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The BIS consolidated banking statistics: structure, uses and recent enhancements

Author

Listed:
  • Patrick McGuire
  • Philip Wooldridge

Abstract

The BIS consolidated banking statistics have been expanded to better capture banks' country risk exposures. The expanded statistics provide for the first time information about banks' derivatives and contingent exposures, as well as additional details about the reallocation of risk exposures.

Suggested Citation

  • Patrick McGuire & Philip Wooldridge, 2005. "The BIS consolidated banking statistics: structure, uses and recent enhancements," BIS Quarterly Review, Bank for International Settlements, September.
    • Handle: RePEc:bis:bisqtr:0509f
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    References listed on IDEAS

    as
    1. Philip D Wooldridge & Dietrich Domanski & Anna Cobau, 2003. "Changing links between mature and emerging financial markets," BIS Quarterly Review, Bank for International Settlements, September.
    2. Bank for International Settlements, 2002. "Comparison of creditor and debtor data on short-term external debt," BIS Papers, Bank for International Settlements, number 13.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    JEL classification:

    • C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
    • F34 - International Economics - - International Finance - - - International Lending and Debt Problems

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