Dataframe: P0:bis - BIS Debt securities statistics

Dataframe: P0:bis - BIS Debt securities statistics#

Description#

This data set covers borrowing and investment activities in debt capital markets, capturing debt instruments designed to be traded in financial markets such as treasury bills, commercial paper, negotiable certificates of deposit, bonds, debentures and asset-backed securities.Total debt securities are issued by residents in all markets. Domestic (international) debt securities are issued in (outside) the local market of the country where the borrower resides, regardless of the currency denomination of the security. As valuation methods differ across countries, some amounts are presented at market value and others at nominal or face value.

Dataset Description#

  • FREQ: object
    Data frequency (e.g. Annual)

  • ADJUSTMENT: object
    Seasonal / calendar adjustment indicator

  • REF_AREA: object
    Reporting country / economy (ISO code)

  • COUNTERPART_AREA: object
    Counterpart country / economy (e.g. World)

  • REF_SECTOR: object
    Reporting institutional sector (e.g. S13 = General government)

  • COUNTERPART_SECTOR: object
    Counterpart institutional sector (e.g. S1 = Total economy)

  • CONSOLIDATION: object
    Consolidation status (e.g. non-consolidated)

  • ACCOUNTING_ENTRY: object
    Accounting entry (assets or liabilities)

  • STO: object
    Stocks / transactions / other flows indicator
    (e.g. closing balance sheet positions)

  • INSTR_ASSET: object
    Financial instrument / asset classification
    (e.g. F3 = Debt securities)

  • MATURITY: object
    Original / residual maturity classification
    (e.g. long-term maturity)

  • UNIT_MEASURE: object
    Unit of measure (e.g. USD)

  • CURRENCY: object
    Currency of denomination
    (e.g. domestic vs non-domestic currency)

  • VALUATION: object
    Valuation method (e.g. nominal value)

  • PRICES: object
    Price basis (e.g. current prices)

  • TRANSFORMATION: object
    Data transformation indicator

  • TIME_PERIOD: object
    Observation year

  • OBS_VALUE: float64
    Observed value of debt securities position

Source#

Bank for International Settlements (BIS)
Debt Securities Statistics (DSS)
API: BIS SDMX v2
Provider: stats.bis.org

DataFrame Glimpse#

Rows: 3809
Columns: 19
$ FREQ               <str> 'A'
$ ADJUSTMENT         <str> 'N'
$ REF_AREA           <str> 'AU'
$ COUNTERPART_AREA   <str> 'XW'
$ REF_SECTOR         <str> 'S13'
$ COUNTERPART_SECTOR <str> 'S1'
$ CONSOLIDATION      <str> 'N'
$ ACCOUNTING_ENTRY   <str> 'L'
$ STO                <str> 'LE'
$ INSTR_ASSET        <str> 'F3'
$ MATURITY           <str> 'L'
$ EXPENDITURE        <str> '_Z'
$ UNIT_MEASURE       <str> 'USD'
$ CURRENCY_DENOM     <str> 'XDC'
$ VALUATION          <str> 'N'
$ PRICES             <str> 'V'
$ TRANSFORMATION     <str> 'N'
$ TIME_PERIOD        <str> '2020'
$ OBS_VALUE          <f64> 866.6578664

Dataframe Manifest#

Dataframe Name

BIS Debt securities statistics

Dataframe ID

bis

Data Sources

National data, BIS calculations

Data Providers

National data, BIS calculations

Links to Providers

https://data.bis.org/topics/DSS/data?data_view=table

Topic Tags

Debt Security, Repo

Type of Data Access

P,u,b,l,i,c

How is data pulled?

Web API via Python and Pandas

Data available up to (min)

None

Data available up to (max)

None

Dataframe Path

/Users/nandinikrishnan/Documents/GitHub/full_stack_quant_finance/p09_koijen_yogo_2020/_data/bis_debt_securities_cleaned.parquet

Linked Charts:

Pipeline Manifest#

Pipeline Name

p09_koijen_yogo_2020

Pipeline ID

P0

Lead Pipeline Developer

Allen Wu & Nandini Krishnan & Xiongfei Wang

Contributors

Allen Wu & Nandini Krishnan & Xiongfei Wang

Git Repo URL

Pipeline Web Page

Pipeline Web Page

Date of Last Code Update

2026-02-10 22:26:58

OS Compatibility

Linked Dataframes

P0:bis
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