The Macroprudential Database (MPDB) is a comprehensive and harmonised dataset of indicators covering various sub-categories of indicators judged relevant for macroprudential analysis. The database focuses on the indicators that can be used to explain and predict financial crisis episodes. The indicators were selected based on institutions’ experience of using time series for macroprudential analyses, information about indicators used in macroprudential tools and relevant academic literature. They include indicators selected for the ESRB’s quantitative risk analysis tools, such as the ESRB Risk Dashboard, and the indicators used to monitor developments in national banking markets. The indicators in the database are grouped into seven categories, each of which include various sub-categories, according to the below structure (see overview tab).
The list of indicators, together with the underlying SDW codes and indicator calculations, can be accessed in the MPDB catalogue. The catalogue may also include references to time series that cannot be shown in the SDW but are available from other data sources.
Monetary indicators | Macroeconomic indicators | GDP indicators | Foreign exchange indicators | Financial market indicators | Risk and uncertainty indicators | Financial condition indicators | Borrowing and lending indicators
Total credit and debt service indicators | Bank credit indicators | Financial sector credit by sub-sector (whom-to-whom accounts) | Cross border/ currency/ securities exposures | Credit exposure of banks (FINREP data) | Credit exposure of banks (COREP data) | Credit conditions according to bank lending survey
Banking structure | Main elements of the P&L | Profitability | Main elements of the balance sheet | Liquidity and funding | Lending and leverage | Capital | Asset quality | Locational funding indicators
|ESRB Risk Dashboard|