Build #: 12810
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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   (26) CISS DSD
Standard Refreshable

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Colours' legend: Reference series Other series
Plus/Minus Common Description
Dataset name: Composite Indicator of Systemic Stress
Currency: Not applicable (Z0Z)
Financial market provider: ECB
Financial market instrument: Economic indicator

 Title    Key  From  To  Last Updated
CISS contribution from bond market subindex
Daily, 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 08 Dec 2017 2017-12-11 15:46
CISS - Composite Indicator of Systemic Stress
Daily, 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 08 Dec 2017 2017-12-11 15:46
CISS contribution from cross-subindex correlations
Daily, 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 08 Dec 2017 2017-12-11 15:46
CISS contribution from equity market subindex
Daily, 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 08 Dec 2017 2017-12-11 15:46
CISS contribution from financial intermediaries subindex
Daily, 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. mark. ind. In, Contribution
[Composite Indicator of Systemic Stress]
CISS.D.U2.Z0Z.4F.EC.SS_FI.CON
08 Jan 1999 08 Dec 2017 2017-12-11 15:46
CISS contribution from foreign exchange market subindex
Daily, 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 08 Dec 2017 2017-12-11 15:46
CISS contribution from money market subindex
Daily, 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 08 Dec 2017 2017-12-11 15:46
Composite Indicator of Sovereign Stress (SovCISS) Euro area, correlation and equal-country weights
Monthly, 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 2017Nov 2017-12-12 14:24
Composite Indicator of Sovereign Stress (SovCISS) Austria
Monthly, Austria, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.AT.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2017Nov 2017-12-12 14:24
Composite Indicator of Sovereign Stress (SovCISS) Belgium
Monthly, Belgium, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.BE.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2017Nov 2017-12-12 14:24
Composite Indicator of Sovereign Stress (SovCISS) Czech Republic
Monthly, Czech Republic, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.CZ.Z0Z.4F.EC.SOV_CI.IDX
2002Nov 2017Nov 2017-12-12 14:24
Composite Indicator of Sovereign Stress (SovCISS) Germany
Monthly, Germany, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.DE.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2017Nov 2017-12-12 14:24
Composite Indicator of Sovereign Stress (SovCISS) Denmark
Monthly, Denmark, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.DK.Z0Z.4F.EC.SOV_CI.IDX
2002Nov 2017Nov 2017-12-12 14:24
Composite Indicator of Sovereign Stress (SovCISS) Spain
Monthly, Spain, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.ES.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2017Nov 2017-12-12 14:24
Composite Indicator of Sovereign Stress (SovCISS) Finland
Monthly, Finland, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.FI.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2017Nov 2017-12-12 14:24
Composite Indicator of Sovereign Stress (SovCISS) France
Monthly, France, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.FR.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2017Nov 2017-12-12 14:24
Composite Indicator of Sovereign Stress (SovCISS) United Kingdom
Monthly, United Kingdom (GB), Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.GB.Z0Z.4F.EC.SOV_CI.IDX
2002Nov 2017Nov 2017-12-12 14:24
Composite Indicator of Sovereign Stress (SovCISS) Greece
Monthly, Greece (GR), Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.GR.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2017Nov 2017-12-12 14:24
Composite Indicator of Sovereign Stress (SovCISS) Hungary
Monthly, Hungary, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.HU.Z0Z.4F.EC.SOV_CI.IDX
2002Nov 2017Nov 2017-12-12 14:24
Composite Indicator of Sovereign Stress (SovCISS) Ireland
Monthly, Ireland, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.IE.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2017Nov 2017-12-12 14:24
Composite Indicator of Sovereign Stress (SovCISS) Italy
Monthly, Italy, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.IT.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2017Nov 2017-12-12 14:24
Composite Indicator of Sovereign Stress (SovCISS) Netherlands
Monthly, Netherlands, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.NL.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2017Nov 2017-12-12 14:24
Composite Indicator of Sovereign Stress (SovCISS) Poland
Monthly, Poland, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.PL.Z0Z.4F.EC.SOV_CI.IDX
2002Nov 2017Nov 2017-12-12 14:24
Composite Indicator of Sovereign Stress (SovCISS) Portugal
Monthly, Portugal, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.PT.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2017Nov 2017-12-12 14:24
Composite Indicator of Sovereign Stress (SovCISS) Sweden
Monthly, Sweden, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.SE.Z0Z.4F.EC.SOV_CI.IDX
2002Nov 2017Nov 2017-12-12 14:24
Composite Indicator of Sovereign Stress (SovCISS) Euro area, correlation and real GDP-country weights
Monthly, 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 2017Nov 2017-12-12 14:24