Navigation Path:
Home  >  Full Content  >  CISS - Composite Indicator of Systemic Stress


Build #: DEV

Available Datasets (1)     
Colours' legend: Dataset contains Reference series
 Data set (Number of Series)  Description  Data Structure Definition  Excel Pivot Export
CISS : Composite Indicator of Systemic Stress   (35)
CISS
DSD
Standard Refreshable


Loading Filters



Colours' legend: Reference series Other series
Plus/Minus Common Description
Dataset name: Composite Indicator of Systemic Stress


 Title  Key  From  To  Last Updated
CISS contribution from bond market subindex
Euro area (changing composition), Stress subindice - Bond Market - realised volatility of the German 10-year benchmark government bond index, yield spread between A-rated non-financial corporations and government bonds (7-year maturity bracket), and 10-year interest rate swap spread, Contribution
[Composite Indicator of Systemic Stress]
CISS.D.U2.Z0Z.4F.EC.SS_BM.CON
08 Jan 1999 23 Oct 2020 2020-10-26 14:06
CISS - Composite Indicator of Systemic Stress
Euro area (changing composition), Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.D.U2.Z0Z.4F.EC.SS_CI.IDX
08 Jan 1999 23 Oct 2020 2020-10-26 14:06
CISS contribution from cross-subindex correlations
Euro area (changing composition), Stress subindice - Cross-subindex correlation, Contribution
[Composite Indicator of Systemic Stress]
CISS.D.U2.Z0Z.4F.EC.SS_CO.CON
08 Jan 1999 23 Oct 2020 2020-10-26 14:06
CISS contribution from equity market subindex
Euro area (changing composition), Stress subindice - Equity Market - realised volatility of the Datastram non-financial sector stock market index, CMAX for the Datastream non-financial sector stock market index, and stock-bond correlation, Contribution
[Composite Indicator of Systemic Stress]
CISS.D.U2.Z0Z.4F.EC.SS_EM.CON
08 Jan 1999 23 Oct 2020 2020-10-26 14:06
CISS contribution from financial intermediaries subindex
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. market index, Contribution
[Composite Indicator of Systemic Stress]
CISS.D.U2.Z0Z.4F.EC.SS_FI.CON
08 Jan 1999 23 Oct 2020 2020-10-26 14:06
CISS contribution from foreign exchange market subindex
Euro area (changing composition), Stress subindice - Foreign Exchange Market - realised volatility of the euro exchange rate vis-a-vis the US dollar, the Japanese Yen and the British Pound, respectively, Contribution
[Composite Indicator of Systemic Stress]
CISS.D.U2.Z0Z.4F.EC.SS_FX.CON
08 Jan 1999 23 Oct 2020 2020-10-26 14:06
CISS contribution from money market subindex
Euro area (changing composition), Stress subindice - Money Market - realised volatility of the 3-month Euribor rate, interest rate spread between 3-month Euribor and 3-month French T-bills, and monetary Financial Institutions (MFI) emergency lending at Eurosystem central banks, Contribution
[Composite Indicator of Systemic Stress]
CISS.D.U2.Z0Z.4F.EC.SS_MM.CON
08 Jan 1999 23 Oct 2020 2020-10-26 14:06
Composite Indicator of Sovereign Stress (SovCISS) Euro area, correlation and equal-country weights
Euro area (changing composition), Sovereign Systemic Stress Composite Indicator (equal weights), Index
[Composite Indicator of Systemic Stress]
CISS.M.U2.Z0Z.4F.EC.SOV_EW.IDX
2000Sep 2020Sep 2020-09-29 13:16
NEW CISS - Composite Indicator of Systemic Stress
China, New Composite Indicator of Systemic Stress (CISS), Index
[Composite Indicator of Systemic Stress]
CISS.D.CN.Z0Z.4F.EC.SS_CIN.IDX
10 Oct 2006 23 Oct 2020 2020-10-26 15:51
NEW CISS - Composite Indicator of Systemic Stress
Germany, New Composite Indicator of Systemic Stress (CISS), Index
[Composite Indicator of Systemic Stress]
CISS.D.DE.Z0Z.4F.EC.SS_CIN.IDX
04 Jan 1980 23 Oct 2020 2020-10-26 15:51
NEW CISS - Composite Indicator of Systemic Stress
Spain, New Composite Indicator of Systemic Stress (CISS), Index
[Composite Indicator of Systemic Stress]
CISS.D.ES.Z0Z.4F.EC.SS_CIN.IDX
01 Jul 1991 23 Oct 2020 2020-10-26 15:51
NEW CISS - Composite Indicator of Systemic Stress
France, New Composite Indicator of Systemic Stress (CISS), Index
[Composite Indicator of Systemic Stress]
CISS.D.FR.Z0Z.4F.EC.SS_CIN.IDX
04 Feb 1985 23 Oct 2020 2020-10-26 15:51
NEW CISS - Composite Indicator of Systemic Stress
United Kingdom, New Composite Indicator of Systemic Stress (CISS), Index
[Composite Indicator of Systemic Stress]
CISS.D.GB.Z0Z.4F.EC.SS_CIN.IDX
02 Jan 1980 23 Oct 2020 2020-10-26 15:51
NEW CISS - Composite Indicator of Systemic Stress
Italy, New Composite Indicator of Systemic Stress (CISS), Index
[Composite Indicator of Systemic Stress]
CISS.D.IT.Z0Z.4F.EC.SS_CIN.IDX
01 Jan 1986 23 Oct 2020 2020-10-26 15:51
NEW CISS - Composite Indicator of Systemic Stress
Euro area (changing composition), New Composite Indicator of Systemic Stress (CISS), Index
[Composite Indicator of Systemic Stress]
CISS.D.U2.Z0Z.4F.EC.SS_CIN.IDX
01 Jan 1999 23 Oct 2020 2020-10-26 15:51
CISS - Composite Indicator of Systemic Stress
United States, Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.D.US.Z0Z.4F.EC.SS_CI.IDX
05 Jan 1973 23 Oct 2020 2020-10-26 14:06
NEW CISS - Composite Indicator of Systemic Stress
United States, New Composite Indicator of Systemic Stress (CISS), Index
[Composite Indicator of Systemic Stress]
CISS.D.US.Z0Z.4F.EC.SS_CIN.IDX
02 Jan 1980 23 Oct 2020 2020-10-26 15:51
Composite Indicator of Sovereign Stress (SovCISS) Austria
Austria, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.AT.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2020Sep 2020-09-29 13:16
Composite Indicator of Sovereign Stress (SovCISS) Belgium
Belgium, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.BE.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2020Sep 2020-09-29 13:16
Composite Indicator of Sovereign Stress (SovCISS) Czech Republic
Czech Republic, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.CZ.Z0Z.4F.EC.SOV_CI.IDX
2002Nov 2020Sep 2020-09-29 13:49
Composite Indicator of Sovereign Stress (SovCISS) Germany
Germany, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.DE.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2020Sep 2020-09-29 13:16
Composite Indicator of Sovereign Stress (SovCISS) Denmark
Denmark, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.DK.Z0Z.4F.EC.SOV_CI.IDX
2002Nov 2020Sep 2020-09-29 13:49
Composite Indicator of Sovereign Stress (SovCISS) Spain
Spain, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.ES.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2020Sep 2020-09-29 13:16
Composite Indicator of Sovereign Stress (SovCISS) Finland
Finland, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.FI.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2020Sep 2020-09-29 13:16
Composite Indicator of Sovereign Stress (SovCISS) France
France, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.FR.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2020Sep 2020-09-29 13:16
Composite Indicator of Sovereign Stress (SovCISS) United Kingdom
United Kingdom, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.GB.Z0Z.4F.EC.SOV_CI.IDX
2002Nov 2020Sep 2020-09-29 13:49
Composite Indicator of Sovereign Stress (SovCISS) Greece
Greece, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.GR.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2020Sep 2020-09-29 13:16
Composite Indicator of Sovereign Stress (SovCISS) Hungary
Hungary, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.HU.Z0Z.4F.EC.SOV_CI.IDX
2002Nov 2020Sep 2020-09-29 13:49
Composite Indicator of Sovereign Stress (SovCISS) Ireland
Ireland, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.IE.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2020Sep 2020-09-29 13:16
Composite Indicator of Sovereign Stress (SovCISS) Italy
Italy, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.IT.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2020Sep 2020-09-29 13:16
Composite Indicator of Sovereign Stress (SovCISS) Netherlands
Netherlands, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.NL.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2020Sep 2020-09-29 13:16
Composite Indicator of Sovereign Stress (SovCISS) Poland
Poland, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.PL.Z0Z.4F.EC.SOV_CI.IDX
2002Nov 2020Sep 2020-09-29 13:49
Composite Indicator of Sovereign Stress (SovCISS) Portugal
Portugal, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.PT.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2020Sep 2020-09-29 13:16
Composite Indicator of Sovereign Stress (SovCISS) Sweden
Sweden, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.SE.Z0Z.4F.EC.SOV_CI.IDX
2002Nov 2020Sep 2020-09-29 13:49
Composite Indicator of Sovereign Stress (SovCISS) Euro area, correlation and real GDP-country weights
Euro area (changing composition), Sovereign Systemic Stress Composite Indicator (GDP weights), Index
[Composite Indicator of Systemic Stress]
CISS.M.U2.Z0Z.4F.EC.SOV_GDPW.IDX
2000Sep 2020Sep 2020-09-29 13:16