7 days or less

Remaining maturity

Original maturity

Maturity

Consolidated banking

International debt securities (BIS-compiled)

OTC derivatives outstanding

OTC derivatives turnover

Consolidated banking statistics

Triennial Survey

Actual social contributions from employers and households

Stocks, Transactions, Other Flows

Debt securities statistics

All currencies excluding core (ie USD, EUR, JPY, CHF and GBP)

All currencies excl. core

Currency denomination

Unit of measure

Currency type of booking location

Currency of denomination

Currency

Locational banking

Global liquidity indicators

The price of one country's currency in relation to another.

US dollar exchange rates

Locational banking 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.

Global liquidity

Bilateral exchange rates

Value of an asset or liability at a point in time.

Amounts outstanding / Stocks

Measure

To be used for data collected or disseminated every year.

Annual

Frequency

The time interval at which observations occur over a given time period.

Central bank total assets

Tracks the evolution of the size of central bank balance sheets across the world.

In the LBS and in the GLI, quarterly growth rates compounded over four quarters.

Annual growth (BIS calculated)

In combination with INSTR_ASSET F4 and REF_AREA 4D the code should be read as  "Assistance loan under EU stability mechanism"

Assistance [INSTR_ASSET] under [REF_AREA] stability mechanism - LCD concept

Custom breakdown codification

This methodology follows accounting rules, generally applied to the audited annual financial statement. For high-frequency data (eg lower than annual), data may not be audited but follows the same methodology.

Audited financial statement

Compilation methodology

All countries that are BIS reporting countries. The BIS reporting area varies by data set. See also “BIS reporting country”.

BIS reporting area

Country with an authority that participates in a BIS-organised data collection. Countries with authorities that report the LBS and CBS are listed on the BIS website: www.bis.org/statistics/rep_countries.htm. The number of BIS reporting countries varies by data set.

BIS reporting country

Financial institution that participates in a BIS-organised data collection. See also “reporting bank” and “reporting dealer”.

BIS reporting institution

The spliced series mayfollow multiple methodologies as a result of the splicing performed by the BIS. The methodologies are detailed in the compilation attribute

BIS-spliced

Trades where the liabilities, obligations and rights of the second deal are exactly the same as those of the original deal. They are normally conducted between affiliates, but can also involve other unrelated entities.

Back-to-back trades

Counterparty sector

Subset of other financial used in CDS reporting.

Banks and securities firms

Central banks; currency boards or independent currency authorities that issue national currency that is fully backed by foreign exchange reserves; government-affiliated agencies that are separate institutional units and primarily perform central bank activities; and international organisations that undertake activities similar to those of central banks.

Banks, central banks

Lending sector

Borrowers' sector

Credit-to-GDP gaps

Entities that are part of the same banking group, ie that are within the perimeter of consolidation of the controlling parent institution. Includes the controlling parent institution, the head office of the bank (if different), and branches or subsidiaries that are part of the consolidated reporting entity.

Banks, related offices

Business between banks. In the LBS, "interbank" typically refers to business between banking offices and thus includes inter-office business.

Banks, total

Entities that stay outside a banking group (ie do not have the same consolidated reporting entity).

Banks, unrelated banks

Below investment grade

Rating (outstanding) or settlement (FX turnover)

Changes in assets and liabilities between opening and closing balance sheets that are due neither to transactions between institutional units nor to changes in value. (MFSM, 193)

Break in stocks

CBS-reporting country

CPMI cashless payments

Retail payments, currency and related indicators

CPMI institutions

CPMI macro

CPMI participants

Financial market infrastructures and critical service providers

CPMI payment devices

CPMI systems

Synonyms: Calendar effects; calendar factors

Calendar component

Adjustment indicator

Includes common shares, preferred shares, retained earning

Capital / equity

Balance sheet position

Capital transfers, excluding nonlife insurance capital claims

Cash payment at inception - LCD concept

Central counterparties are entities that interpose between counterparties to contracts traded in one or more financial markets, becoming the buyer to every seller and the seller to every buyer.

Central Counterparties

Financial institution that exercises control over key aspects of the financial system. Central banks include the following entities: national central banks, central banks of a currency union, currency boards and government-affiliated agencies that are a separate institutional unit and primarily perform central bank activities. In the LBS, the BIS is classified as a central bank.

Central bank

Issuer sector - immediate borrower

Issuer sector - ultimate borrower

It contains a data set on central bank policy rates that tracks the evolution of policy rates of more than 40 central banks across the world.

Central bank policy rates

The interest rate which best captures the monetary authorities' policy intentions.

Changes in inventories (P52), acquisition less disposals of valuables (P53) and acquisition less disposals of non-financial non-produced assets (NP)

Changes in inventories and acquisition less disposals of valuables

Changes in net worth due to other economic flows

Classifications

Breaks

Collection period

Contracts that have a return, or a portion of their return, linked to the price of, or to a price index of, a commodity such as a precious metal (other than gold), petroleum, lumber or agricultural products.

Commodities

Risk category

Compensation of employees and other taxes excluding other subsidies on products

Compensation of employees, excluding for own-account capital formation [IMF GFSM definition]

The organisation compiling the data being reported.

Compiling agency

Compression is a process of replacing multiple offsetting derivatives contracts with fewer deals of the same net risk to reduce the notional value of the portfolio.

Compression trades

Information about the confidentiality status of the object to which this attribute is attached.

Confidentiality - status

A consortium bank is a bank owned by two or more entities, in which no single entity has a controlling interest.

Consortium and unclassified

Type of reporting institutions

The consumer price index statistics track the average change in the price of goods and services purchased by households. This data set covers several decades.

Consumer prices

An index that measures the average change in the price of consumer items (goods and services) purchased by households in a given period. It is based on regular surveys of representative consumption baskets.

Consumer prices statistics

Consumption of fixed capital (use of fixed assets) [IMF GFSM definition]

Contracts in which the payout is linked primarily to some measure of the creditworthiness of a particular reference credit.

Credit Derivatives

Promise by a creditor to lend up to a specified amount to a borrower on demand. In the CBS, credit commitments refer to commitments that are irrevocable unilaterally by the creditor, ie revocable only with the consent of the borrower.

Credit commitments

Contract whereby the seller commits to repay an obligation (eg bond) underlying the contract at par in the event of a default. To produce this guarantee, a regular premium is paid by the buyer during a specified period.

Credit default swaps

Instrument

Exchange-traded derivatives

Exchange-traded derivatives statistics

Contracts in which the protection buyer (risk shedder) pays a fixed periodic fee in return for a contingent payment by the protection seller (risk taker), triggered by a credit event on a reference entity. This is total value of all components.

The credit-to-GDP gap is defined as the difference between the credit-to-GDP ratio and its long-run trend, and captures the build-up of excessive credit in a reduced form fashion.

Credit-to-GDP gaps (actual-trend)

Credit gap data type

The HP filter is a statistical tool used in macroeconomics, especially in real business cycle theory, to remove the cyclical component of a time series.

Credit-to-GDP trend (HP filter)

Position on a non-resident - for example, claim on or liability to a counterparty located in a country other than the country where the banking office that books the position is located.

Cross-border

Position type

Cross-border claims are positions on counterparties located outside the country where the entity that books the position is located.

Cross-border claims

Monetary denomination of the object being measured.

Used to specify the underlying currency if in UNIT_MEASURE e.g. XDC is used

Currency code used for compilation

Contract between two parties to exchange sequences of payments during a specified period, where each sequence is tied to a different currency. At the end of the swap, principal amounts in the different currencies are usually exchanged.

Currency swaps

Contracts to exchange streams of interest payments in different currencies for an agreed period of time and potenital exchange of principal amounts in different currencies at a pre agreed exchange rate at maturity.

Current grants to/from governments and international organizations

Current international cooperation, miscellaneous current transfers and VAT and GNI-based EU own resources

OOCT=D29 + D4 - D41 + D5 +  D7 -D751 + D8

Current taxes on income, wealth, etc.  + other taxes on production  + property income other than interest + other current transfers  excluding current transfers to NPISH

Current taxes on income, wealth, etc., Other taxes on production, Property income other than interest, Other current transfers and Adjustment for the change in pension entitlements

GD7R(credit)=D3NOA+GD75
GD7R(debit)=D2NOA+D5+D75

Current transfers not elsewhere classified

Current transfers within general government, current international cooperation and miscellaneous current transfers

Trades executed between the reporting dealer and either a customer or a non-reporting dealer that are not intermediated by a third party.

Customer direct

Execution method

Customs and other import duties

To be used for data collected or disseminated every day.

Daily

Similar to "daily", however there are no observations for Saturdays and Sundays (so, neither "missing values" nor "numeric values" should be provided for Saturday and Sunday). This treatment  ("business") is one way to deal with such cases, but it is not the only option. Such a time series could alternatively be considered daily ("D"), thus, with missing values in the weekend.

Daily – businessweek

Operations performed on data to derive new information according to a given set of rules.

Data compilation

Data dissemination agency

This code is used when data for a given category are missing and are included in another category, sub-total or total. Generally where code “K” is used there should be a corresponding code "W - Includes data from another category" assigned to the over-covered category. Implementers and data reporters should use the COMMENT_OBS observation-level attribute to specify under which category the data are included.

Data included in another category

Observation status

Negotiable instrument serving as evidence of a debt. Debt securities include the following instruments: bills, bonds, notes, negotiable certificates of deposit, commercial paper, debentures, asset-backed securities, money market instruments and similar instruments normally traded in financial markets.

Debt securities

Type of instruments

Debt service costs - comprising interest payments and debt amortisations - as a proportion of income. The DSR is a measure of the financial constraints imposed by indebtedness.

Debt service ratios

Forwards with physical delivery of the two underlying currencies at maturity.

Deliverable forwards

HIE_BIS_LBS_DISS_L_INSTR whose value depends on some underlying financial asset, commodity or predefined variable.

Derivatives

Clause in an agreement (e.g. legal act, gentlemen’s agreement) stating that some provisions in the agreement are not to be implemented by designated parties; these derogations may affect the observation or cause a missing value. In general, derogations are limited in time.

Derogation

Disposable income, gross, adjusted for the net change in pension entitlements

Dissemination organisation

Bank whose controlling parent is located in the respective BIS reporting country - for example, a bank with a controlling parent located in the United States is a US domestic bank.

Domestic banks

SFTs whose collateral that has been issued by an entity located in the same country as the reporting country

Domestic collateral

Currency of the country where the borrower or issuer resides.

Domestic currency

Issue currency group

The domestic currency refers to the currency that is legal tender in the reporting country, which is typically the currency issued by the reporting country’s central bank or monetary authority. In the LBS, the terms “domestic currency” and “local currency” are used interchangeably. By contrast, in the CBS the domestic currency is not the same as the local currency. In the CBS, local currency refers to the currency of the country where the counterparty resides.

Domestic currency (ie currency of bank location country)

Currency type of reporting country

A security is classified as domestic if all (i) the location of the issue's registration, (ii) the governing law, and (iii) the listing location point to the residence of the immediate issuer.

Domestic market

Issue market

Economically active population

Other direct electronic trading systems. For example, the client receives a dedicated price stream directly from the reporting dealer (Bloomberg Chat, Refinitiv Conversational Dealing, direct API price streams).

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Glossary

Credit Derivatives