The National Accounts of OECD Countries, Financial Accounts includes financial transactions (both net acquisition of financial assets and net incurrence of liabilities), by institutional sector (non-financial corporations, financial corporations, general government, households and non-profit institutions serving households, total economy and rest of the world) and by financial operation.
The data in this publication are also available on the OECD iLibrary under the title Financial Accounts, OECD National Accounts Statistics (http://dx.doi.org/10.1787/na-fa-data-en)