group: CISS

name: Belgium, Sovereign Systemic Stress Composite Indicator, Index

ref_area: BE

frequency: M


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

frequency: D


name: Spain, Sovereign Systemic Stress Composite Indicator, Index

ref_area: ES


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


name: Germany, Sovereign Systemic Stress Composite Indicator, Index

ref_area: DE


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


name: Sweden, Sovereign Systemic Stress Composite Indicator, Index

ref_area: SE


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


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


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


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


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


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

ref_area: CN


name: United States, Systemic Stress Composite Indicator, Index

ref_area: US


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


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

ref_area: AT


name: Austria, Sovereign Systemic Stress Composite Indicator, Index


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

ref_area: NL


name: Netherlands, Sovereign Systemic Stress Composite Indicator, Index


name: Finland, Sovereign Systemic Stress Composite Indicator, Index

ref_area: FI


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


name: France, Sovereign Systemic Stress Composite Indicator, Index

ref_area: FR


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


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

ref_area: GB


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


name: Ireland, Sovereign Systemic Stress Composite Indicator, Index

ref_area: IE


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


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

ref_area: IT


name: Italy, Sovereign Systemic Stress Composite Indicator, Index


name: Poland, Sovereign Systemic Stress Composite Indicator, Index

ref_area: PL


name: Hungary, Sovereign Systemic Stress Composite Indicator, Index

ref_area: HU


name: Denmark, Sovereign Systemic Stress Composite Indicator, Index

ref_area: DK


name: Greece, Sovereign Systemic Stress Composite Indicator, Index

ref_area: GR


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

ref_area: CZ


name: Portugal, Sovereign Systemic Stress Composite Indicator, Index

ref_area: PT


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