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

• About debt securities statistics
• Enhancements to BIS debt securities statistics (2012)
• Handbook on securities statistics (2015)