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2. Macro risk
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2.1 GDP growth 2.2 Credit-to-GDP gap
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Table of contents
1. Interlinkages and composite measures of systemic risk
2. Macro risk
2.1 GDP growth 2.2 Credit-to-GDP gap
Data
2.3 Current account balance 2.4 Unemployment rate
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2.5 Aggregate debt
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General government 2.6 debt-to-GDP 2.7 deficit-to-GDP
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Sovereign debt 2.8 CDS premia 2.9 Debt service
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2.10/2.11 Private sector debt
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5. Market risk
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8. Risk related to central counterparties
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