The research paper highlights several important aspects of Big Data and the associated analytical toolkit, starting with the many possible uses cases Big Data can be used for and the ever-increasing capability of data analytical techniques. Big data at BI, just as in many other central banks, is used in a variety of ways, including research, monetary policy, financial stability and regulation and supervision. A number of Big Data projects are discussed, and the ensuing policy uses highlighted. Besides introducing many Big Data techniques, the paper also highlights both the analytical opportunities and the operational, practical, technical, financial and resource constraints of implementing Big Data Analytics in a central bank.