BIS expands derivatives data

Banks will be required to report their exposure to individual countries for the new figures from the end of 2004.

The BIS publishes data on the over-the-counter derivatives markets in its triennial and half-yearly surveys, but has not yet published data on banks’ derivatives exposure to individual countries.

The BIS is also looking to publish breakdowns of guarantees and credit commitments of individual countries, as well as sectoral breakdowns of total on-balance-sheet claims.