoutstanding

F Claims on offices with head officeslocated outside the country ofresidence

J #

Ultimate risk basis, amountsoutstanding

U Undisbursed credit commitmentsand backup facilities

K #

Local currency positions of reportingbanks foreign affiliates with localresidents

2. Type of reporting banks

All reporting banks (B + C + D) A * Claims L *

Liabilities M *

Domestically owned banks B ** Outward risk transfers O *

Inside area consolidated offices1)

C * Inward risk transfers P *

Outside area offices2)

+ Inside areaunconsolidated offices

D * Net risk transfers (P O) Q *

Foreign claims(calculated by the BIS as A + L formeasure F but it should bereported directly for measure U)

S ***

Inside area unconsolidated offices3)

E *

1) Offices of banks headquartered in other BISreporting countries, whose positions are inprinciple included in the consolidated reportingof their head offices and which should onlyreport claims on their respective home

country.2) Offices of banks headquartered in countries

other than the BIS reporting countries;unconsolidated claims.

3) Offices of banks headquartered in otherBIS reporting countries, whose positionsare not included in the consolidatedreporting of their head offices;consolidated claims. This is an of whichof bank type D.

Cross-border claims T ***

Local claims of foreign offices in allcurrencies

U ***

Derivatives contracts V ***

Guarantees extended W ***

Credit commitments X ***

3. Data type * Required for measure F only

** Required for both measure Fand U

*** Required for measure U only# Being reported voluntarily by

some reporting countries formeasure F

International claims (cross-borderclaims in all currencies and local claims

in foreign currencies)

A *

Of which: Local claims in foreigncurrencies

Y *

International claims by maturity:

Up to and including 1 year B * Note: A = (B + C + D + E) = (F + G +H + I) for measure FOver 1 year and up to 2 years C *

Over 2 years D * Note: S = (F + G + H + I) = (T + U)for measure UUnallocated by maturity E *

Claims by sector: 4. Reporting country

Banks F ** See 1.5of BIS_CBS

Public sector G ** 5. Vis--vis country

Non-bank private sector H ** See 1.6 of BIS_CBS

Unallocated by sector I **

Documents

CBS Data Structure