bis quarterly chart pack - september 2015, bank for international settlements
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BIS Q September 2015
BIS Quarterly Review, September 2015A1Annexes
BIS Statistics: Charts
The statistics published by the BIS are a unique source of information about the structure of and activity in the global financial system. BIS statistics are presented in graphical form in this annex and in tabular form in the BIS Statistical Bulletin, which is published concurrently with the BIS Quarterly Review. For introductions to the BIS statistics and a glossary of terms used in this annex, see the BIS Statistical Bulletin.The data shown in the charts in this annex can be downloaded from the BIS Quarterly Review page on the BIS website (www.bis.org/publ/quarterly.htm). Data may have been revised or updated subsequent to the publication of this annex. For the latest data and to download additional data, see the statistics pages on the BIS website (www.bis.org/statistics/index.htm). A release calendar provides advance notice of publication dates (www.bis.org/statistics/relcal.htm).
A Locational banking statisticsA.1 Cross-border claims, by sector, currency and instrument............................................ A3 A.2 Cross-border claims, by borrowing region......................................................................... A4 A.3 Cross-border claims, by borrowing country ...................................................................... A5
A.4 Cross-border claims, by nationality of reporting bank and currency of denomination................................................................................................................................. A6
A.5 Cross-border liabilities of reporting banks......................................................................... A7
Consolidated banking statistics
Consolidated claims of reporting banks on advanced economies........................... A8
Consolidated claims of reporting banks on emerging market economies ........... A9
Debt securities statistics
C.1 Global debt securities markets..............................................................................................A10
C.2 Total debt securities, by sector of issuer ...........................................................................A10
C.3 International debt securities, by currency and sector ..................................................A11
C.4 International debt securities issued by borrowers from emerging market economies .....................................................................................................................................A11
D Derivatives statistics
D.1 Exchange-traded derivatives..................................................................................................A12
1http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
A2BIS Quarterly Review, September 2015D.2 Global OTC derivatives markets ...........................................................................................A13
D.3 OTC foreign exchange derivatives.......................................................................................A13
D.4 OTC interest rate derivatives.................................................................................................. A14
D.5 OTC equity-linked derivatives ............................................................................................... A14
D.6 OTC commodity derivatives ................................................................................................... A15
D.7 Credit default swaps..................................................................................................................A15
D.8 Concentration in global OTC derivatives markets.........................................................A16
Global liquidity indicators
E.1 Growth of international bank credit....................................................................................A17Global bank credit to the non-bank sector, by residence of borrower ................A18 E.3 Global credit to the non-financial sector, by currency ................................................A19
Statistics on total credit to the non-financial sector
F.1 Total credit to the non-financial sector (core debt) .....................................................A20
Total credit to the private non-financial sector (core debt) .....................................A21Bank credit to the private non-financial sector (core debt) ......................................A22 F.4 Total credit to households (core debt) ..............................................................................A23 F.5 Total credit to non-financial corporations (core debt)................................................A24
Total credit to the government sector at market value (core debt)....................... A25
Total credit to the government sector at nominal value (core debt) ....................A26
Debt service ratios for the private non-financial sectorG.1 Debt service ratios of the private non-financial sector ...............................................A27 G.2 Debt service ratios of households .......................................................................................A28 G.3 Debt service ratios of non-financial corporations.........................................................A29
Property price statistics
H.1 Real residential property prices ............................................................................................ A30
Effective exchange rate statistics
I.1 Real effective exchange rates ................................................................................................ A312BIS Quarterly Review, September 2015http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdf
3we will publish a regular chart pack of key graphs
https://twitter.com/HyunSongShin/status/643068234103713792 www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfwww.bis.org/publ/qtrpdf/r_qt1509_charts.pdf
BIS Quarterly Review, September 2015
BIS Quarterly Review, September 2015A3ALocational banking statistics
Cross-border claims, by sector, currency and instrumentAmounts outstanding1 (USD trn)Adjusted changes2 (USD bn) By sector of counterpartyGraph A.1Annual change3 (per cent)
By currencyBy instrumentFurther information on the BIS locational banking statistics is available at www.bis.org/statistics/bankstats.htm.1 At quarter-end. Amounts denominated in currencies other than the US dollar are converted to US dollars at the exchange rate prevailing on the reference date. 2 Quarterly changes in amounts outstanding, adjusted for the impact of exchange rate movements between quarter-ends and methodological breaks in the data. 3 Geometric mean of quarterly percentage adjusted changes. 4 Includes central banks and banks unallocated by subsector between intragroup and unrelated banks. 5 Other reported currencies, calculated as all currencies minus USD, EUR, JPY and unallocated currencies. The currency is known but reporting is incomplete.
0102030
2011 2012Non-bank2013 2014
Related offices
1,00050005002010 2011 2012 2013 2014 2015
Unrelated banks4
Unallocated
201001020112012201320142015
01020302011 2012
2013 2014EURUSD
JPY
1,00050005002010 2011 2012 2013 2014 2015
Other currencies5
Unallocated
201001020112012201320142015
0102030
2011 2012Loans and deposits
2013 2014Debt securities
1,0005000500
2010 2011 2012 2013 2014 2015Other InstrumentsUnallocated
3015015201120122013201420154http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
A4BIS Quarterly Review, September 2015
Cross-border claims, by borrowing regionAmounts outstanding1 (USD trn)Adjusted changes2 (USD bn) On all countriesGraph A.2Annual change3 (per cent)
On offshore centresOn emerging market economiesFurther information on the BIS locational banking statistics is available at www.bis.org/statistics/bankstats.htm.1 At quarter-end. Amounts denominated in currencies other than the US dollar are converted to US dollars at the exchange rate prevailing on the reference date. 2 Quarterly changes in amounts outstanding, adjusted for the impact of exchange rate movements between quarter-ends and methodological breaks in the data. 3 Geometric mean of quarterly percentage adjusted changes. 4 Includes international organisations and cross-border amounts unallocated by residence of counterparty.
01020302011 2012 2013 2014
Euro area
Other European advanced
1,00050005002010 2011 2012 2013 2014 2015
Other advanced4
Offshore centres
EMEs
301501520112012201320142015
01234
20112012Caribbean offshore20132014
Asian offshore
30020010001002010 2011 2012 20132014 2015
Other offshore
45301501520112012201320142015
0123
20112012Emerging Asia and Pacific2013
2014Emerging Europe
20002004002010 2011 2012 20132014 2015
Emerging Latin America and Caribbean
Emerging Africa and Middle East
2002040201120122013201420155http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
BIS Quarterly Review, September 2015A5
Cross-border claims, by borrowing countryAmounts outstanding1 (USD trn)Adjusted changes2 (USD bn) On selected advanced economiesGraph A.3Annual change3 (per cent)
2011 2012 2013 2014United StatesUnited Kingdom
On selected offshore centresOn selected emerging market economiesFurther information on the BIS locational banking statistics is available at www.bis.org/statistics/bankstats.htm.1 At quarter-end. Amounts denominated in currencies other than the US dollar are converted to US dollars at the exchange rate prevailing on the reference date. 2 Quarterly changes in amounts outstanding, adjusted for the impact of exchange rate movements between quarter-ends and methodological breaks in the data. 3 Geometric mean of quarterly percentage adjusted changes.051015
6003000300
2010 2011 2012 2013 2014 2015FranceGermanyJapan
301501520112012201320142015
0123
2011201220132014Cayman IslandsHong Kong SAR
30015001502010 2011 2012 2013 2014 2015
SingaporeJersey
Bahamas
603003020112012201320142015
0.00.51.01.5
2011 2012 2013 2014 20152010 2011 2012 2013 2014 2015ChinaBrazilIndiaRussiaSouth Africa1000100200
50050100201120122013201420156http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
A6BIS Quarterly Review, September 2015
Cross-border claims, by nationality of reporting bank and currency of denominationAmounts outstanding1 (USD trn)Adjusted changes2 (USD bn)Annual change3 (per cent) All currenciesGraph A.4
US dollarEuroFurther information on the BIS locational banking statistics is available at www.bis.org/statistics/bankstats.htm.1 At quarter-end. Amounts denominated in currencies other than the US dollar are converted to US dollars at the exchange rate prevailing on the reference date. 2 Quarterly changes in amounts outstanding, adjusted for the impact of exchange rate movements between quarter-ends and methodological breaks in the data. 3 Geometric mean of quarterly percentage adjusted changes.
01020 30
2011Other2012 20132014
Japan
France
1,0005000500
2010 2011 2012 2013 2014 2015GermanyUnited States
201001020112012201320142015
036912
2011Other2012 2013
2014United StatesJapan
1,00050005001,000
2010 2011 2012 2013 2014 2015United KingdomSwitzerland
30150153020112012201320142015
04812
2011 2012 2013 20142010 2011 2012 2013 2014 2015OtherGermanyFranceNetherlandsUnited Kingdom6003000300
4020020201120122013201420157http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
BIS Quarterly Review, September 2015A7
Cross-border liabilities of reporting banksAmounts outstanding1 (USD trn)Adjusted changes2 (USD bn) On emerging market economiesGraph A.5Annual change3 (per cent)
On central banks
2011 2012 2013 2014 2015USDEURJPY
By currency type and locationFurther information on the BIS locational banking statistics is available at www.bis.org/statistics/bankstats.htm.1 At quarter-end. Amounts denominated in currencies other than the US dollar are converted to US dollars at the exchange rate prevailing on the reference date. 2 Quarterly changes in amounts outstanding, adjusted for the impact of exchange rate movements between quarter-ends and methodological breaks in the data. 3 Geometric mean of quarterly percentage adjusted changes.0.00.61.21.82.42011 2012 20132014 2015Emerging EuropeEmerging Asia and Pacific150750751502010 2011 2012 2013 2014 2015Emerging Latin America and CaribbeanEmerging Africa and Middle East402002040201120122013201420150.00.30.60.9
100500502010 2011 2012 20132014 2015
Other currencies
Unallocated
603003020112012201320142015
0102030
2011 2012Cross-border2013 2014in all currencies
Resident in foreign currencies
1,20060006002010 2011 2012 2013 2014 2015
Unallocated
2010010201120122013201420158http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
A8BIS Quarterly Review, September 2015BConsolidated banking statisticsConsolidated claims of reporting banks on advanced economiesGraph B.1
Foreign claims and local positions1, 2(USD bn)Foreign claims of selected creditors1, 3 (USD bn)International claims, by sector and maturity4 (per cent)
On the euro area
On the United StatesOn JapanFurther information on the BIS consolidated banking statistics is available at www.bis.org/statistics/bankstats.htm.
AU = Australia; CH = Switzerland; DE = Germany; FR = France; GB = United Kingdom; JP = Japan; NL = Netherlands; US = United States.1 Amounts outstanding at quarter-end. Amounts denominated in currencies other than the US dollar are converted to US dollars at the exchange rate prevailing on the reference date. 2 Excludes domestic claims, ie claims on residents of a banks home country. 3 Foreign claims on an ultimate risk basis, by nationality of reporting bank. The banking systems shown are not necessarily the largest foreign bank creditors on each reference date. 4 As a percentage of international claims outstanding. 5 On an ultimate risk basis. 6 On an immediate counterparty basis. Includes the unconsolidated claims of banks headquartered outside but located inside CBS-reporting countries.
03,0006,0009,0002011 2012 2013 2014 2015
2507501,2501,750
2011 2012 2013FRUSDEGB
2014 2015JP
152535452011201220132014
2,0003,5005,0006,5002011 2012 2013 20142015
2005509001,250
2011 2012 2013JPCHGBFR
2014 2015DE
02040602011201220132014
0250500750
2011 2012 2013 2014Foreign claims (ultimate)5 Foreign claims (immediate)62015
2011 2012 2013 USGB FRAULocal claims in local currency Local liabilities in local currency0100200300
2014 2015NL
0255075
2011 2012 2013 2014Banks Official sectorNon-bank private sector Up to and including 1 year20159http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
BIS Quarterly Review, September 2015A9Consolidated claims of reporting banks on emerging market economiesGraph B.2
Foreign claims and local positions1, 2(USD bn)Foreign claims of selected creditors1, 3 (USD bn)International claims, by sector and maturity4 (per cent)
On developing Asia and the Pacific
On developing EuropeOn developing Latin America and the CaribbeanFurther information on the BIS consolidated banking statistics is available at www.bis.org/statistics/bankstats.htm.AT = Austria; CA = Canada; DE = Germany; ES = Spain; FR = France; GB = United Kingdom; JP = Japan; NL = Netherlands; US = United States.1 Amounts outstanding at quarter-end. Amounts denominated in currencies other than the US dollar are converted to US dollars at the exchange rate prevailing on the reference date. 2 Excludes domestic claims, ie claims on residents of a banks home country. 3 Foreign claims on an ultimate risk basis, by nationality of reporting bank. The banking systems shown are not necessarily the largest foreign bank creditors on each reference date. 4 As a percentage of international claims. 5 On an ultimate risk basis. 6 On an immediate counterparty basis. Includes the unconsolidated claims of banks headquartered outside but located inside CBS-reporting countries.
07501,5002,2502011 2012 2013 2014 2015
0150300450
2011 2012 2013GBJPUSFR
2014 2015DE
02040602011201220132014
2005509001,2502011 2012 2013 2014 2015
50115180245
2011 2012 2013ATDEFRUS
2014 2015NL
02040602011201220132014
4006509001,150
2011 2012 2013 2014 2015Foreign claims (ultimate)5 Foreign claims (immediate)6 Local claims in local currency Local liabilities in local currency
2011 2012 2013 ESGB USCA0150300450
2014 2015JP
10254055
2011 2012 2013 2014Banks Official sectorNon-bank private sector Up to and including 1 year10http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
A10BIS Quarterly Review, September 2015CDebt securities statistics
Global debt securities markets1Amounts outstanding, in trillions of US dollars2
By market of issueBy sector of issuerGraph C.1By currency of denomination3
Further information on the BIS debt securities statistics is available at www.bis.org/statistics/secstats.htm.TDS = total debt securities; DDS = domestic debt securities; IDS = international debt securities; GG = general government; NFC = non- financial corporations; IO = international organisations; FC = financial corporations; HH = households and non-profit institutions serving households; USD = US dollar; EUR = euro; JPY = yen; OTH = other currencies.1 Sample of countries varies across breakdowns shown. For countries that do not report TDS, data are estimated by the BIS as DDS plus IDS. For countries that do not report either TDS or DDS, data are estimated by the BIS as IDS. 2 At quarter-end. Amounts denominated in currencies other than the US dollar are converted to US dollars at the exchange rate prevailing on the reference date. 3 Where a currency breakdown is not available, DDS are assumed to be denominated in the local currency.
Sources: IMF; Dealogic; Euroclear; Thomson Reuters; Xtrakter Ltd; national data; BIS debt securities statistics; BIS calculations.
Further information on the BIS debt securities statistics is available at www.bis.org/statistics/secstats.htm.AU = Australia; BR = Brazil; CA = Canada, CN = China; DE = Germany; ES = Spain, FR= France; GB = United Kingdom; IE = Ireland, IT = Italy; JP = Japan; KR = Korea; KY = Cayman Islands; NL = Netherlands; US = United States.1 For countries that do not report TDS, data are estimated by the BIS as DDS plus IDS. 2 Amounts denominated in currencies other than the US dollar are converted to US dollars at the exchange rate prevailing on the reference date.
Sources: National data; BIS debt securities statistics.
Total debt securities, by residence and sector of issuer1Amounts outstanding at end-December 2014, in trillions of US dollars2
LhsRhsGraph C.203060901011TDS1213DDS14IDS01530451011GG FC12NFC HH1314IO102030401011USD OTH121314JPYEUR
010203040
01234USJPGB
CNFRFinancial corporationsDEITNL
CABRESAUKRHouseholds and non-profit institutions serving householdsKYIEGeneral governmentNon-financial corporations11http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
BIS Quarterly Review, September 2015A11
International debt securities, by currency and sectorIn trillions of US dollars
Gross and net issuanceNet issuance, by currencyGraph C.3Net issuance, by sector of issuer
Further information on the BIS debt securities statistics is available at www.bis.org/statistics/secstats.htm.EUR = euro; USD = US dollar; JPY = yen; OTH = other currencies; GG = general government; FC= financial corporations; NFC = non- financial corporations; IO = international organisations.
Sources: IMF; Dealogic; Euroclear; Thomson Reuters; Xtrakter Ltd; BIS debt securities statistics.
International debt securities issued by borrowers from emerging market economies1Net issuance, in billions of US dollarsGraph C.4
By residence of issuer2By nationality of issuer3By sector of issuers parent4
Further information on the BIS debt securities statistics is available at www.bis.org/statistics/secstats.htm.BR = Brazil; CN = China; IN = India; KR = Korea; RU = Russia; GG = general government; FI = financial corporations; NFI = non-financial corporations.1 For the sample of countries comprising emerging market economies, see the glossary to the BIS Statistical Supplement. 2 Country where issuer resides. 3 Country where issuers controlling parent is located. Includes issuance by financing vehicles incorporated in offshore financial centres with parents based in an emerging market economy. 4 By nationality, ie issuers with parents based in an emerging market economy. Issuers are grouped by sector of their parent.
Sources: IMF; Dealogic; Euroclear; Thomson Reuters; Xtrakter Ltd; BIS debt securities statistics.
3.01.50.01.5101112131415
0.500.250.000.251011121314150.500.250.000.25101112131415
2002040602011 2012
2013 2014 2015IN CNOther BR
RU KR
3003060902011 2012
2013 2014 2015INRUCNKROther BR
300306090101112131415
GG
Government FinancialsFI NFI
FI NFINon-financialsGrossRedemptionsEURUSDJPYGGNFCIONetOTHFC
12http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
A12BIS Quarterly Review, September 2015DDerivatives statisticsExchange-traded derivativesGraph D.1
Open interest, by currency1Daily average turnover, by currency2Daily average turnover, by location of exchange2
Foreign exchange derivatives3
USD bnUSD bnUSD bnInterest rate derivatives3USD trnUSD trnUSD trnFurther information on the BIS derivatives statistics is available at www.bis.org/statistics/extderiv.htm.1 At quarter-end. Amounts denominated in currencies other than the US dollar are converted to US dollars at the exchange rate prevailing on the reference date. 2 Daily turnover averaged over the quarter. 3 Futures and options.Sources: FOW; Futures Industry Association; BIS derivatives statistics.
010020030007 08 09 10 11 12 13 14 15
05010015007 08 09 10 11 12 13 14 15
0501001502011 2012 2013 20142015
015304507 08 09 10 11 12 13 14 15
0.01.53.04.507 08 09 10 11 12 13 14 15
0.02.55.07.52011 2012 2013 20142015US dollarSterlingUS dollarSterlingNorth AmericaAsia and PacificEuroYenEuroYenEuropeOther markets
US dollarSterlingUS dollarSterlingNorth AmericaAsia and PacificEuroYenEuroYenEuropeOther Markets
13http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
BIS Quarterly Review, September 2015A13Global OTC derivatives marketsGraph D.2
Notional principal1Gross market value1
Gross credit exposure1Per centUSD trnUSD trnUSD trnFurther information on the BIS derivatives statistics is available at www.bis.org/statistics/derstats.htm.1 At half-year end (end-June and end-December). Amounts denominated in currencies other than the US dollar are converted to US dollars at the exchange rate prevailing on the reference date.
OTC foreign exchange derivativesNotional principal1
By currencyBy maturityGraph D.3
By sector of counterpartyPer centUSD trnPer centUSD trnFurther information on the BIS derivatives statistics is available at www.bis.org/statistics/derstats.htm.1 At half-year end (end-June and end-December). Amounts denominated in currencies other than the US dollar are converted to US dollars at the exchange rate prevailing on the reference date.
020040060007 08 09 10 11
12 13 14Commodities CDSUnallocatedInterest rate FXEquity
010203007 08 09 10 1112 13 14
Interest rate FXEquity
Commodities CDSUnallocated
0102030
0.01.53.04.5
07 08 09 10 11 12 13 14Share of gross market value (lhs) Amounts (rhs)
020406080
07 08 09 10US dollar Euro
11 12 13 14Sterling Yen
07 08 09 10 11 12 13 14
One year or lessOver 1 year and up to 5 years Over 5 years
0255075100
020406080
07 08 09 10 11 12 13 14Lhs: Share of other financial institutionsRhs:Reporting dealersOther financial institutions Non-financial institutions1007550250
14http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
A14BIS Quarterly Review, September 2015OTC interest rate derivativesNotional principal1Graph D.4
By currencyBy maturity
By sector of counterpartyPer centUSD trnPer centUSD trnFurther information on the BIS derivatives statistics is available at www.bis.org/statistics/derstats.htm.1 At half-year end (end-June and end-December). Amounts denominated in currencies other than the US dollar are converted to US dollars at the exchange rate prevailing on the reference date.
OTC equity-linked derivativesNotional principal1Graph D.5
By equity marketBy maturity
By sector of counterpartyPer centUSD trnPer centUSD trnFurther information on the BIS derivatives statistics is available at www.bis.org/statistics/derstats.htm.1 At half-year end (end-June and end-December). Amounts denominated in currencies other than the US dollar are converted to US dollars at the exchange rate prevailing on the reference date.
060120180240
07 08 09 10US dollar Euro
11 12 13 14Sterling Yen
025507510007 08 09 10 11 12 13 14
One year or lessOver 1 year and up to 5 years Over 5 years
0255075100
0150300450600
07 08 09 10 11 12 13 14Lhs: Share of other financial institutionsRhs:Reporting dealersOther financial institutions Non-financial institutions
0.01.53.04.56.07.5
07 08 09 10 11United States
12 13 14Japan OtherEuropean countries
02040608010007 08 09 10 11 12 13 14
One year or lessOver 1 year and up to 5 years Over 5 years
020406080100
0246810
07 08 09 10 11 12 13 14Lhs: Share of other financial institutionsRhs:Reporting dealersOther financial institutions Non-financial institutions15http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
BIS Quarterly Review, September 2015A15OTC commodity derivativesGraph D.6
Notional principal, by instrument1Per centNotional principal, by commodity1USD bnGross market value, by commodity1USD trnFurther information on the BIS derivatives statistics is available at www.bis.org/statistics/derstats.htm.1 At half-year end (end-June and end-December). Amounts denominated in currencies other than the US dollar are converted to US dollars at the exchange rate prevailing on the reference date.
Credit default swaps1Graph D.7
Notional principal
Notional principal with central counterparties (CCPs)Per centImpact of nettingPer centUSD trnUSD trnPer centUSD trnFurther information on the BIS derivatives statistics is available at www.bis.org/statistics/derstats.htm.1 At half-year end (end-June and end-December). Amounts denominated in currencies other than the US dollar are converted to US dollars at the exchange rate prevailing on the reference date.
07 08 09 10 11 12 13 14
Forwards and swaps Options
03691207 08 09 10 11 1213 14
Other commodities GoldOther precious metals
0.00.51.01.52.007 08 09 10 11 12 13 14
Other commodities GoldOther precious metals
05101520
015304560
07 08 09 10 11 12 13 14Lhs:Gross market value/notional Rhs:Single-name notionalMulti-name notional
010203040
0.01.53.04.56.020102011 2012 20132014
Lhs: CCPs/totalRhs:Single-name notional Multi-name notional
1015202530
0.00.40.81.21.620102011 2012 2013 2014
Lhs: Net/gross market valuesRhs:Gross market values Net market values1007550250
16http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
A16BIS Quarterly Review, September 2015Concentration in global OTC derivatives marketsHerfindahl index1Graph D.8
Foreign exchange derivatives2Interest rate swapsEquity-linked options
Further information on the BIS derivatives statistics is available at www.bis.org/statistics/derstats.htm.CAD = Canadian dollar; CHF = Swiss franc; EUR = euro; GBP = pound sterling; JPY = Japanese yen; SEK = Swedish krona; USD = US dollar. JP = Japan; US = United States.1 The index ranges from 0 to 10,000, where a lower number indicates that there are many dealers with similar market shares (as measured by notional principal) and a higher number indicates that the market is dominated by a few reporting dealers. 2 Foreign exchange forwards, foreign exchange swaps and currency swaps.
4006008001,000
07 08 09 10USD EUR GBP
11 12 13 14JPYSEKCHF CAD
4008501,3001,750
07 08 09 10USD EUR GBP
11 12 13 14JPYSEKCHF CAD
4002,3004,2006,10007 08 09 10 11 12 13
14Other AsianUS JPEuropeLatin America17http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdf
BIS Quarterly Review, September 2015
A18BIS Quarterly Review, September 2015Global bank credit to the non-bank sector, by residence of borrowerBanks cross-border credit plus local credit in all currencies1Graph E.2
Further information on the BIS global liquidity indicators is available at www.bis.org/statistics/gli.htm.1 Cross-border claims of LBS reporting banks plus local claims of all banks. Local claims are from national financial accounts and include credit extended by the central bank to the government. 2 Sample of 52 countries. 3 Amounts outstanding at quarter-end. Amounts denominated in currencies other than the US dollar are converted to US dollars at the exchange rate prevailing at end-March 2015.
Sources: IMF, International Financial Statistics; BIS locational banking statistics; BIS calculations.
0
241201 03 05 07 09 11 13 15
05
241201 03 05 07 09 11 13 15
05
255075100012241015200122410152024120122401 03 05 07 09 11 13 15
06121824
502502550
01 03 05 07 09 11 13 15Amounts outstanding3 (lhs):Cross-border credit Local credit
0.00.81.62.43.2
402002040
01 03 05 07 09 11 13 15Annual change (rhs): Cross-border credit Local credit
0.00.30.60.91.2
40200204001 03 05 07 09 11 13 15All countries2United StatesEuro areaUSD trnPer centUSD trnPer centUSD trnPer cent
Emerging AsiaLatin AmericaEmerging EuropeUSD trnPer centUSD trnPer centUSD trnPer cent
18http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
BIS Quarterly Review, September 2015A19Global credit to the non-financial sector, by currencyGraph E.3
Amounts outstanding1 (USD trn)Annual change (per cent)
Credit denominated in US dollars (USD)
00 01 02 03 04 05 06 07 08 09 10 11 12 13 14 15Credit denominated in euros (EUR)
00 01 02 03 04 05 06 07 08 09 10 11 12 13 14 15Credit denominated in Japanese yen (JPY)Further information on the BIS global liquidity indicators is available at www.bis.org/statistics/gli.htm.
1 Amounts outstanding at quarter-end. Amounts denominated in currencies other than USD are converted to USD at the exchange rate prevailing at end-March 2015. 2 Credit to non-financial borrowers residing in the United States/euro area/Japan. National financialaccounts are adjusted using BIS banking and securities statistics to exclude credit denominated in non-local currencies. 3 Excluding debtsecurities issued by special purpose vehicles and other financial entities controlled by non-financial parents. EUR-denominated debt securities exclude those issued by institutions of the European Union. 4 Loans by LBS reporting banks to non-bank borrowers, including non-bank financial entities, comprises cross-border plus local loans. For countries that are not LBS reporting countries, local loans in USD/EUR/JPY are estimated as follows: for China, local loans in foreign currencies are from national data and assumed to be composed of 80% USD, 10% EUR and 10% JPY; for other non-reporting countries, local loans to non-banks are set equal to LBS reporting banks cross-border loans to banks in the country (denominated in USD/EUR/JPY), on the assumption that these funds are on-lent to non-banks.
Sources: IMF, International Financial Statistics; Datastream; BIS debt securities statistics; BIS locational banking statistics.0122436483015015300103050709113015015302014 2015010203040
301501530010305070911
3015015302014 2015
01020304000 01 02 03 04 05 06 07 08 09 10 11 12 13 14 15
Credit to residents2 Of which:Credit to government
Debt securities3 Loans4
Credit to non-residents: Debt securities3Loans4Credit to non-residents:301501530010305070911
3015015302014 2015
Credit to residents219http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
A20BIS Quarterly Review, September 2015FStatistics on total credit to the non-financial sector
Total credit to the non-financial sector (core debt)As a percentage of GDP
Euro area: aggregate and major countriesEuro area: other countriesGraph F.1
Other European countriesMajor advanced economiesEmerging AsiaOther emerging AsiaLatin AmericaOther emerging market economiesFurther information on the BIS credit statistics is available at www.bis.org/statistics/totcredit.htm.
16020024028005
07Euro area
09Germany11
13France
15Italy
20024028032005
07Belgium
09Netherlands11
13Spain15
20022525027530005
07Sweden
09Switzerland11
13United Kingdom15
1201315United States1802403003600507Australia09Canada11Japan
1201802403000507
09Hong Kong SAR1113
15SingaporeChinaKorea
40801201600507
0911IndonesiaMalaysia13
15ThailandIndia
30609012005
07Argentina
09Brazil111315
Mexico
30609012005
07Poland Russia
09Saudi Arabia South Africa11
13Turkey1520http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
BIS Quarterly Review, September 2015A21
Total credit to the private non-financial sector (core debt)As a percentage of GDP
Euro area: aggregate and major countriesEuro area: other countriesGraph F.2
Other European countriesMajor advanced economiesEmerging AsiaOther emerging AsiaLatin AmericaOther emerging market economiesFurther information on the BIS credit statistics is available at www.bis.org/statistics/totcredit.htm.
9012015018005
07Euro area
09Germany11
13France
15Italy
15017520022505
07Belgium
09Netherlands11
13Spain15
15018021024005
07Sweden
09Switzerland11
13United Kingdom15
1401315United States1601802000507Australia09Canada11Japan
601201802400507
09Hong Kong SAR1113
15SingaporeChinaKorea
040801200507
0911IndonesiaMalaysia13
15ThailandIndia
020406005
07Argentina
09Brazil
11Mexico1315
2040608005
07Poland Russia
09Saudi Arabia South Africa11
13Turkey1521http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
A22BIS Quarterly Review, September 2015
Bank credit to the private non-financial sector (core debt)As a percentage of GDP
Euro area: aggregate and major countriesEuro area: other countriesGraph F.3
Other European countriesMajor advanced economiesEmerging AsiaOther emerging AsiaLatin AmericaOther emerging market economiesFurther information on the BIS credit statistics is available at www.bis.org/statistics/totcredit.htm.
6070809010005
07Euro area
09Germany11
13France
15Italy
507510012515005
07Belgium
09Netherlands11
13Spain15
8010012014016005
07Sweden
09Switzerland11
13United Kingdom15
401315United States60801001200507Australia09Canada11Japan
40801201602000507
09Hong Kong SAR1113
15SingaporeChinaKorea
03060901200507
0911IndonesiaMalaysia13
15ThailandIndia
01530456005
07Argentina
09Brazil
11Mexico1315
153045607505
07Poland Russia
09Saudi Arabia South Africa11
13Turkey1522http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
BIS Quarterly Review, September 2015A23Total credit to households (core debt)As a percentage of GDPGraph F.4
Euro area: aggregate and major countriesEuro area: other countries
Other European countriesMajor advanced economiesEmerging AsiaOther emerging AsiaLatin AmericaOther emerging market economiesFurther information on the BIS credit statistics is available at www.bis.org/statistics/totcredit.htm.
3040506005
07Euro area
09Germany11
13France
15Italy
40608010005
07Belgium
09Netherlands11
13Spain15
40608010012005
07Sweden
09Switzerland11
13United Kingdom15
401315United States60801001200507Australia09Canada11Japan
0204060800507
09Hong Kong SAR1113
15SingaporeChinaKorea
0204060800507
0911IndonesiaMalaysia13
15ThailandIndia
051015202505
07Argentina
09Brazil
11Mexico1315
01020304005
07Poland Russia
09Saudi Arabia South Africa11
13Turkey1523http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
A24BIS Quarterly Review, September 2015
Total credit to non-financial corporations (core debt)As a percentage of GDP
Euro area: aggregate and major countriesEuro area: other countriesGraph F.5
Other European countriesMajor advanced economiesEmerging AsiaOther emerging AsiaLatin AmericaOther emerging market economiesFurther information on the BIS credit statistics is available at www.bis.org/statistics/totcredit.htm.
40608010012005
07Euro area
09Germany11
13France
15Italy
9010512013515005
07Belgium
09Netherlands11
13Spain15
507510012515005
07Sweden
09Switzerland11
13United Kingdom15
601315United States7080901000507Australia09Canada11Japan
501001502000507
09Hong Kong SAR1113
15SingaporeChinaKorea
102540550507
09Indonesia
11Malaysia13
15ThailandIndia
015304505
07Argentina
09Brazil
11Mexico1315
015304505
07Poland Russia
09Saudi Arabia South Africa11
13Turkey1524http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
BIS Quarterly Review, September 2015A25
Total credit to the government sector at market value (core debt)1As a percentage of GDP
Euro area: aggregate and major countriesEuro area: other countriesGraph F.6
Other European countriesMajor advanced economiesEmerging AsiaOther emerging market economiesFurther information on the BIS credit statistics is available at www.bis.org/statistics/totcredit.htm.
1 Consolidated data for the general government sector.
507510012515005
07Euro area
09Germany11
13France
15Italy
25507510012505
07Belgium
09Netherlands11
13Spain15
2040608010005
07Sweden
09Switzerland11
13United Kingdom15
05010015020005
07Australia
09Canada
11Japan
1315United States
2030405005
07Korea09111315
2030405005
07Poland
09Turkey11131525http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
A26BIS Quarterly Review, September 2015
Total credit to the government sector at nominal value (core debt)1As a percentage of GDP
Euro area: aggregate and major countriesEuro area: other countriesGraph F.7
Other European countriesMajor advanced economiesEmerging AsiaOther emerging AsiaLatin AmericaOther emerging market economiesFurther information on the BIS credit statistics is available at www.bis.org/statistics/totcredit.htm.1 Consolidated data for the general government sector; central government for Argentina, Indonesia, Malaysia, Mexico, Saudi Arabia and Thailand.
608010012014005
07Euro area
09Germany11
13France
15Italy
2040608010005
07Belgium
09Netherlands11
13Spain15
304560759005
07Sweden
09Switzerland11
13United Kingdom15
05010015020005
07Australia
09Canada
11Japan
1315United States
03060900507
0911Hong Kong SAR
13Singapore15China
204060800507
0911IndonesiaMalaysia13
15ThailandIndia
020406080050709111315
015304560050709111315
ArgentinaBrazilMexicoPolandSaudi ArabiaTurkeyRussiaSouth Africa
26http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
BIS Quarterly Review, September 2015A27GDebt service ratios for the private non-financial sector
Debt service ratios of the private non-financial sectorDeviation from country-specific mean; in percentage points1
Euro area: major countriesEuro area: other countriesGraph G.1
Other European countriesOther economiesMajor emerging markets2Emerging Asia2Other emerging markets21 Country-specific means are based on all available data from 1999 onwards. 2 Countries which are using alternative measures of income and interest rates. Further information is available under Data documentation at www.bis.org/statistics/dsr.htm.Further information on the BIS debt service ratio statistics is available at www.bis.org/statistics/dsr.htm.
963036
01France03
0507Germany
09Italy11
13Spain15
61315Portugal420240103Belgium05Finland070911Netherlands
630360103050709111315
420240103050709111315
50510
0103Brazil
0507China
09Russia11
13Turkey15
70714
010305Hong Kong SAR India
0709Indonesia Malaysia11
13Thailand15
0
2
424
01Mexico03
05Poland07
0911South Africa1315DenmarkNorwaySwedenUnited KingdomAustraliaJapanKoreaCanadaUnited States
27http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
A28BIS Quarterly Review, September 2015
Debt service ratios of householdsDeviation from country-specific mean; in percentage points1
Euro area: major countriesEuro area: other countriesGraph G.2
Other European countriesOther economiesFurther information on the BIS debt service ratio statistics is available at www.bis.org/statistics/dsr.htm.
1 Country-specific means are based on all available data from 1999 onwards.
42024
01France03
0507Germany
09Italy11
13Spain15
61315Portugal4202
0103Belgium
05Finland07
0911Netherlands
420240103050709111315
642020103050709111315
DenmarkNorwaySwedenUnited KingdomAustraliaJapanKoreaCanadaUnited States
28http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
BIS Quarterly Review, September 2015A29
Debt service ratios of non-financial corporationsDeviation from country-specific mean; in percentage points1Euro area: major countriesEuro area: other countriesGraph G.3
Other European countriesOther economiesFurther information on the BIS debt service ratio statistics is available at www.bis.org/statistics/dsr.htm.
1 Country-specific means are based on all available data from 1999 onwards.
201001020
01France03
0507Germany0911
13Spain15Italy
201315Portugal1001020
0103Belgium
05Finland07
0911Netherlands
2010010200103050709111315
2010010200103050709111315
DenmarkNorwaySwedenUnited KingdomAustraliaJapanKoreaCanadaUnited States
29http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
A30BIS Quarterly Review, September 2015H Property price statisticsReal residential property pricesCPI-deflated; 2010 = 100Graph H.1
Euro area: aggregate and major countriesEuro area: other countries
Other European countriesMajor advanced economiesEmerging AsiaOther emerging AsiaLatin AmericaOther emerging market economiesFurther information on the BIS property price statistics is available at www.bis.org/statistics/pp.htm.
809010011005
07Euro area
09Germany11
13France
15Italy
608010012005
07Belgium
0911Netherlands
13Spain15
608010012014005
07Sweden
09Switzerland11
1315United Kingdom
608010012014005
07Australia
09Canada
11Japan13
15United States
50751001251500507
09Hong Kong SAR1113
15SingaporeChinaKorea
60801001201400507
09Indonesia11
13Malaysia
15ThailandIndia
40608010012005
07Brazil
09Mexico111315
40608010012005
07Poland
09Russia
1113South Africa
15Turkey30http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
IEffective exchange rate statisticsReal effective exchange ratesCPI-based; 19952005 = 1001Graph I.1
Euro area: aggregate and major countriesEuro area: other countries
Other European countriesMajor advanced economiesEmerging AsiaOther emerging AsiaLatin AmericaOther emerging market economiesFurther information on the BIS effective exchange rate statistics is available at www.bis.org/statistics/eer.htm.1 An increase indicates an appreciation in the economys currency in real terms against a broad basket of currencies.
809010011012005
07Euro area
09Germany11
13France
15Italy
809010011012005
07Belgium
0911Netherlands
13Spain15
608010012014005
07Sweden
0911United Kingdom
1315Switzerland
608010012014005
07Australia
09Canada
11Japan
1315United States
50751001256080100120
13Malaysia
15Thailand
25507510012505
07Argentina
09Brazil111315
Mexico
507510012515005
07Poland Russia
09Saudi Arabia South Africa11
13TurkeyBIS Quarterly Review, September 2015A311505070911131505070911ChinaHong Kong SARKoreaSingaporeIndiaIndonesia
31http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdfBIS Quarterly Review, September 2015
BIS Quarterly Review, September 2015B1Special features in the BIS Quarterly ReviewMarch 2015The costs of deflations: a historical perspectiveClaudio Borio, Magdalena Erdem, Andrew Filardo & Boris HofmannMarch 2015Oil and debtDietrich Domanski, Jonathan Kearns, Marco Jacopo Lombardi & Hyun Song ShinMarch 2015(Why) Is investment weak?Ryan Banerjee, Jonathan Kearns & Marco LombardiMarch 2015Financial inclusion - issues for central banksAaron Mehrotra & James YetmanMarch 2015Shifting tides - market liquidity and market-making in fixed income instrumentsIngo Fender & Ulf LewrickDecember 2014Currency movements drive reserve compositionRobert N McCauley & Tracy ChanDecember 2014Securitisations: tranching concentrates uncertaintyAdonis Antoniades & Nikola TarashevDecember 2014Bank business modelsRungporn Roengpitya, Nikola Tarashev & Kostas TsatsaronisDecember 2014Non-financial corporations from emerging market economies and capital flowsStefan Avdjiev, Michael Chui& Hyun Song ShinSeptember 2014Asset managers in emerging market economiesKen Miyajima & Ilhyock ShimSeptember 2014Risks related to EME corporate balance sheets: the role of leverage and currency mismatchMichael Chui, Ingo Fender & Vladyslav SushkoSeptember 2014Cross-border bank lending during the taper tantrum: the role of emerging market fundamentalsStefan Avdjiev & Eld TaktsSeptember 2014Residential property price statistics across the globeMichela Scatigna, Robert Szemere & Kostas TsatsaronisMarch 2014Financial structure and growthLeonardo Gambacorta, Jing Yang & Kostas TsatsaronisMarch 2014Forward guidance at the zero lower boundAndrew Filardo & Boris Hofmann
https://youtu.be/vrdk3IGcau8
MUSIC CREDITS: (GOT7)
32http://www.bis.org/publ/qtrpdf/r_qt1509_charts.pdf
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