This article Presents an extract of the fully consolidated data collected through the US Federal Financial Institutions Examination Council (FFIEC) reports, FFIEC 009 and FFIEC 009a [1]. The data is provided here as a Panel of Quarterly claims covering the 2017 fiscal year from last quarter 2016, to third quarter 2017. Following U.S. generally Accepted Accounting Principles (GAAP), it contains financial claims reported by 68 US banking organizations (including US holding companies owned by foreign banks, but excludes US branches of foreign banks), on foreign counterparties distributed across 71 countries in six world regions. From the original raw claims data we generate and include in this shared data, six accounting measures of foreign country risks (including Cross-border risk ratio, Foreign Office risk ratio, Derivative risk ratio, Ratio of Public Sector Claims, Ratio of Banking Sector Claims, and Ratio of non-bank financial sector claims) previously used to study the relative contribution of public sector, banking sector, and non-bank financial sector claims in U.S. global banks' exposure to foreign counterparties' default risks in [2]. The present article also presents a brief descriptive analysis of the various measures and their inter-relationships in characterizing US global banks exposures to foreign counterparties risks.
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