Daily – Euro area (changing composition) – Not applicable (Z0Z) – ECB – Economic indicator – 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. market index – Contribution
Series ID:
[ECB/CISS/D.U2.Z0Z.4F.EC.SS_FI.CON]
Frequency: weekly
Source
- Provider
- European Central Bank
- Dataset
- Composite Indicator of Systemic Stress
- Series
- Daily – Euro area (changing composition) – Not applicable (Z0Z) – ECB – Economic indicator – 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. market index – Contribution [ECB/CISS/D.U2.Z0Z.4F.EC.SS_FI.CON]
Dimensions
- Frequency [FREQ]
- Daily [D]
- Reference area [REF_AREA]
- Euro area (changing composition) [U2]
- Currency [CURRENCY]
- Not applicable [Z0Z]
- Financial market provider [PROVIDER_FM]
- ECB [4F]
- Financial market instrument [INSTRUMENT_FM]
- Economic indicator [EC]
- Financial market provider identifier [PROVIDER_FM_ID]
- 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. market index [SS_FI]
- Financial market data type [DATA_TYPE_FM]
- Contribution [CON]