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BIS Cross-Border Banking Positions (Claims & Liabilities)
x402
BIS Cross-Border Banking Positions (Claims & Liabilities) is a paid API for AI agents from stat.halowerk.com, paid per call via x402, $0.006/call, status unknown (last checked 2026-09-14).
Returns gross cross-border claims and liabilities of banks in a reporting country against counterparties in another country, sourced from BIS locational banking statistics, never netted.
Price / call$0.006
Success—
StatusUnknown
How this service works
Returns the outstanding cross-border positions of banks located in a reporting country against counterparties in another, from the BIS locational banking statistics, split into claims and liabilities and never netted silently. The separation matters: a jurisdiction showing large claims and large liabilities is intermediating, not lending, and reporting only a net figure hides the gross exposure that actually fails in a crisis.
Output
A structured response containing gross cross-border claims and gross liabilities for banks in the reporting country against specified counterparty countries, sourced from BIS locational banking statistics. Data is presented as separate claims and liabilities figures (never silently netted), along with period metadata, so analysts can distinguish intermediation from directional lending exposures.
Example use cases
Crisis stress-test gross exposure check
“For a financial stress-test, pull the gross cross-border banking claims AND liabilities of US banks on each of their top 5 counterparty countries — I need the split, not a net figure, so I can see where the real bilateral failure risk sits.”
Intermediation vs lending classification
“I need to figure out which countries' banking systems are pure intermediaries versus net lenders globally — can you pull BIS locational cross-border data for France, Luxembourg, and Singapore showing both claims and liabilities for the latest available period?”
Bilateral banking exposure report for regulators
“Prepare a bilateral banking exposure summary between Japanese banks and Chinese counterparties using BIS cross-border statistics — show me gross claims and gross liabilities side by side, not netted, for the past four quarters.”
Technical details
Endpoint
POSThttps://stat.halowerk.com/v1/cross-border-bankingWhen to prefer
Choose this endpoint when you need gross bilateral banking exposure data split into claims and liabilities — not net positions. It is specifically suited for financial stability analysis, crisis stress-testing, and intermediation studies where netting would obscure the true scale of bilateral exposure. Prefer this over generic macroeconomic data endpoints when the BIS locational banking statistics are required and bilateral gross decomposition is essential.
Side effects
- Reporting country or counterparty country code not recognized — returns 400 with invalid country error
- Requested time period predates BIS data availability — returns empty dataset or 404
- BIS upstream data not yet published for the requested period — returns stale or null response
- Missing required country or period parameters — returns 400 validation error
- Payment not processed (x402 protocol failure) — returns 402 Payment Required
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| quarters | integer | |
| reporter | string | Country where the reporting banks are located, e.g. DE. |
| counterparty | string | Counterparty country. Default is the all-countries aggregate. |
Tags
x402
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