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5. Market risk
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5.1 Equity indices
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Table of contents
1. Interlinkages and composite measures of systemic risk
2. Macro risk
3. Credit risk
4. Funding & Liquidity
5. Market risk
5.1 Equity indices
Data
5.2 Price/earnings ratio of equity indices 5.3 Exchange rate volatility
Data
5.4/5.5 Interest rates Implied volatility
Data
5.6 Insurance groups' assets and liabilities duration
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6. Profitability and Solvency
7. Structural risk
8. Risk related to central counterparties
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