The Committee on the Global Financial System, which meets at the BIS, also compiles statistics bearing on the evolution of balance sheets over time (especially debt positions) for the major economies, and on the exposure to risks of various sorts (liquidity, credit and market) in major financial markets.
While welcome, none of these indicators in themselves give much of a flavour of how vulnerabilities of various sorts might interact with systemic implications. In effect, they are micro data grossed up to macroprudential dimensions.