Norges Bank

Reporting of money market data

Norges Bank collects transaction data from the Norwegian money market reported on the Bank's RPD ("Rapportering av pengemarkedsdata") form (in Norwegian only). These data are collected to give Norges Bank a better insight into the Norwegian money market and will be used in the Bank's analyses of its implementation of monetary policy (liquidity management) and of banks' liquidity risk.

About the reporting

Reporting institutions are Norwegian banks and branches of foreign banks established in other EEA member states. The largest banks (group A1 and A2 in Norges Bank's settlement system) report transaction data on a daily basis, while smaller banks report annually on an aggregated basis. Transactions are reported for three different segments of the money market:

  • Secured transactions: repurchase agreements including repos/reverse repos and sell/buy-back and buy/sell-back agreements (borrowing and lending transactions)
  • Unsecured transactions:
    • transactions in the form of deposits received, other unsecured borrowing and issuances of short-term debt instruments.
    • transactions in the form of invested deposits, other unsecured lending and purchases of short-term debt instruments.
  • Foreign exchange swaps: transactions where Norwegian kroner (NOK) are sold/purchased against foreign currency with a contract to reverse the sale/purchase at an agreed future date.

Both deposit and lending transactions in NOK with a maturity of up to one year are reported. As a rule, transactions to be reported are those between the reporting institution and credit institutions, other financial institutions, insurance companies, pension funds, government administration, central banks and non-financial undertakings classified as institutions.

Published 29 January 2019 14:50
Published 29 January 2019 14:50