Navigation Path:
Home  >  Supervisory and prudential statistics  >  Macroprudential Database  >  Interconnectedness variables

Interconnectedness variables

This domain includes variables that capture aspects of the interconnectedness within the financial system, and includes for that purpose the indicators that have been selected for the ESRB's quantitative risk analysis tools. The indicators deal for example with banks' interbank liabilities (in addition to their interbank assets) and banks' derivative positions.

The list of indicators, together with the underlying SDW codes and indicators calculations, can be accessed via the following catalogue:

Interconnectedness variables catalogue