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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
 
TECHNICAL INFORMATION
  Catalog Download the series catalogue of the dataset CISS in CSV format, i.e. full list of series and associated metadata: Excel 2013 (zipped) or the earlier Excel versions.
 
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 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.

 

The New CISS is computed for four countries for which the Euro Area, the US and the UK use 15 raw indicators and China 16. It maintains the CISS"es scheme of using inputs from different market segments but employs a revised and equal weighting scheme of the raw indicators. It is calculated on a daily basis.

 
METHODOLOGICAL INFORMATION
  Time period Daily (New CISS), Weekly (CISS), Monthly (SovCISS)

  Statistical concepts and definitions For information about the naming convention (series key dimensions and metadata), refer to the CISS underlying DSD (ECB_FMD2) maintained by the ECB.
  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.

The New CISS is updated daily with the data of the previous day with the exception of the Chinese CISS. It is updated weekly on Monday.

 
MISCELLANEOUS
  Metadata last update 14/SEP/2020 13:22:47

Show/Hide section   Series Level

Show/Hide section  CISS - Composite Indicator of Systemic Stress

Title Complement Finland, Sovereign Systemic Stress Composite Indicator, Index
Series Key CISS.M.FI.Z0Z.4F.EC.SOV_CI.IDX
ECB Last update 2020-11-11 12:54:31.0
Unit Pure number
Reference area Finland (FI)
Collection indicator Other (V)
Decimals Four (4)
Source agency European Central Bank (ECB) (4F0)
Title Composite Indicator of Sovereign Stress (SovCISS) Finland
Frequency Monthly