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  Dataset contact e-mail Manfred Kremer
  Catalog Download the series catalogue (complete list of series) of the dataset CISS (Public) (including the metadata): Excel 2013 or the earlier Excel versions.

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Composite Indicator of Systemic Stress
Show/Hide section   CISS: CISS.D.U2.Z0Z.4F.EC.SS_FI.CON

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 2018-10-15 10:29:39.0
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