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Show/Hide section   CISS - Composite Indicator of Systemic Stress

  Title Composite indicator of systemic stress (CISS)

  Data source ECB

  Contact email address Statistical Information Request form

  Data presentation - Summary description The CISS is computed for the Euro Area as a whole. It includes 15 raw, mainly market-based financial stress measures that are split equally into five categories, namely the financial intermediaries sector, money markets, equity markets, bond markets and foreign exchange markets. For further details, see Holló, D., Kremer, M. and Lo Duca, M., "CISS - A Composite Indicator of Systemic Stress in the Financial System" , Working Paper Series, No 1426, ECB, March 2012.


The CISS is also available for the United States of America, following a computation analogous to the Euro Area definition described above. The US CISS is comprised of the appropriate sub-indices for the United States financial system.


The SovCISS measures stress in sovereign debt markets in the Euro Area as a whole and in several Euro Area and non-Euro Area EU countries. The methodology is described in Garcia-de-Andoain, C. and Kremer, M., "Beyond Spreads: Measuring Sovereign Market Stress in the Euro Area"Working Paper Series, No 2185, ECB, October 2018.

  Time period Weekly (CISS), Monthly (SovCISS)

  Timeliness The CISS data for the Euro Area and the US is updated weekly on Monday with the figures for the previous week.

The SovCISS data is updated monthly on the first Monday of the month with the figures for the previous month.

  Metadata last update 27/SEP/2019 10:56:24

Show/Hide section   Series Level

Composite Indicator of Systemic Stress
Show/Hide section   CISS : Search result for CISS.M.BE.Z0Z.4F.EC.SOV_CI.IDX

Title Complement Belgium, Sovereign Systemic Stress Composite Indicator, Index
ECB Last update 2019-11-08 15:57:31.0
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