2010全球经济统计结果.ppt

1,2,3,4,5,6,7,8,9,10,19,A121,23,A126,A1,Statistical AnnexThe international banking marketIntroduction to the BIS locational and consolidatedinternational banking statistics.page A4BIS reporting banks:Summary of international positions.A7External positions of banks in individual reporting countries.A8External loans and deposits of banks in individual reporting countries.A16Local positions in foreign currency of banks in individual reporting countries.A20Currency breakdown of reporting banks international positions.A24External positions of reporting banks vis-vis individual countries.A28External loans and deposits of reporting banks vis-vis individual countries.A44International positions by nationality of ownership of reporting banks.A60Consolidated claims of reporting banks on individual countries.A64Signed international syndicated credit facilities by nationality of borrower.A100Securities markets,1112131415161718202122,International debt securities by residence of issuer.International debt securities by nationality of issuer.International debt securities by type,sector and currency.International debt securities by residence of issuer.International debt securities by nationality of issuer.Domestic debt securities by sector and residence of issuer.Debt securities with remaining maturity up to one year.Announced international equity issues by nationality of issuer.Derivatives marketsAmounts outstanding of over-the-counter(OTC)derivativesby risk category and instrument.Amounts outstanding of OTC foreign exchange derivatives.Amounts outstanding of OTC single-currency interest rate derivatives.Amounts outstanding of OTC equity-linked and commodity derivatives.,A103A104A108A110A112A114A116A118A121A123A124,Derivative financial instruments traded on organised exchangesby instrument and location.Notes to tables.A128BIS Quarterly Review,September 2010,1,2,A,B,C,D,3,A,B,4,A,B,5,D,A27,6,A,B,7,A,B,8,A,B,9,10,1,A3,The international banking market1Introduction to the BIS locational and consolidatedinternational banking statistics.page A4BIS reporting banks:Summary of international positions.A7External positions of banks in individual reporting countriesIn all currencies vis-vis all sectors.A8In all currencies vis-vis the non-bank sector.A10In foreign currencies vis-vis all sectors.A12In foreign currencies vis-vis the non-bank sector.A14External loans and deposits of banks in individual reporting countriesIn all currencies vis-vis all sectors.A16In all currencies vis-vis the non-bank sector.A18Local positions in foreign currency of banks in individual reporting countriesVis-vis all sectors.A20Vis-vis the non-bank sector.A22Currency breakdown of reporting banks international positions,ABC,Cross border positions vis-vis all sectors.Cross border positions vis-vis the non-bank sector.Cross border positions vis-vis official monetary institutions.,A24A25A26,Local positions in foreign currency vis-vis all sectors and vis-visthe non-bank sector.External positions of reporting banks vis-vis individual countriesVis-vis all sectors.A28Vis-vis the non-bank sector.A36External loans and deposits of reporting banks vis-vis individual countriesVis-vis all sectors.A44Vis-vis the non-bank sector.A52International positions by nationality of ownership of reporting banksAmounts outstanding.A60Estimated exchange rate adjusted changes.A62Consolidated claims of reporting banks on individual countries,ABCD,International and foreign claims by maturity and sector.Foreign claims by nationality of reporting banks,immediate borrower basis.Foreign claims by sector and type,ultimate risk basis.Foreign claims by nationality of reporting banks,ultimate risk basis.,A64A72A84A88,Signed international syndicated credit facilities by nationality of borrower.A100More detailed data and a full set of historical time series are available on the BIS website underhttp:/www.bis.org/statistics/bankstats.htm.BIS Quarterly Review,September 2010,No,1,A4,Introduction to the BIS locational and consolidated international bankingstatisticsThe BIS collects and disseminates two different sets of international banking data,both based oninformation provided by banks.The first set of data is known as the locational statistics and ispresented in Annex Tables 18B.These statistics were originally introduced in 1964 to monitor thedevelopment of eurocurrency markets,although in practice comprehensive locational data are onlyavailable from 1977.The second set,known as the consolidated statistics,is shown in AnnexTables 9A9D.They were launched in a comprehensive form in 1983 following the onset of theMexican debt crisis,with the main purpose of monitoring industrial country banks exposure todeveloping countries.Once differences in reporting regimes are taken into account,the two sets ofdata may be used to complement one another in economic analysis.The basic characteristics ofthe two data sets are summarised in the table below.The locational reporting system collects quarterly data on the gross international financialclaims and liabilities of banks resident in a given country.The main purpose of the statistics is toprovide information on the role of banks and financial centres in the intermediation of internationalcapital flows.The reporting system is currently comprised of 43 countries(see the table overleaf).The key organisational criteria are the country of residence of the reporting banks and theircounterparties as well as the recording of all positions on a gross basis,including those vis-visown affiliates.This methodology is consistent with the principles underlying the compilation ofnational accounts,balances of payments and external debt statistics.The currency detail suppliedby the reporting countries allows the approximation of capital flows,adjusted for exchange ratefluctuations.The consolidated banking statistics report banks on-balance sheet financial claims(iecontractual lending)vis-vis the rest of the world and provide a measure of the risk exposures oflenders national banking systems.The data cover contractual(immediate borrower)and ultimaterisk lending by the head office and all its branches and subsidiaries on a worldwide consolidatedbasis,net of inter-office accounts.Reporting of lending in this way allows the allocation of claims tothe bank entity that would bear the losses as a result of default by borrowers.The consolidatedstatistics also provide information on the maturity(ie liquidity)and sector risk distribution of bankscontractual lending.Furthermore,to reflect the fact that banks country risk exposure can differsubstantially from that of contractual lending due to the use of risk mitigants such as guaranteesand collateral,reporting countries provide information on claims on an ultimate risk basis(ie,Data characteristicsCreditor reporting basisNumber of reporting countriesFrequencyReported dataInter-office netting-outType of counterparty,Locational(Tables 18 B)Residence(host country)43Quarterly since 1977External claims and liabilitiesNoImmediate borrower,Consolidated(Tables 9 A9 D)Nationality(home country)30Quarterly since March 20001Worldwide consolidated claimsYesImmediate(contractual)and ultimate,borrowerComposition of claims by:,Country of borrowerCurrencyType of instrumentMaturitySector,YesYesYes(loans,deposits,securities)NoYes(bank,non-banks),YesNoYesYes(banks,non-banks,public),Semiannual available since 1983.BIS Quarterly Review,September 2010,1,2,A5,contractual claims net of guarantees and collateral)since June 1999.A finer breakdown of BISreporting banks foreign claims on an ultimate risk basis,and information about derivatives,creditcommitments and guarantees are provided as of 2005 Q1.The consolidated statistics becameavailable on a quarterly basis in March 2000;previously,the statistics were collected semiannually.There are currently 30 countries reporting these data(see the table below).Because more countries contribute to the locational bank lending data,one would expect themeasure of outstanding debt as reported by the locational data to exceed that of the consolidateddata.However,the reporting of worldwide positions in the consolidated data tends to compensatefor this.While the locational statistics are appropriate for measuring lending flows in a given period,the consolidated statistics are more suited to gauging the size of banks country and liquidity riskexposures.The detailed maturity and sector breakdowns of the consolidated statistics can be usedto supplement the locational data.Reporting countries providing locational banking dataFirst year of joining followed by first period of data availability in brackets,Australia(1997,Q4 1997)Austria(1977,Q4 1977)Bahamas(1983,Q4 1983)1Bahrain(1983,Q4 1983)Belgium(1977,Q4 1977)Bermuda(2002,Q4 2002)Brazil(2002,Q4 2002)Canada(1977,Q4 1977)Cayman Islands(1983,Q4 1983)Chile(2002,Q4 2002)Chinese Taipei(2000,Q4 2000)Cyprus(2008,Q4 2008)Denmark(1977,Q4 1977)Finland(1983,Q4 1983)France(1977,Q4 1977),Germany(1977,Q4 1977)Greece(2003,Q4 2003)Guernsey(2001,Q4 2001)Hong Kong SAR(1983,Q4 1983)India(2001,Q4 2001)Ireland(1977,Q4 1977)Isle of Man(2001,Q4 2001)Italy(1977,Q4 1977)Japan(1977,Q4 1977)Jersey(2001,Q4 2001)Korea(2005,Q1 2005)Luxembourg(1977,Q4 1977)Macao SAR(2006,Q4 2003)Malaysia(2008,Q4 2007)Mexico(2003,Q4 2003),Netherlands(1977,Q4 1977)Netherlands Antilles(1983,Q4 1983)Norway(1983,Q4 1983)Panama(2002,Q4 2002)Portugal(1997,Q4 1997)Singapore(1983,Q4 1983)South Africa(2009,Q3 2009)Spain(1983,Q4 1983)Sweden(1977,Q4 1977)Switzerland(1977,Q4 1977)Turkey(2000,Q4 2000)United Kingdom(1977,Q4 1977)United States(1977,Q4 1977),Reporting countries providing consolidated banking dataFirst year of joining followed by first period of data availability in brackets,Australia(2003,Q4 2003)Austria(1983,Q4 1983)Belgium(1983,Q4 1983)Brazil(2002,Q4 2002)2Canada(1983,Q4 1983)Chile(2002,Q4 2002)Chinese Taipei(2000,Q4 2000)Denmark(1983,Q4 1983)2Finland(1985,Q4 1985)France(1983,Q4 1983),Germany(1983,Q4 1983)Greece(2003,Q4 2003)Hong Kong SAR(1997,Q4 1997)2India(2001,Q4 2000)Ireland(1983,Q4 1983)Italy(1983,Q4 1983)Japan(1983,Q4 1983)Luxembourg(1983,Q4 1983)2Mexico(2003,Q4 2003)2Netherlands(1983,Q4 1983),Norway(1994,Q2 1994)Panama(2002,Q4 2002)2Portugal(1999,Q4 1999)Singapore(2000,Q4 2000)Spain(1985,Q4 1985)Sweden(1983,Q4 1983)Switzerland(1983,Q4 1983)Turkey(2000,Q4 2000)United Kingdom(1983,Q4 1983)United States(1983,Q4 1983),Semi-annual reporting.,Provides only consolidated banking statistics on an immediate borrower basis.,_For a more detailed analysis,see the special feature“The BIS consolidated banking statistics:structure,uses andimprovements”in September 2005 BIS Quarterly Review.BIS Quarterly Review,September 2010,A7,Table 1:BIS reporting banksSummary of international positionsIn billions of US dollars,Amounts outstanding,Estimated exchange rate adjusted changes,Positions,Dec 2007,Dec 2008 Dec 2009,Mar 2010,2008,2009 Q2 2009 Q3 2009 Q4 2009,Q1 2010,A.Total assetsclaims on banksclaims on non-banksB.External assetsclaims on banksclaims on non-banks1.Loans and depositsclaims on banksclaims on non-banks,37,384.923,372.214,012.733,440.621,504.711,936.024,557.018,115.26,441.8,35,265.622,252.313,013.331,193.320,265.510,927.822,808.216,569.76,238.5,33,779.821,072.912,706.830,023.519,241.710,781.821,613.715,639.25,974.5,33,443.720,786.812,656.929,731.119,001.110,730.021,493.515,496.95,996.6,1,315.4584.1731.31,435.1675.1759.91,081.0975.7105.3,2,292.91,728.6564.21,903.01,528.7374.31,663.71,277.8385.9,485.1481.14.0422.4454.732.3430.6335.395.3,364.6278.586.1278.4262.216.1363.7362.71.0,341.3127.2214.1397.2162.9234.2192.446.7145.8,700.1383.4316.7647.5380.9266.7479.9322.1157.8,2.Holdings of securities,and other assetsclaims on banksclaims on non-banks,8,883.63,389.55,494.1,8,385.13,695.84,689.3,8,409.73,602.44,807.3,8,237.63,504.24,733.4,354.1300.6654.6,239.3250.811.5,8.2119.3127.5,85.3100.515.2,204.8116.388.5,167.758.8108.9,C.Local assets in,foreign currencyclaims on banksclaims on non-banksD.Total liabilitiesliabilities to banksliabilities to non-banksE.External liabilitiesliabilities to banksliabilities to non-banks1.Loans and depositsliabilities to banksliabilities to non-banks,3,944.31,867.62,076.736,040.025,697.510,342.531,418.123,108.88,309.227,131.119,674.67,456.4,4,072.31,986.82,085.533,877.124,303.99,573.229,067.421,431.27,636.224,342.517,415.36,927.1,3,756.31,831.31,925.032,301.223,126.89,174.428,093.520,799.27,294.323,099.716,498.86,600.9,3,712.51,785.71,926.831,911.122,760.79,150.427,836.320,546.37,290.022,880.616,257.06,623.5,119.791.128.61,079.8540.0539.81,390.8913.5477.41,726.01,299.7426.3,389.9200.0189.92,403.11,905.8497.31,714.41,309.0405.31,775.91,361.8414.0,62.726.436.3588.1575.612.5451.7420.431.2487.5433.953.6,86.216.370.0284.7330.746.0215.8265.549.7280.6335.354.6,55.935.720.1390.6301.089.6299.2224.874.4230.6159.771.0,52.62.650.0489.1329.0160.0524.0387.1136.9397.1253.4143.7,2.Own issues of securities,and other liabilitiesliabilities to banksliabilities to non-banks,4,286.93,434.2852.7,4,725.04,015.9709.0,4,993.74,300.4693.3,4,955.74,289.3666.4,335.3386.451.1,61.552.88.7,35.813.422.4,64.969.85.0,68.665.23.4,126.9133.76.8,F.Local liabilities in,foreign currencyliabilities to banksliabilities to non-banks,4,621.92,588.72,033.3,4,809.72,872.71,937.0,4,207.62,327.61,880.1,4,074.82,214.41,860.4,311.1373.562.4,688.7596.792.0,136.4155.218.8,69.065.23.7,91.476.215.2,34.958.023.1,BIS Quarterly Review,September 2010,A8,Table 2A:External positions of banks in all currencies vis-vis all sectorsIn individual reporting countriesin billions of US dollars,Amounts outstanding,Estimated exchange rate adjusted changes,Reporting countries,Dec 2007,Dec 2008 Dec 2009,Mar 2010,2008,2009,Q2 2009,Q3 2009,Q4 2009,Q1 2010,Assets,All countriesAustraliaAustriaBahamasBahrainBelgiumBermudaBrazilCanadaCayman IslandsChileChinese TaipeiCyprusDenmarkFinlandFranceGermanyGreeceGuernseyHong Kong SARIndiaIrelandIsle of ManItalyJapan(JOM)(Others)JerseyLuxembourgMacao SARMalaysiaMexicoNetherlandsNetherlands AntillesNorwayPanamaPortugalSingaporeSouth AfricaSouth KoreaSpainSwedenSwitzerlandTurkeyUnited KingdomUnited States(IBFs)(Others),33,440.6185.0483.1406.5208.31,161.611.065.2302.61,873.66.3184.7.222.9101.72,814.03,561.0124.2246.3798.527.71,029.693.5647.52,401.7553.31,848.4519.01,067.425.237.126.71,325.923.282.228.4138.9785.4.85.7612.8337.41,539.344.16,844.22,961.1686.62,274.5,31,193.3260.1497.9514.4203.9969.09.760.7342.51,799.26.5169.589.2225.4113.02,599.93,389.9184.8245.9788.524.7968.381.7662.62,575.8629.11,946.7387.7981.827.626.234.21,175.320.7109.833.5139.4794.2.106.8575.3365.71,115.751.65,639.22,825.3514.12,311.1,30,023.5230.9459.9436.2179.6841.98.951.8411.61,757.37.3187.8112.1193.6137.42,576.03,130.1239.7202.3747.823.7914.981.2598.22,466.1522.11,944.0329.4903.335.430.425.51,056.620.8108.834.9161.1746.851.898.1597.4344.5908.246.05,435.83,092.6661.62,431.0,29,731.1214.7445.2479.2179.9773.49.457.5436.11,720.16.0192.9109.0194.1119.62,524.92,936.4231.0192.5748.627.2