group: CISS

name: NEW SovCISS - Composite Indicator of Sovereign Stress Greece

description: Greece, Composite Indicator of Sovereign Stress, Index

ref_area: GR

frequency: D


name: Composite Indicator of Sovereign Stress (SovCISS)Greece

description: Greece, Sovereign Systemic Stress Composite Indicator, Index

frequency: M


name: Composite Indicator of Sovereign Stress (SovCISS)Denmark

description: Denmark, Sovereign Systemic Stress Composite Indicator, Index

ref_area: DK


name: Composite Indicator of Sovereign Stress (SovCISS)Germany

description: Germany, Sovereign Systemic Stress Composite Indicator, Index

ref_area: DE


name: NEW SovCISS - Composite Indicator of Sovereign Stress Germany

description: Germany, Composite Indicator of Sovereign Stress, Index


name: NEW CISS - Composite Indicator of Systemic Stress.

description: Germany, New Composite Indicator of Systemic Stress (CISS), Index


name: NEW CISS - CISS contribution from financial intermediaries subindex

description: Euro area (changing composition), Contribution from financial intermediary subindex, Contribution


name: NEW SovCISS - Composite Indicator of Sovereign Stress Euro area, correlation and equal-country weights

description: Euro area (changing composition), Correlation and equal-country weights, Index


name: CISS contribution from financial intermediaries subindex

description: 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


name: NEW CISS - CISS contribution from money market subindex

description: Euro area (changing composition), Contribution from money market subindex, Contribution


name: Composite Indicator of Sovereign Stress (SovCISS) Euro area, correlation and real GDP-country weights

description: Euro area (changing composition), Sovereign Systemic Stress Composite Indicator (GDP weights), Index


name: CISS - Composite Indicator of Systemic Stress

description: Euro area (changing composition), Systemic Stress Composite Indicator, Index


name: NEW CISS - CISS contribution from cross-subindex correlations

description: Euro area (changing composition), Contribution from cross-subindex correlations, Contribution


name: CISS contribution from equity market subindex

description: 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


name: CISS contribution from foreign exchange market subindex

description: 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


name: Composite Indicator of Sovereign Stress (SovCISS) Euro area, correlation and equal-country weights

description: Euro area (changing composition), Sovereign Systemic Stress Composite Indicator (equal weights), Index


name: CISS contribution from bond market subindex

description: 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


name: NEW SovCISS - Composite Indicator of Sovereign Stress Euro area, correlation and real GDP-country weights average

description: Euro area (changing composition), Correlation and real GDP-country weights average, Index


description: Euro area (changing composition), New Composite Indicator of Systemic Stress (CISS), Index


name: CISS contribution from cross-subindex correlations

description: Euro area (changing composition), Stress subindice - Cross-subindex correlation, Contribution


name: CISS contribution from money market subindex

description: 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


name: NEW CISS - CISS contribution from bond market subindex

description: Euro area (changing composition), Contribution from bond market subindex, Contribution


name: NEW CISS - CISS contribution from equity market subindex

description: Euro area (changing composition), Contribution from equity market subindex, Contribution


name: NEW CISS - CISS contribution from foreign exchange market subindex

description: Euro area (changing composition), Contribution from foreign exchange market subindex, Contribution


name: Composite Indicator of Sovereign Stress (SovCISS)Sweden

description: Sweden, Sovereign Systemic Stress Composite Indicator, Index

ref_area: SE


name: Composite Indicator of Sovereign Stress (SovCISS)Czech Republic

description: Czech Republic, Sovereign Systemic Stress Composite Indicator, Index

ref_area: CZ


name: Composite Indicator of Sovereign Stress (SovCISS)Portugal

description: Portugal, Sovereign Systemic Stress Composite Indicator, Index

ref_area: PT


name: NEW CISS - Composite Indicator of Systemic Stress.

description: Portugal, New Composite Indicator of Systemic Stress (CISS), Index


name: NEW SovCISS - Composite Indicator of Sovereign Stress Portugal

description: Portugal, Composite Indicator of Sovereign Stress, Index


description: Finland, New Composite Indicator of Systemic Stress (CISS), Index

ref_area: FI


name: NEW SovCISS - Composite Indicator of Sovereign Stress Finland

description: Finland, Composite Indicator of Sovereign Stress, Index


name: Composite Indicator of Sovereign Stress (SovCISS)Finland

description: Finland, Sovereign Systemic Stress Composite Indicator, Index


name: Composite Indicator of Sovereign Stress (SovCISS)United Kingdom

description: United Kingdom, Sovereign Systemic Stress Composite Indicator, Index

ref_area: GB


description: United Kingdom, New Composite Indicator of Systemic Stress (CISS), Index


name: NEW SovCISS - Composite Indicator of Sovereign Stress Ireland

description: Ireland, Composite Indicator of Sovereign Stress, Index

ref_area: IE


name: Composite Indicator of Sovereign Stress (SovCISS)Ireland

description: Ireland, Sovereign Systemic Stress Composite Indicator, Index


description: Ireland, New Composite Indicator of Systemic Stress (CISS), Index


name: NEW SovCISS - Composite Indicator of Sovereign Stress Italy

description: Italy, Composite Indicator of Sovereign Stress, Index

ref_area: IT


description: Italy, New Composite Indicator of Systemic Stress (CISS), Index


name: Composite Indicator of Sovereign Stress (SovCISS)Italy

description: Italy, Sovereign Systemic Stress Composite Indicator, Index


description: China, New Composite Indicator of Systemic Stress (CISS), Index

ref_area: CN


name: NEW SovCISS - Composite Indicator of Sovereign Stress Belgium

description: Belgium, Composite Indicator of Sovereign Stress, Index

ref_area: BE


description: Belgium, New Composite Indicator of Systemic Stress (CISS), Index


name: Composite Indicator of Sovereign Stress (SovCISS)Belgium

description: Belgium, Sovereign Systemic Stress Composite Indicator, Index


name: Composite Indicator of Sovereign Stress (SovCISS)Spain

description: Spain, Sovereign Systemic Stress Composite Indicator, Index

ref_area: ES


name: NEW SovCISS - Composite Indicator of Sovereign Stress Spain

description: Spain, Composite Indicator of Sovereign Stress, Index


description: Spain, New Composite Indicator of Systemic Stress (CISS), Index


name: Composite Indicator of Sovereign Stress (SovCISS)Hungary

description: Hungary, Sovereign Systemic Stress Composite Indicator, Index

ref_area: HU


name: Composite Indicator of Sovereign Stress (SovCISS)France

description: France, Sovereign Systemic Stress Composite Indicator, Index

ref_area: FR


name: NEW SovCISS - Composite Indicator of Sovereign Stress France

description: France, Composite Indicator of Sovereign Stress, Index


description: France, New Composite Indicator of Systemic Stress (CISS), Index


name: Composite Indicator of Sovereign Stress (SovCISS)Netherlands

description: Netherlands, Sovereign Systemic Stress Composite Indicator, Index

ref_area: NL


name: NEW SovCISS - Composite Indicator of Sovereign Stress Netherlands

description: Netherlands, Composite Indicator of Sovereign Stress, Index


name: NEW CISS - Composite Indicator of Systemic Stress.

description: Netherlands, New Composite Indicator of Systemic Stress (CISS), Index


description: United States, New Composite Indicator of Systemic Stress (CISS), Index

ref_area: US


name: CISS - Composite Indicator of Systemic Stress

description: United States, Systemic Stress Composite Indicator, Index


name: Composite Indicator of Sovereign Stress (SovCISS)Poland

description: Poland, Sovereign Systemic Stress Composite Indicator, Index

ref_area: PL


name: Composite Indicator of Sovereign Stress (SovCISS)Austria

description: Austria, Sovereign Systemic Stress Composite Indicator, Index

ref_area: AT


description: Austria, New Composite Indicator of Systemic Stress (CISS), Index


name: NEW SovCISS - Composite Indicator of Sovereign Stress Austria

description: Austria, Composite Indicator of Sovereign Stress, Index