The CLIFS includes six, mainly market-based, financial stress measures that capture three financial market segments: equity markets, bond markets and foreign exchange markets. In addition, when aggregating the sub-indices, the CLIFS takes the co-movement across market segments into account. For further details, see Duprey, T. and Klaus, B., " Dating systemic financial stress episodes in the EU countries ", Working Paper Series, No 1873, ECB, December 2015.
January 1970 or later, depending on availability.
Monthly
For information about the naming convention (series key dimensions and metadata), refer to the CLIFS underlying DSD (ECB_FMD2) maintained by the ECB.
Country Level Index of Financial Stress (CLIFS)
Various
The dataset is updated at the end of each month with the figures for the previous month.
Download the series catalogue containing a full list of series and associated metadata of the dataset CLIFS in CSV format (zipped)