Research and analysis using the BIS credit statistics
Publications featured on this page have been selected for their particular relevance to the BIS credit statistics. They include working papers and articles from BIS Quarterly Reviews.
A new database on general government debt
Sep 2015 / BIS Quarterly Review
Introduces the new data set on credit to the government sector, which provide data with similar characteristics from across the globe, facilitating cross-country comparisons
The credit-to-GDP gap and countercyclical capital buffers: questions and answers
Mar 2014 / BIS Quarterly Review
Details how the gap between the credit-to-GDP ratio and its long-term trend serves as a guide for setting countercyclical buffers
Selected publications
| Mar 2019 | Emerging markets' reliance on foreign bank credit Examines the reliance of emerging market borrowers on foreign bank credit and the concentration in credit from foreign creditor banking systems |
| Sep 2018 | Why you should use the Hodrick-Prescott filter - at least to generate credit gaps Examines whether the Hodrick-Prescott filter is appropriate for constructing credit-to-GDP gaps for an early warning indicator of crises |
| Sep 2015 | A new database on general government debt Outlines the characteristics of the new data set on credit to the government sector |
| Sep 2015 | How much income is used for debt payments? A new database for debt service ratios Explains key concepts of the BIS's new release of aggregate DSRs for the private non-financial sector |
| May 2015 | Leverage dynamics and the real burden of debt Shows how the aggregate debt service burden has sizable negative effects on credit and expenditure growth |
| Mar 2014 | The credit-to-GDP gap and countercyclical capital buffers: questions and answers Details how the gap between the credit-to-GDP ratio and its long-term trend serves as a guide for setting countercyclical buffers |
| Mar 2013 | How much does the private sector really borrow - a new database for total credit to the private non-financial sector Explains new data collected to better capture total credit to the private non-financial sector, including a description of high-level statistical criteria |
| Sep 2012 | Do debt service costs affect macroeconomic and financial stability? Proposes the debt service ratio as a measure of the financial constraints imposed by private sector indebtedness, and investigates its association with recessions and financial crises |
| Nov 2011 | Anchoring countercyclical capital buffers: the role of credit aggregates Investigates the performance of different variables as anchors for setting the level of the countercyclical regulatory capital buffer requirements for banks |
| Dec 2010 | Guidance for national authorities operating the countercyclical capital buffer Provides guidance for national authorities, and helps banks understand and anticipate the buffer decisions in the jurisdictions to which they have credit exposures |