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 Data set (Number of Series)  Description  Data Structure Definition  Excel Pivot Export
CISS : Composite Indicator of Systemic Stress   (26)
CISS
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Plus/Minus Common Description
Dataset name: Composite Indicator of Systemic Stress


 Title  Key  From  To  Last Updated
CISS contribution from bond market subindex
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 12 Oct 2018 2018-10-15 10:29
CISS - Composite Indicator of Systemic Stress
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 12 Oct 2018 2018-10-15 10:29
CISS contribution from cross-subindex correlations
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 12 Oct 2018 2018-10-15 10:29
CISS contribution from equity market subindex
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 12 Oct 2018 2018-10-15 10:29
CISS contribution from financial intermediaries subindex
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 12 Oct 2018 2018-10-15 10:29
CISS contribution from foreign exchange market subindex
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 12 Oct 2018 2018-10-15 10:29
CISS contribution from money market subindex
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 12 Oct 2018 2018-10-15 10:29
Composite Indicator of Sovereign Stress (SovCISS) Euro area, correlation and equal-country weights
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 2018Sep 2018-10-02 11:02
Composite Indicator of Sovereign Stress (SovCISS) Austria
Austria, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.AT.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2018Sep 2018-10-02 11:02
Composite Indicator of Sovereign Stress (SovCISS) Belgium
Belgium, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.BE.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2018Sep 2018-10-02 11:02
Composite Indicator of Sovereign Stress (SovCISS) Czech Republic
Czech Republic, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.CZ.Z0Z.4F.EC.SOV_CI.IDX
2002Nov 2018Sep 2018-10-02 11:02
Composite Indicator of Sovereign Stress (SovCISS) Germany
Germany, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.DE.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2018Sep 2018-10-02 11:02
Composite Indicator of Sovereign Stress (SovCISS) Denmark
Denmark, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.DK.Z0Z.4F.EC.SOV_CI.IDX
2002Nov 2018Sep 2018-10-02 11:02
Composite Indicator of Sovereign Stress (SovCISS) Spain
Spain, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.ES.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2018Sep 2018-10-02 11:02
Composite Indicator of Sovereign Stress (SovCISS) Finland
Finland, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.FI.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2018Sep 2018-10-02 11:02
Composite Indicator of Sovereign Stress (SovCISS) France
France, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.FR.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2018Sep 2018-10-02 11:02
Composite Indicator of Sovereign Stress (SovCISS) United Kingdom
United Kingdom, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.GB.Z0Z.4F.EC.SOV_CI.IDX
2002Nov 2018Sep 2018-10-02 11:02
Composite Indicator of Sovereign Stress (SovCISS) Greece
Greece, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.GR.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2018Sep 2018-10-02 11:02
Composite Indicator of Sovereign Stress (SovCISS) Hungary
Hungary, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.HU.Z0Z.4F.EC.SOV_CI.IDX
2002Nov 2018Sep 2018-10-02 11:02
Composite Indicator of Sovereign Stress (SovCISS) Ireland
Ireland, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.IE.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2018Sep 2018-10-02 11:02
Composite Indicator of Sovereign Stress (SovCISS) Italy
Italy, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.IT.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2018Sep 2018-10-02 11:02
Composite Indicator of Sovereign Stress (SovCISS) Netherlands
Netherlands, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.NL.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2018Sep 2018-10-02 11:02
Composite Indicator of Sovereign Stress (SovCISS) Poland
Poland, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.PL.Z0Z.4F.EC.SOV_CI.IDX
2002Nov 2018Sep 2018-10-02 11:02
Composite Indicator of Sovereign Stress (SovCISS) Portugal
Portugal, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.PT.Z0Z.4F.EC.SOV_CI.IDX
2000Sep 2018Sep 2018-10-02 11:02
Composite Indicator of Sovereign Stress (SovCISS) Sweden
Sweden, Sovereign Systemic Stress Composite Indicator, Index
[Composite Indicator of Systemic Stress]
CISS.M.SE.Z0Z.4F.EC.SOV_CI.IDX
2002Nov 2018Sep 2018-10-02 11:02
Composite Indicator of Sovereign Stress (SovCISS) Euro area, correlation and real GDP-country weights
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 2018Sep 2018-10-02 11:02