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Enhanced data to analyse international banking

Author

Listed:
  • Stefan Avdjiev
  • Patrick McGuire
  • Philip Wooldridge

Abstract

The BIS international banking statistics evolve in response to changes in the international financial system. The latest enhancements add information about banks' domestic business and more details about their counterparties. Taken together, the new features will support a richer analysis of banks' lending and funding and their role in the transmission of shocks across countries, as Stefan Avdjiev, Patrick McGuire and Philip Wooldridge (BIS) explain.

Suggested Citation

  • Stefan Avdjiev & Patrick McGuire & Philip Wooldridge, 2015. "Enhanced data to analyse international banking," BIS Quarterly Review, Bank for International Settlements, September.
    • Handle: RePEc:bis:bisqtr:1509f
    as

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    References listed on IDEAS

    as
    1. Stefan Avdjiev & Patrick McGuire & Philip Wooldridge, 2015. "Enhancements to the BIS international banking statistics," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39, Bank for International Settlements.
    2. Nicholas Vause, 2011. "Enhanced BIS statistics on credit risk transfer," BIS Quarterly Review, Bank for International Settlements, December.
    3. Joon-Ho Hahm & Hyun Song Shin & Kwanho Shin, 2013. "Noncore Bank Liabilities and Financial Vulnerability," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45, pages 3-36, August.
    4. Claudia M. Buch & John C. Driscoll & Charlotte Ostergaard, 2010. "Cross‐Border Diversification in Bank Asset Portfolios," International Finance, Wiley Blackwell, vol. 13(1), pages 79-108, March.
    5. McCauley, Robert & McGuire, Patrick & von Peter, Goetz, 2012. "After the global financial crisis: From international to multinational banking?," Journal of Economics and Business, Elsevier, vol. 64(1), pages 7-23.
    6. Patrick McGuire & Goetz von Peter, 2012. "The Dollar Shortage in Global Banking and the International Policy Response," International Finance, Wiley Blackwell, vol. 15(2), pages 155-178, June.
    7. Ingo Fender & Patrick McGuire, 2010. "Bank structure, funding risk and the transmission of shocks across countries: concepts and measurement," BIS Quarterly Review, Bank for International Settlements, September.
    8. Stefan Avdjiev & Elod Takáts, 2014. "Cross-border bank lending during the taper tantrum: the role of emerging market fundamentals," BIS Quarterly Review, Bank for International Settlements, September.
    9. 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.
    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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