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Who holds banks’ debt securities? Statistical methods for allocation by holders

In: Are post-crisis statistical initiatives completed?

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  • Meng He
  • Zuzana Filkova

Abstract

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Suggested Citation

  • Meng He & Zuzana Filkova, 2019. "Who holds banks’ debt securities? Statistical methods for allocation by holders," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49, Bank for International Settlements.
  • Handle: RePEc:bis:bisifc:49-15
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    File URL: https://www.bis.org/ifc/publ/ifcb49_15.pdf
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    References listed on IDEAS

    as
    1. Eugenio Cerutti & Stijn Claessens & Patrick McGuire, 2012. "Systemic Risks in Global Banking: What Available Data Can Tell Us and What More Data Are Needed?," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 235-260, National Bureau of Economic Research, Inc.
    2. 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.
    3. Eugenio Cerutti & Stijn Claessens & Patrick McGuire, 2012. "Systemic risk in global banking: what can available data tell us and what more data are needed?," BIS Working Papers 376, Bank for International Settlements.
    4. Mr. Segismundo Fassler & Mr. Manik L. Shrestha & Mr. Reimund Mink, 2012. "An Integrated Framework for Financial Positions and Flowson a From-Whom-To-Whom Basis: Concepts, Status, and Prospects," IMF Working Papers 2012/057, International Monetary Fund.
    5. Carol C. Bertaut & Ruth A. Judson, 2014. "Estimating U.S. Cross-Border Securities Positions: New Data and New Methods," International Finance Discussion Papers 1113, Board of Governors of the Federal Reserve System (U.S.).
    6. Branimir Gruic & Philip Wooldridge, 2012. "Enhancements to the BIS debt securities statistics," BIS Quarterly Review, Bank for International Settlements, December.
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