Navigation Path:
Home  >  Search  >  Selected Search Results
Metadata Parameters - Debug Info
node
q
Show/Hide section   Dataset Level Metadata  

Show/Hide section   CISS - Composite Indicator of Systemic Stress

 
ADMINISTRATIVE INFORMATION
  Title

Composite indicator of systemic stress (CISS)

  Data source

ECB

  Contact email address

Statistical Information Request form

 
SCOPE
  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 Hollo, 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 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.

 
METHODOLOGICAL INFORMATION
  Time period

Weekly (CISS), Monthly (SovCISS)

 
QUALITY
  Timeliness

The CISS data 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.

 
MISCELLANEOUS
  Metadata last update 16/JAN/2019 15:01:08

Show/Hide section   Series Level

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

Title Complement Finland, Sovereign Systemic Stress Composite Indicator, Index
Series Key CISS.M.FI.Z0Z.4F.EC.SOV_CI.IDX
ECB Last update 2019-08-02 11:17:27.0
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