22 October 2012

BIS: Locational banking statistics and Consolidated banking statistics

Locational banking statistics

The locational banking statistics gather quarterly data on international financial claims and liabilities of bank offices in the reporting countries. Total positions are broken down by currency, by sector (bank and non-bank), by country of residence of the counterparty and by nationality of reporting banks. Both domestically owned and foreign-owned banking offices in the reporting countries record their positions on a gross (unconsolidated) basis, including those vis-à-vis own affiliates in other countries. This is consistent with the residency principle of national accounts, balance of payments and external debt statistics.

Locational banking statistics

Consolidated banking statistics

The consolidated banking statistics report banks' on-balance sheet financial claims on the rest of the world and thereby provide a measure of the risk exposures of lenders' national banking systems. The quarterly data cover contractual lending by the head office and all its branches and subsidiaries on a worldwide consolidated basis, i.e. net of inter-office accounts. Reporting on this contractual lending on an immediate borrower basis allows the allocation of claims to the bank entity that would bear the losses as a result of default by borrowers. Total claims are broken down by maturity, sector (banks, non-bank private sector and public sector), as well as vis-à-vis country. Furthermore, to reflect the fact that banks' country risk exposures can differ substantially from that of contractual lending due to the use of risk mitigants such as collateral, reporting countries provide information on claims on a so-called ultimate risk basis from June 1999. Moreover, information on exposures resulting from derivatives contracts, guarantees extended and credit commitments are provided as of 2005 Q1.

Consolidated banking statistics

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