IDEAS home Printed from https://ideas.repec.org/a/bis/bisqtr/1212h.html
   My bibliography  Save this article

Enhancements to the BIS debt securities statistics

Author

Listed:
  • Branimir Gruic
  • Philip Wooldridge

Abstract

The BIS has revised its debt securities statistics to enhance their comparability across different markets. This feature by Branimir Gruic and Philip Wooldridge (BIS) sketches the main changes and the reasoning behind them. International issues have been redefined as debt securities issued outside the market where the borrower resides, and statistics combining international and domestic issues are being released for the first time. The revised statistics highlight the growing size and internationalisation of bond markets.

Suggested Citation

  • Branimir Gruic & Philip Wooldridge, 2012. "Enhancements to the BIS debt securities statistics," BIS Quarterly Review, Bank for International Settlements, December.
  • Handle: RePEc:bis:bisqtr:1212h
    as

    Download full text from publisher

    File URL: http://www.bis.org/publ/qtrpdf/r_qt1212h.pdf
    Download Restriction: no

    File URL: http://www.bis.org/publ/qtrpdf/r_qt1212h.htm
    Download Restriction: no

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Cedric Durand & Sébastien Villemot, 2016. "Balance sheets after the EMU : an assessment of the redenomination risk," Documents de Travail de l'OFCE 2016-31, Observatoire Francais des Conjonctures Economiques (OFCE).
    2. John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2017. "Currency Matters: Analyzing International Bond Portfolios," NBER Working Papers 23175, National Bureau of Economic Research, Inc.
    3. Chiţu, Livia & Eichengreen, Barry & Mehl, Arnaud, 2014. "When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets," Journal of Development Economics, Elsevier, vol. 111(C), pages 225-245.
    4. Claudio Borio, 2013. "The Great Financial Crisis: Setting priorities for new statistics," Journal of Banking Regulation, Palgrave Macmillan, vol. 14(3-4), pages 306-317, July.
    5. Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2017. "The Shifting Drivers of Global Liquidity," NBER Working Papers 23565, National Bureau of Economic Research, Inc.
    6. David Amiel & Paul-Adrien Hyppolite, 2015. "Is There An Easy Way Out? Private Marketable Debt And Its Implications For A Euro Breakup: The Case Of France," Working Papers hal-01117019, HAL.
    7. Avdjiev, Stefan & Hardy, Bryan & Kalemli-Ozcan, Sebnem & Serv�n, Luis, 2017. "Gross Capital Inflows to Banks, Corporates and Sovereigns," CEPR Discussion Papers 11806, C.E.P.R. Discussion Papers.
    8. José María Serena & Ramon Moreno, 2016. "Domestic financial markets and offshore bond financing," BIS Quarterly Review, Bank for International Settlements, September.
    9. Stefan Avdjiev & Bryan Hardy & Sebnem Kalemli-Ozcan & Luis Servén, 2017. "Gross Capital Flows by Banks, Corporates and Sovereigns," NBER Working Papers 23116, National Bureau of Economic Research, Inc.
    10. Bank for International Settlements, 2015. "Introduction to BIS statistics," BIS Quarterly Review, Bank for International Settlements, September.
    11. John D. Burger & Rajeswari Sengupta & Francis E. Warnock & Veronica Cacdac Warnock, 2015. "US investment in global bonds: as the Fed pushes, some EMEs pull," Economic Policy, CEPR;CES;MSH, vol. 30(84), pages 729-766.
    12. Masazumi Hattori & Elod Takáts, 2015. "The role of debt securities markets," BIS Papers chapters,in: Bank for International Settlements (ed.), What do new forms of finance mean for EM central banks?, volume 83, pages 41-64 Bank for International Settlements.
    13. Yilmaz Akyüz, 2014. "Internationalization of Finance and Changing Vulnerabilities in Emerging and Developing Economies," UNCTAD Discussion Papers 217, United Nations Conference on Trade and Development.
    14. Asier Cornejo Pérez & Javier Huerga, 2016. "The Centralised Securities Database (CSDB) - Standardised micro data for financial stability purposes," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41 Bank for International Settlements.

    More about this item

    JEL classification:

    • F34 - International Economics - - International Finance - - - International Lending and Debt Problems
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bis:bisqtr:1212h. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Beslmeisl). General contact details of provider: http://edirc.repec.org/data/bisssch.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.