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CISS - Composite Indicator of Systemic Stress


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Contact
  Dataset contact e-mail Manfred Kremer
 
Data Go to the top of CISS - Composite Indicator of Systemic Stress.
  Catalog Download the series catalogue (complete list of series) of the dataset CISS (Public) (including the metadata): Excel 2013 or the earlier Excel versions.

Composite Indicator of Systemic Stress
CISS

Title Complement 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
Series Key CISS.D.U2.Z0Z.4F.EC.SS_BM.CON
ECB Last update 2017-05-22 10:46:13.0
Unit Pure number
Reference area Euro area (changing composition) (U2)
Title CISS contribution from bond market subindex
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Publications ESRB Risk Dashboard: Table in chapter 01, section 01 (T0101)
Frequency Daily
Title Complement Euro area (changing composition), Systemic Stress Composite Indicator, Index
Series Key CISS.D.U2.Z0Z.4F.EC.SS_CI.IDX
ECB Last update 2017-05-22 10:46:13.0
Unit Pure number
Reference area Euro area (changing composition) (U2)
Title CISS - Composite Indicator of Systemic Stress
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Publications ESRB Risk Dashboard: Table in chapter 01, section 01 (T0101)
Frequency Daily
Title Complement Euro area (changing composition), Stress subindice - Cross-subindex correlation, Contribution
Series Key CISS.D.U2.Z0Z.4F.EC.SS_CO.CON
ECB Last update 2017-05-22 10:46:13.0
Unit Pure number
Reference area Euro area (changing composition) (U2)
Title CISS contribution from cross-subindex correlations
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Publications ESRB Risk Dashboard: Table in chapter 01, section 01 (T0101)
Frequency Daily
Title Complement 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
Series Key CISS.D.U2.Z0Z.4F.EC.SS_EM.CON
ECB Last update 2017-05-22 10:46:13.0
Unit Pure number
Reference area Euro area (changing composition) (U2)
Title CISS contribution from equity market subindex
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Publications ESRB Risk Dashboard: Table in chapter 01, section 01 (T0101)
Frequency Daily
Title Complement 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
Series Key CISS.D.U2.Z0Z.4F.EC.SS_FI.CON
ECB Last update 2017-05-22 10:46:13.0
Unit Pure number
Reference area Euro area (changing composition) (U2)
Title CISS contribution from financial intermediaries subindex
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Publications ESRB Risk Dashboard: Table in chapter 01, section 01 (T0101)
Frequency Daily
Title Complement 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
Series Key CISS.D.U2.Z0Z.4F.EC.SS_FX.CON
ECB Last update 2017-05-22 10:46:13.0
Unit Pure number
Reference area Euro area (changing composition) (U2)
Title CISS contribution from foreign exchange market subindex
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Publications ESRB Risk Dashboard: Table in chapter 01, section 01 (T0101)
Frequency Daily
Title Complement 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
Series Key CISS.D.U2.Z0Z.4F.EC.SS_MM.CON
ECB Last update 2017-05-22 10:46:13.0
Unit Pure number
Reference area Euro area (changing composition) (U2)
Title CISS contribution from money market subindex
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Publications ESRB Risk Dashboard: Table in chapter 01, section 01 (T0101)
Frequency Daily
Title Complement Austria, Sovereign Systemic Stress Composite Indicator, Index
Series Key CISS.M.AT.Z0Z.4F.EC.SOV_CI.IDX
ECB Last update 2017-05-05 16:07:18.0
Unit Pure number
Reference area Austria (AT)
Title Composite Indicator of Sovereign Stress (SovCISS) Austria
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Frequency Monthly
Title Complement Belgium, Sovereign Systemic Stress Composite Indicator, Index
Series Key CISS.M.BE.Z0Z.4F.EC.SOV_CI.IDX
ECB Last update 2017-05-05 16:07:18.0
Unit Pure number
Reference area Belgium (BE)
Title Composite Indicator of Sovereign Stress (SovCISS) Belgium
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Frequency Monthly
Title Complement Czech Republic, Sovereign Systemic Stress Composite Indicator, Index
Series Key CISS.M.CZ.Z0Z.4F.EC.SOV_CI.IDX
ECB Last update 2017-05-05 16:07:18.0
Unit Pure number
Reference area Czech Republic (CZ)
Title Composite Indicator of Sovereign Stress (SovCISS) Czech Republic
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Frequency Monthly
Title Complement Germany, Sovereign Systemic Stress Composite Indicator, Index
Series Key CISS.M.DE.Z0Z.4F.EC.SOV_CI.IDX
ECB Last update 2017-05-05 16:07:18.0
Unit Pure number
Reference area Germany (DE)
Title Composite Indicator of Sovereign Stress (SovCISS) Germany
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Frequency Monthly
Title Complement Denmark, Sovereign Systemic Stress Composite Indicator, Index
Series Key CISS.M.DK.Z0Z.4F.EC.SOV_CI.IDX
ECB Last update 2017-05-05 16:07:18.0
Unit Pure number
Reference area Denmark (DK)
Title Composite Indicator of Sovereign Stress (SovCISS) Denmark
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Frequency Monthly
Title Complement Spain, Sovereign Systemic Stress Composite Indicator, Index
Series Key CISS.M.ES.Z0Z.4F.EC.SOV_CI.IDX
ECB Last update 2017-05-05 16:07:18.0
Unit Pure number
Reference area Spain (ES)
Title Composite Indicator of Sovereign Stress (SovCISS) Spain
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Frequency Monthly
Title Complement Finland, Sovereign Systemic Stress Composite Indicator, Index
Series Key CISS.M.FI.Z0Z.4F.EC.SOV_CI.IDX
ECB Last update 2017-05-05 16:07:18.0
Unit Pure number
Reference area Finland (FI)
Title Composite Indicator of Sovereign Stress (SovCISS) Finland
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Frequency Monthly
Title Complement France, Sovereign Systemic Stress Composite Indicator, Index
Series Key CISS.M.FR.Z0Z.4F.EC.SOV_CI.IDX
ECB Last update 2017-05-05 16:07:18.0
Unit Pure number
Reference area France (FR)
Title Composite Indicator of Sovereign Stress (SovCISS) France
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Frequency Monthly
Title Complement United Kingdom, Sovereign Systemic Stress Composite Indicator, Index
Series Key CISS.M.GB.Z0Z.4F.EC.SOV_CI.IDX
ECB Last update 2017-05-05 16:07:18.0
Unit Pure number
Reference area United Kingdom (GB)
Title Composite Indicator of Sovereign Stress (SovCISS) United Kingdom
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Frequency Monthly
Title Complement Greece, Sovereign Systemic Stress Composite Indicator, Index
Series Key CISS.M.GR.Z0Z.4F.EC.SOV_CI.IDX
ECB Last update 2017-05-05 16:07:18.0
Unit Pure number
Reference area Greece (GR)
Title Composite Indicator of Sovereign Stress (SovCISS) Greece
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Frequency Monthly
Title Complement Hungary, Sovereign Systemic Stress Composite Indicator, Index
Series Key CISS.M.HU.Z0Z.4F.EC.SOV_CI.IDX
ECB Last update 2017-05-05 16:07:18.0
Unit Pure number
Reference area Hungary (HU)
Title Composite Indicator of Sovereign Stress (SovCISS) Hungary
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Frequency Monthly
Title Complement Ireland, Sovereign Systemic Stress Composite Indicator, Index
Series Key CISS.M.IE.Z0Z.4F.EC.SOV_CI.IDX
ECB Last update 2017-05-05 16:07:18.0
Unit Pure number
Reference area Ireland (IE)
Title Composite Indicator of Sovereign Stress (SovCISS) Ireland
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Frequency Monthly
Title Complement Italy, Sovereign Systemic Stress Composite Indicator, Index
Series Key CISS.M.IT.Z0Z.4F.EC.SOV_CI.IDX
ECB Last update 2017-05-05 16:07:18.0
Unit Pure number
Reference area Italy (IT)
Title Composite Indicator of Sovereign Stress (SovCISS) Italy
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Frequency Monthly
Title Complement Netherlands, Sovereign Systemic Stress Composite Indicator, Index
Series Key CISS.M.NL.Z0Z.4F.EC.SOV_CI.IDX
ECB Last update 2017-05-05 16:07:18.0
Unit Pure number
Reference area Netherlands (NL)
Title Composite Indicator of Sovereign Stress (SovCISS) Netherlands
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Frequency Monthly
Title Complement Poland, Sovereign Systemic Stress Composite Indicator, Index
Series Key CISS.M.PL.Z0Z.4F.EC.SOV_CI.IDX
ECB Last update 2017-05-05 16:07:18.0
Unit Pure number
Reference area Poland (PL)
Title Composite Indicator of Sovereign Stress (SovCISS) Poland
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Frequency Monthly
Title Complement Portugal, Sovereign Systemic Stress Composite Indicator, Index
Series Key CISS.M.PT.Z0Z.4F.EC.SOV_CI.IDX
ECB Last update 2017-05-05 16:07:18.0
Unit Pure number
Reference area Portugal (PT)
Title Composite Indicator of Sovereign Stress (SovCISS) Portugal
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Frequency Monthly
Title Complement Sweden, Sovereign Systemic Stress Composite Indicator, Index
Series Key CISS.M.SE.Z0Z.4F.EC.SOV_CI.IDX
ECB Last update 2017-05-05 16:07:18.0
Unit Pure number
Reference area Sweden (SE)
Title Composite Indicator of Sovereign Stress (SovCISS) Sweden
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Frequency Monthly
Title Complement Euro area (changing composition), Sovereign Systemic Stress Composite Indicator (equal weights), Index
Series Key CISS.M.U2.Z0Z.4F.EC.SOV_EW.IDX
ECB Last update 2017-05-18 17:37:12.0
Unit Pure number
Reference area Euro area (changing composition) (U2)
Title Composite Indicator of Sovereign Stress (SovCISS) Euro area, correlation and equal-country weights
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Publications ESRB Risk Dashboard: Table in chapter 01, section 01 (T0101)
Frequency Monthly
Navigation hierarchy node for portalRisk and uncertainty indicators
Title Complement Euro area (changing composition), Sovereign Systemic Stress Composite Indicator (GDP weights), Index
Series Key CISS.M.U2.Z0Z.4F.EC.SOV_GDPW.IDX
ECB Last update 2017-05-05 16:07:18.0
Unit Pure number
Reference area Euro area (changing composition) (U2)
Title Composite Indicator of Sovereign Stress (SovCISS) Euro area, correlation and real GDP-country weights
Decimals Four (4)
Collection indicator Other (V)
Source agency European Central Bank (ECB) (4F0)
Frequency Monthly