Build #: 12302
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Available Datasets (2)      Show/Hide section
Colours' legend: Dataset contains Reference series
Name (Number of Series) Description Data Structure Definition Excel Pivot Export
Only Dimension filters apply for this section. Changing your selection may reset the filters. Keyfamily  
CISS : Composite Indicator of Systemic Stress   (8) Series in the table from the dataset: Composite Indicator of Systemic Stress DSD
Standard Refreshable
RDF : Risk Dashboard data   (2) Series in the table from the dataset: Risk Dashboard data DSD
Standard Refreshable

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Frequency (2): 
Geographic Area (5): 
Please select the datasets below if you want to further filter your selection.

3. dimension of CISS dataset: Currency  (1):
4. dimension of CISS dataset: Financial market provider  (1):
5. dimension of CISS dataset: Financial market instrument  (1):
6. dimension of CISS dataset: Financial market provider identifier  (8):
7. dimension of CISS dataset: Financial market data type  (2):
3. dimension of RDF dataset: Currency  (1):
4. dimension of RDF dataset: Financial market provider  (1):
5. dimension of RDF dataset: Financial market instrument  (1):
6. dimension of RDF dataset: Financial market provider identifier  (2):
7. dimension of RDF dataset: Financial market data type  (1):


 
Colours' legend: Reference series
Common Description
Dataset name: Composite Indicator of Systemic Stress
Currency: Not applicable (Z0Z)
Financial market provider: ECB
Financial market instrument: Economic indicator
Financial market data type: Probability
Show all

Title   Key From To Last Updated
CISS contribution from bond market subindex
Daily, Euro area (changing composition), Stress subindice - Bond Market - realised volatility of the German 10-year benchmark government bond index, yield spread between A-rated non-financial corporations and government bonds (7-year maturity bracket), and 10-year interest rate swap spread, Contribution
[Composite Indicator of Systemic Stress]
CISS.D.U2.Z0Z.4F.EC.SS_BM.CON
08 Jan 1999 23 Sep 2016 2016-09-26 10:49
CISS - Composite Indicator of Systemic Stress
Daily, Euro area (changing composition), Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.D.U2.Z0Z.4F.EC.SS_CI.IDX
08 Jan 1999 23 Sep 2016 2016-09-26 10:49
CISS contribution from cross-subindex correlations
Daily, Euro area (changing composition), Stress subindice - Cross-subindex correlation, Contribution
[Composite Indicator of Systemic Stress]
CISS.D.U2.Z0Z.4F.EC.SS_CO.CON
08 Jan 1999 23 Sep 2016 2016-09-26 10:49
CISS contribution from equity market subindex
Daily, Euro area (changing composition), Stress subindice - Equity Market - realised volatility of the Datastram non-financial sector stock market index, CMAX for the Datastream non-financial sector stock market index, and stock-bond correlation, Contribution
[Composite Indicator of Systemic Stress]
CISS.D.U2.Z0Z.4F.EC.SS_EM.CON
08 Jan 1999 23 Sep 2016 2016-09-26 10:49
CISS contribution from financial intermediaries subindex
Daily, Euro area (changing composition), Stress subindice - Fin. Interm. - realised volatility of the idiosyncratic equity return of the Datastream bank sector stock market index over the total, yield spread btw A-rated fin. & non-fin. corp. (7y), CMAX for the Datastream non-fin. sector stock market index interacted with the inverse price-book ratio for the fin. sector eqty. mark. ind. In, Contribution
[Composite Indicator of Systemic Stress]
CISS.D.U2.Z0Z.4F.EC.SS_FI.CON
08 Jan 1999 23 Sep 2016 2016-09-26 10:49
CISS contribution from foreign exchange market subindex
Daily, Euro area (changing composition), Stress subindice - Foreign Exchange Market - realised volatility of the euro exchange rate vis-a-vis the US dollar, the Japanese Yen and the British Pound, respectively, Contribution
[Composite Indicator of Systemic Stress]
CISS.D.U2.Z0Z.4F.EC.SS_FX.CON
08 Jan 1999 23 Sep 2016 2016-09-26 10:49
CISS contribution from money market subindex
Daily, Euro area (changing composition), Stress subindice - Money Market - realised volatility of the 3-month Euribor rate, interest rate spread between 3-month Euribor and 3-month French T-bills, and monetary Financial Institutions (MFI) emergency lending at Eurosystem central banks, Contribution
[Composite Indicator of Systemic Stress]
CISS.D.U2.Z0Z.4F.EC.SS_MM.CON
08 Jan 1999 23 Sep 2016 2016-09-26 10:49
Composite Indicator of Sovereign Stress (SovCISS) Euro area, correlation and equal-country weights
Monthly, Euro area (changing composition), Sovereign Systemic Stress Composite Indicator (equal weights), Index
[Composite Indicator of Systemic Stress]
CISS.M.U2.Z0Z.4F.EC.SOV_EW.IDX
2000Sep 2016Aug 2016-09-02 19:06
Daily, EU (changing composition), Simultaneous default of two or more large banks
[Risk Dashboard data]
RDF.D.D0.Z0Z.4F.EC.DFTLB.PR
01 Jan 2007 07 Sep 2016 2016-09-08 10:24
Daily, EU (changing composition), Probability of a simultaneous default of two or more EU sovereign
[Risk Dashboard data]
RDF.D.D0.Z0Z.4F.EC.DFTSV.PR
02 Jan 2007 07 Sep 2016 2016-09-08 10:24
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