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DCM - Dealogic DCM analytics data


Contact , Data , Integrity , Methodology

 
Contact
 
Data Go to the top of DCM - Dealogic DCM analytics data.
  Dataset description Maturity profile of outstanding debt securities, and long-term debt securities issuance by EU banks.
  Data characteristics

Related to the chart 4.5 in the ESRB Risk Dashboard:

Outstanding amounts of debt securities other than shares issued by European Union banks at the end of reference period broken down by residual maturity buckets.

  Short presentation of data items

Maturity buckets provided:

  • Up to 1 year
  • Over 1 and up to 2 years
  • Over 2 and up to 3 years
  • Over 3 and up to 4 years
  • Over 4 and up to 5 years
  • Over 5 and up to 10 years
  • Over 10 years
  National currency All currencies combined
  Data characteristics Related to the chart 4.6 in the ESRB Risk Dashboard:

Debt issuance by European Union private and public sector banks, excluding issuance of short term debt and excluding ABS, MBS and agency related issuance, broken down by sub-markets.

  Short presentation of data items

Breakdown of sub-markets provided:

  • Covered bonds
  • Senior unsecured
  • Subordinated unsecured
  • Government guarantee scheme.
  Periodicity Monthly data since January 2005
  Data provider Dealogic DCM Analytics
  Update frequency Data are updated for the publication of the ESRB Risk Dashboard
  Catalog Download the series catalogue (complete list of series) of the dataset DCM (Public) (including the metadata): Excel 2013 or the earlier Excel versions.
  ECB dataset naming convention

A series code is composed of the key family identifier (DCM) plus twelve dimensions separated by a dot.

For example: DCM.M.V3.00BK.F33200.COV.O.AA.E.1.Z01.E.Z

Position Dimension Length Example Description
1 Frequency 1 M Monthly
2 Reference area 2 V3 EU 28
3 Issuing sector 4 00BK Banks
4 Item 6 F33200 Long-term securities other than shares
5 Debt type 3 COV Covered bonds
6 Maturity type 1 O Original maturity
7 Maturity category 2 AA Total
8 Securities valuation 1 E Effective amount paid
9 Data type 1 1 Outstanding amounts at the end of the reference period
10 Currency 3 Z01 All currencies combined
11 Series denominator 1 E Euro
12 Suffix 1 Z Unspecified

  Warning The statistics can be published as far as reference to the data source is made: "Dealogic DCM Analytics and ECB calculations".
 
Integrity Go to the top of DCM - Dealogic DCM analytics data.
  Notification of methodological change Conceptual / methodological changes are done together with the revision of the ESRB Risk Dashboard.
 
Methodology Go to the top of DCM - Dealogic DCM analytics data.
  Scope / Coverage of the data All banks in the European Union
  Valuation Effective amount paid
  Compilation practices Related to the chart 4.6 in the ESRB Risk Dashboard:

12 months moving average


Dealogic DCM analytics data
DCM

Title Complement EU 28 (fixed composition), Banks reporting sector, Securities other than shares, excluding financial derivatives, Residual maturity, Up to 1 year, Effective amount paid, Outstanding amounts at the end of the period (stocks), All currencies combined, denominated in Euro
Series Key DCM.M.V3.00BK.F33000.ALL.R.BC.E.1.Z01.E.Z
ECB Last update 2017-03-30 08:30:00.0
Unit Billions of Euro
Reference area EU 28 (fixed composition) (V3)
Title Banks' outstanding debt securities, residual maturity up to 1 year
Decimals Zero (0)
Collection indicator End of period (E)
Publications ESRB Risk Dashboard: Table in chapter 04, section 05 (T0405)
Frequency Monthly
Navigation hierarchy node for portalLiquidity and funding
Title Complement EU 28 (fixed composition), Banks reporting sector, Securities other than shares, excluding financial derivatives, Residual maturity, Over 1 and up to 2 years, Effective amount paid, Outstanding amounts at the end of the period (stocks), All currencies combined, denominated in Euro
Series Key DCM.M.V3.00BK.F33000.ALL.R.BD.E.1.Z01.E.Z
ECB Last update 2017-03-30 08:30:00.0
Unit Billions of Euro
Reference area EU 28 (fixed composition) (V3)
Title Banks' outstanding debt securities, residual maturity over 1 and up to 2 years
Decimals Zero (0)
Collection indicator End of period (E)
Publications ESRB Risk Dashboard: Table in chapter 04, section 05 (T0405)
Frequency Monthly
Navigation hierarchy node for portalLiquidity and funding
Title Complement EU 28 (fixed composition), Banks reporting sector, Securities other than shares, excluding financial derivatives, Residual maturity, Over 5 years and up to 10 years, Effective amount paid, Outstanding amounts at the end of the period (stocks), All currencies combined, denominated in Euro
Series Key DCM.M.V3.00BK.F33000.ALL.R.BI.E.1.Z01.E.Z
ECB Last update 2017-03-30 08:30:00.0
Unit Billions of Euro
Reference area EU 28 (fixed composition) (V3)
Title Banks' outstanding debt securities, residual maturity over 5 years and up to 10 years
Decimals Zero (0)
Collection indicator End of period (E)
Publications ESRB Risk Dashboard: Table in chapter 04, section 05 (T0405)
Frequency Monthly
Navigation hierarchy node for portalLiquidity and funding
Title Complement EU 28 (fixed composition), Banks reporting sector, Securities other than shares, excluding financial derivatives, Residual maturity, Over 2 years and up to 3 years, Effective amount paid, Outstanding amounts at the end of the period (stocks), All currencies combined, denominated in Euro
Series Key DCM.M.V3.00BK.F33000.ALL.R.BL.E.1.Z01.E.Z
ECB Last update 2017-03-30 08:30:00.0
Unit Billions of Euro
Reference area EU 28 (fixed composition) (V3)
Title Banks' outstanding debt securities, residual maturity over 2 years and up to 3 years
Decimals Zero (0)
Collection indicator End of period (E)
Publications ESRB Risk Dashboard: Table in chapter 04, section 05 (T0405)
Frequency Monthly
Navigation hierarchy node for portalLiquidity and funding
Title Complement EU 28 (fixed composition), Banks reporting sector, Securities other than shares, excluding financial derivatives, Residual maturity, Over 3 years and up to 4 years, Effective amount paid, Outstanding amounts at the end of the period (stocks), All currencies combined, denominated in Euro
Series Key DCM.M.V3.00BK.F33000.ALL.R.BM.E.1.Z01.E.Z
ECB Last update 2017-03-30 08:30:00.0
Unit Billions of Euro
Reference area EU 28 (fixed composition) (V3)
Title Banks' outstanding debt securities, residual maturity over 3 years and up to 4 years
Decimals Zero (0)
Collection indicator End of period (E)
Publications ESRB Risk Dashboard: Table in chapter 04, section 05 (T0405)
Frequency Monthly
Navigation hierarchy node for portalLiquidity and funding
Title Complement EU 28 (fixed composition), Banks reporting sector, Securities other than shares, excluding financial derivatives, Residual maturity, Over 4 years and up to 5 years, Effective amount paid, Outstanding amounts at the end of the period (stocks), All currencies combined, denominated in Euro
Series Key DCM.M.V3.00BK.F33000.ALL.R.BN.E.1.Z01.E.Z
ECB Last update 2017-03-30 08:30:00.0
Unit Billions of Euro
Reference area EU 28 (fixed composition) (V3)
Title Banks' outstanding debt securities, residual maturity over 4 years and up to 5 years
Decimals Zero (0)
Collection indicator End of period (E)
Publications ESRB Risk Dashboard: Table in chapter 04, section 05 (T0405)
Frequency Monthly
Navigation hierarchy node for portalLiquidity and funding
Title Complement EU 28 (fixed composition), Banks reporting sector, Securities other than shares, excluding financial derivatives, Residual maturity, over 10 years, Effective amount paid, Outstanding amounts at the end of the period (stocks), All currencies combined, denominated in Euro
Series Key DCM.M.V3.00BK.F33000.ALL.R.CJ.E.1.Z01.E.Z
ECB Last update 2017-03-30 08:30:00.0
Unit Billions of Euro
Reference area EU 28 (fixed composition) (V3)
Title Banks' outstanding debt securities, residual maturity over 10 years
Decimals Zero (0)
Collection indicator End of period (E)
Publications ESRB Risk Dashboard: Table in chapter 04, section 05 (T0405)
Frequency Monthly
Navigation hierarchy node for portalLiquidity and funding
Title Complement EU 28 (fixed composition), Banks reporting sector, Long-term securities other than shares, Covered bonds, Original maturity, Total, Effective amount paid, Outstanding amounts at the end of the period (stocks), All currencies combined, denominated in Euro
Series Key DCM.M.V3.00BK.F33200.COV.O.AA.E.1.Z01.E.Z
ECB Last update 2017-03-30 08:30:00.0
Unit Billions of Euro
Reference area EU 28 (fixed composition) (V3)
Title Banks' long-term debt securities issuance, covered bonds
Decimals Zero (0)
Collection indicator End of period (E)
Publications ESRB Risk Dashboard: Table in chapter 04, section 05 (T0405)
Frequency Monthly
Title Complement EU 28 (fixed composition), Banks reporting sector, Long-term securities other than shares, Government guarantee scheme, Original maturity, Total, Effective amount paid, Outstanding amounts at the end of the period (stocks), All currencies combined, denominated in Euro
Series Key DCM.M.V3.00BK.F33200.GGS.O.AA.E.1.Z01.E.Z
ECB Last update 2017-03-30 08:30:00.0
Unit Billions of Euro
Reference area EU 28 (fixed composition) (V3)
Title Banks' long-term debt securities issuance, government guarantee scheme
Decimals Zero (0)
Collection indicator End of period (E)
Publications ESRB Risk Dashboard: Table in chapter 04, section 05 (T0405)
Frequency Monthly
Title Complement EU 28 (fixed composition), Banks reporting sector, Long-term securities other than shares, Senior unsecured, Original maturity, Total, Effective amount paid, Outstanding amounts at the end of the period (stocks), All currencies combined, denominated in Euro
Series Key DCM.M.V3.00BK.F33200.SEU.O.AA.E.1.Z01.E.Z
ECB Last update 2017-03-30 08:30:00.0
Unit Billions of Euro
Reference area EU 28 (fixed composition) (V3)
Title Banks' long-term debt securities issuance, senior unsecured
Decimals Zero (0)
Collection indicator End of period (E)
Publications ESRB Risk Dashboard: Table in chapter 04, section 05 (T0405)
Frequency Monthly
Title Complement EU 28 (fixed composition), Banks reporting sector, Long-term securities other than shares, Subordinated unsecured, Original maturity, Total, Effective amount paid, Outstanding amounts at the end of the period (stocks), All currencies combined, denominated in Euro
Series Key DCM.M.V3.00BK.F33200.SUU.O.AA.E.1.Z01.E.Z
ECB Last update 2017-03-30 08:30:00.0
Unit Billions of Euro
Reference area EU 28 (fixed composition) (V3)
Title Banks' long-term debt securities issuance, subordinated unsecured
Decimals Zero (0)
Collection indicator End of period (E)
Publications ESRB Risk Dashboard: Table in chapter 04, section 05 (T0405)
Frequency Monthly