Consolidated Exposures – Ultimate Risk Basis – Foreign Claims by Country

Brief description

In March 2003, banks and selected Registered Financial Corporations (RFCs)
began reporting their international assets, liabilities and country exposures
to APR in _ARF/RRF 231 International Exposures_. This return is the basis of
the data provided by Australia to the Bank for International Settlements (BIS)
for its International Banking Statistics (IBS) data collection. APR ceased
the RFC data collection after September 2010.

The IBS data are based on the methodology described in the _[BIS Guide on
International Financial Statistics
[PDF]](http://www.bis.org/statistics/intfinstatsguide.pdf)_ (see Part II
International banking statistics). Data reported for Australia, and other
countries, on the BIS website are expressed in United States dollars (USD).

Data are recorded on an end-quarter basis.

There are two sets of IBS data: _locational_ data, which are used to gauge the
role of banks and financial centres in the intermediation of international
capital flows; and _consolidated_ data, which can be used to monitor the
country risk exposure of national banking systems. Only consolidated data are
reported in this statistical table.

Data are shown for a range of countries and regions. Similar data for a
selected group of countries are also available in statistical table B13.2.

Country and regional groupings are based on the classification used in the
IBS.

Data presented in this statistical table are ultimate risk claims. Ultimate
risk claims cover claims on an immediate counterparty location basis that have
been adjusted (via guarantees and other risk transfers) to reflect the
location of the ultimate counterparty/risk. Data on immediate risk claims
(expressed by the BIS as claims on an immediate borrower basis) are available
in complementary statistical tables B13.1 and B13.1.2.

Foreign claims represent international claims plus foreign officesa local
claims on residents in both local and foreign currencies. International claims
represent cross-border claims in all currencies and foreign officesa local
claims in non-local currencies (which would include, for example, USD claims
on New Zealand residents by the New Zealand subsidiary of an Australian-owned
bank). Local currency claims on local residents by the foreign offices of
reporting entities (for example, the New Zealand dollars (NZD) claims on New
Zealand residents by the New Zealand subsidiary of an Australian-owned bank).

This statistical table contains seven data worksheets. Six present data for
countries within each specified region, while the aSummarya worksheet shows
total foreign claims of the globally consolidated operations of Australian-
owned banks for each region, international organisations and unallocated. In
each of these worksheets, the data in the last column measures total foreign
claims for the region. Total foreign claims for each country add to total
foreign claims for the region. However, in some quarters, this cannot be
directly verified because data for individual countries and regions have blank
entries in order to avoid disclosing confidential bank exposures.

In the aSummarya worksheet, the positions by region and international
organisation, and unallocated are summed to produce a aTotala figure that
represents reporting entitiesa total international exposures.

Full description

b13-2-1-hist.xls -