The National Accounts of OECD Countries, Financial Balance Sheets includes financial stocks (both financial assets and 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 instrument.
The data in this publication are also available in database format on the OECD iLibrary under the title OECD National Accounts Statistics: Financial Balance Sheets (http://dx.doi.org/10.1787/na-fbs-data-en).