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New Data: Cross-country - BIS debt securities - Overhaul
Wednesday, 02 Jan 2019 07:34 ET
By Edward Chaplin
Summary
December 2018 -- Data Buffet now carries the full expanded BIS "debt securities statistics" database (213,360 new quarterly series from 1952).
Detail

In 2016 the BIS expanded their database of cross-country debt security issuance and outstandings from 7,000 concepts to over 200,000. In response, we have:

  1. Archived existing series, by marking metadata as discontinued and by segregating in the catalog.
  2. Added the remaining series with uniform mnemonics.

Dataset properties:

  • Method: BIS Handbook on securities statistics
  • Data dimensions: See below
  • Do all data dimension combinations exist? No
  • Measurement: Millions of U.S. dollars (Mil. USD)
  • Seasonal adjustment: Not seasonally adjusted (NSA)
  • Native frequency: Quarterly
  • Start date: As early as 1952Q1

Data dimensions by position:

  1. Issuer location, 2, nationality | residence
  2. Sector of immediate borrower, 10, all | central bank | financial corporations | etc.
  3. Sector of ultimate borrower, 12, all | public bank | non-financial corporations | etc.
  4. Issue market, 3, all | domestic | international
  5. Issue currency group
  6. Issue currency
  7. Original maturity, 3, total | long term | short term
  8. Remaining maturity
  9. Rate type
  10. Default risk
  11. Collateral type
  12. Measure, 3, gross | net | amount outstanding

In the description metadata, the dimensions are concatenated and separated by hyphens;  several of the dimensions are depicted as key-value pairs. Our concept codes leverage the BIS database keys and are therefore unusually (but unavoidably) long. For example:

  • Q:1C:3P:J:1:C:A:A:TO1:A:A:A:A:A:G
  • BISDS1C3PJ1CAATO1AAAAAGUQ

The series reside in the historical catalog (Cross-Country » Bank for International Settlements (BIS) » Securities) and include, for example:

  • BISDS1C3P11CAAEU1AAAAACUQ.IORG = Debt securities by issuer residence: International organisations - Immediate borrower=All issuers - Ultimate borrower=All issuers - International markets - Currency group=All currencies - Issue currency=ECU; EUR; legacy currencies in the euro - Original maturity=Total - Remaining maturity=Total - All rate types - Gross, (Mil. USD, NSA)
  • BISDS3PGB1ICAAUSDAACAAGUQ.IGBR = Debt securities by issuer nationality: United Kingdom - Immediate borrower=All issuers - Ultimate borrower=Public banks - International markets - Currency group=All currencies - Issue currency=USD - Original maturity=Total - Remaining maturity=Total - Straight fixed rate - Net, (Mil. USD, NSA)
  • BISDSRO3PB1CAAEU1AAAAAIUQ.IROU = Debt securities by issuer residence: Romania - Immediate borrower=Financial corporations - Ultimate borrower=All issuers - International markets - Currency group=All currencies - Issue currency=ECU; EUR; legacy currencies in the euro - Original maturity=Total - Remaining maturity=Total - All rate types - Amounts outstanding, (Mil. USD, NSA)

Because catalog locations are subject to change, the upper-right search box on DataBuffet.com provides a "find in catalog" mode that accepts a mnemonic.

References

Other
Related ReleaseDebt securities statistics
SourceBank for International Settlements (BIS)
FrequencyQuarterly
GeographyWorld
Catalog
Upcoming
Release DateReference date
08 Dec 20192Q 2019