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I know that Germany has huge external debt. I don't know how to find out which entities own this and especially which country they belong to.

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This is at the same time 1) a little old and 2) provides a deeper and more general answer that what you might be looking for, but I would still encourage you to go through it.

http://www.its.caltech.edu/~melliott/papers/financial_networks.pdf

with a preview in

https://www.youtube.com/watch?v=mjS81EoBQOU

(starting around 1'07)

and a complete didactic overview at

https://class.coursera.org/networksonline-003/lecture/211

and

https://class.coursera.org/networksonline-003/lecture/215

Among other things, you will learn that -- for most purposes -- it does not matter that much how much or in which country Germany (or any other country for that sake) has debts, but that the whole network or obligations is really what matters.

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This Deutsche Bank figure from 2013 has some broad categories for German debt and compares it with other rich countries: Comparison of Rich country debt holders

A newer chart, using slightly with more granular categories. Note that Germany is DE.

enter image description here

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