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The CISS is computed for the Euro Area as a whole. It includes 15 raw, mainly market-based financial stress measures that are split equally into five categories, namely the financial intermediaries sector, money markets, equity markets, bond markets and foreign exchange markets. For further details, see Holló, D., Kremer, M. and Lo Duca, M., "CISS - A Composite Indicator of Systemic Stress in the Financial System" , Working Paper Series , No 1426, ECB, March 2012. The CISS is also available for the United States of America, following a computation analogous to the Euro Area definition described above. The US CISS is comprised of the appropriate sub-indices for the United States financial system. The SovCISS measures stress in sovereign debt markets in the Euro Area as a whole and in several Euro Area and non-Euro Area EU countries. The methodology is described in Garcia-de-Andoain, C. and Kremer, M., "Beyond Spreads: Measuring Sovereign Market Stress in the Euro Area" , Working Paper Series , No 2185, ECB, October 2018. The New CISS is computed for four countries for which the Euro Area, the US and the UK use 15 raw indicators and China 16. It maintains the CISS"es scheme of using inputs from different market segments but employs a revised and equal weighting scheme of the raw indicators. It is calculated on a daily basis.
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DE: Composite Indicator of Sovereign Stress data was reported at 0.045 Number in Feb 2025. This records an increase from the previous number of 0.042 Number for Jan 2025. DE: Composite Indicator of Sovereign Stress data is updated monthly, averaging 0.067 Number from Sep 2000 (Median) to Feb 2025, with 294 observations. The data reached an all-time high of 0.680 Number in Sep 2022 and a record low of 0.006 Number in Apr 2021. DE: Composite Indicator of Sovereign Stress data remains active status in CEIC and is reported by European Central Bank. The data is categorized under Global Database’s Germany – Table DE.ECB: Composite Indicator of Sovereign Stress.
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FI: Composite Indicator of Sovereign Stress data was reported at 0.157 Number in Feb 2025. This records a decrease from the previous number of 0.185 Number for Jan 2025. FI: Composite Indicator of Sovereign Stress data is updated monthly, averaging 0.084 Number from Sep 2000 (Median) to Feb 2025, with 294 observations. The data reached an all-time high of 0.757 Number in Oct 2022 and a record low of 0.016 Number in Apr 2014. FI: Composite Indicator of Sovereign Stress data remains active status in CEIC and is reported by European Central Bank. The data is categorized under Global Database’s Finland – Table FI.ECB: Composite Indicator of Sovereign Stress.
Der CLIFS umfasst sechs, hauptsächlich marktbasierte, Finanzstress-Maßnahmen, die drei Finanzmarktsegmente erfassen: Aktienmärkte, Anleihemärkte und Devisenmärkte. Darüber hinaus berücksichtigt der CLIFS bei der Aggregation der Teilindizes die gemeinsame Bewegung über Marktsegmente hinweg. Siehe T. Duprey und B. Klaus, Dating systemic financial stress episodes in the EU countries, Working Paper Series der EZB, Nr. 1873, Dezember 2015.
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AT: Composite Indicator of Sovereign Stress data was reported at 0.178 Number in Feb 2025. This records an increase from the previous number of 0.172 Number for Jan 2025. AT: Composite Indicator of Sovereign Stress data is updated monthly, averaging 0.094 Number from Sep 2000 (Median) to Feb 2025, with 294 observations. The data reached an all-time high of 0.715 Number in Oct 2022 and a record low of 0.011 Number in Dec 2014. AT: Composite Indicator of Sovereign Stress data remains active status in CEIC and is reported by European Central Bank. The data is categorized under Global Database’s Austria – Table AT.ECB: Composite Indicator of Sovereign Stress.
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FR: Composite Indicator of Sovereign Stress data was reported at 0.065 Number in Feb 2025. This records a decrease from the previous number of 0.066 Number for Jan 2025. FR: Composite Indicator of Sovereign Stress data is updated monthly, averaging 0.073 Number from Sep 2000 (Median) to Feb 2025, with 294 observations. The data reached an all-time high of 0.608 Number in Oct 2008 and a record low of 0.006 Number in Oct 2020. FR: Composite Indicator of Sovereign Stress data remains active status in CEIC and is reported by European Central Bank. The data is categorized under Global Database’s France – Table FR.ECB: Composite Indicator of Sovereign Stress.
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HU: Composite Indicator of Sovereign Stress data was reported at 0.026 Number in Feb 2025. This records a decrease from the previous number of 0.028 Number for Jan 2025. HU: Composite Indicator of Sovereign Stress data is updated monthly, averaging 0.070 Number from Sep 2000 (Median) to Feb 2025, with 294 observations. The data reached an all-time high of 0.825 Number in Mar 2009 and a record low of 0.003 Number in Jul 2021. HU: Composite Indicator of Sovereign Stress data remains active status in CEIC and is reported by European Central Bank. The data is categorized under Global Database’s Hungary – Table HU.ECB: Composite Indicator of Sovereign Stress.
CISS apskaičiuojama visai euro zonai.Ji apima 15 neapdorotų, daugiausia rinka grindžiamų finansinių nepalankiausių sąlygų priemonių, kurios yra lygiomis dalimis suskirstytos į penkias kategorijas, t. y. finansų tarpininkų sektorių, pinigų rinkas, akcijų rinkas, obligacijų rinkas ir užsienio valiutų rinkas. Daugiau informacijos žr. Holló, D., Kremer, M. ir Lo Duca, M., „CISS - A Composite Indicator of Systemic Stress in the Financial System“, Working Paper Series , Nr. 1426, ECB, 2012 m. kovo mėn. CISS taip pat galima naudotis Jungtinėse Amerikos Valstijose, atlikus skaičiavimus, analogiškus pirmiau aprašytai euro zonos apibrėžčiai. JAV CISS sudaro atitinkami Jungtinių Valstijų finansų sistemos subindeksai.
Taikant SovCISS priemones patiriama įtampa visos euro zonos valstybių skolos vertybinių popierių rinkose ir keliose euro zonos ir ne euro zonos ES šalyse. Metodika aprašyta C. Garcia-de-Andoain ir M. Kremer „Beyond Spreads:Measuring Sovereign Market Stress in the Euro Area“ , Working Paper Series , Nr. 2185, ECB, 2018 m. spalio mėn.
Naujoji CISS apskaičiuota keturioms šalims, kurioms euro zona, JAV ir Jungtinė Karalystė naudoja 15 neapdorotų rodiklių, o Kinija – 16.Jame išlaikoma CISS schema, pagal kurią naudojami įvairių rinkos segmentų gamybos ištekliai, tačiau naudojama patikslinta ir vienoda neapdorotų rodiklių svorinių koeficientų schema. Jis skaičiuojamas kasdien. Ji apima 15 neapdorotų, daugiausia rinka grindžiamų finansinių nepalankiausių sąlygų priemonių, kurios yra lygiomis dalimis suskirstytos į penkias kategorijas, t. y. finansų tarpininkų sektorių, pinigų rinkas, akcijų rinkas, obligacijų rinkas ir užsienio valiutų rinkas. Daugiau informacijos žr. Holló, D., Kremer, M. ir Lo Duca, M., „CISS - A Composite Indicator of Systemic Stress in the Financial System“, Working Paper Series , Nr. 1426, ECB, 2012 m. kovo mėn. CISS taip pat galima naudotis Jungtinėse Amerikos Valstijose, atlikus skaičiavimus, analogiškus pirmiau aprašytai euro zonos apibrėžčiai. JAV CISS sudaro atitinkami Jungtinių Valstijų finansų sistemos subindeksai.
Taikant SovCISS priemones patiriama įtampa visos euro zonos valstybių skolos vertybinių popierių rinkose ir keliose euro zonos ir ne euro zonos ES šalyse.Metodika aprašyta C. Garcia-de-Andoain ir M. Kremer „Beyond Spreads: Measuring Sovereign Market Stress in the Euro Area“ , Working Paper Series , Nr. 2185, ECB, 2018 m. spalio mėn.
Naujoji CISS apskaičiuota keturioms šalims, kurioms euro zona, JAV ir Jungtinė Karalystė naudoja 15 neapdorotų rodiklių, o Kinija – 16. Jame išlaikoma CISS schema, pagal kurią naudojami įvairių rinkos segmentų gamybos ištekliai, tačiau naudojama patikslinta ir vienoda neapdorotų rodiklių svorinių koeficientų schema. Jis skaičiuojamas kasdien.
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IE: Composite Indicator of Sovereign Stress data was reported at 0.019 Number in Feb 2025. This records an increase from the previous number of 0.017 Number for Jan 2025. IE: Composite Indicator of Sovereign Stress data is updated monthly, averaging 0.074 Number from Sep 2000 (Median) to Feb 2025, with 294 observations. The data reached an all-time high of 0.978 Number in Jul 2011 and a record low of 0.014 Number in Dec 2024. IE: Composite Indicator of Sovereign Stress data remains active status in CEIC and is reported by European Central Bank. The data is categorized under Global Database’s Ireland – Table IE.ECB: Composite Indicator of Sovereign Stress.
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IT: Composite Indicator of Sovereign Stress data was reported at 0.158 Number in Feb 2025. This records a decrease from the previous number of 0.169 Number for Jan 2025. IT: Composite Indicator of Sovereign Stress data is updated monthly, averaging 0.147 Number from Sep 2000 (Median) to Feb 2025, with 294 observations. The data reached an all-time high of 0.919 Number in Nov 2011 and a record low of 0.018 Number in Jul 2001. IT: Composite Indicator of Sovereign Stress data remains active status in CEIC and is reported by European Central Bank. The data is categorized under Global Database’s Italy – Table IT.ECB: Composite Indicator of Sovereign Stress.
El CISS se calcula para la zona del euro en su conjunto.Incluye 15 medidas de estrés financiero en bruto, principalmente basadas en el mercado, que se dividen por igual en cinco categorías, a saber, el sector de intermediarios financieros, los mercados monetarios, los mercados de acciones, los mercados de bonos y los mercados de divisas. Para más detalles, véase Holló, D., Kremer, M. y Lo Duca, M., «CISS - A Composite Indicator of Systemic Stress in the Financial System», Working Paper Series, n.o 1426, BCE, marzo de 2012. El CISS también está disponible para los Estados Unidos de América, siguiendo un cálculo análogo a la definición de la zona del euro descrita anteriormente. El CISS de los Estados Unidos está compuesto por los subíndices apropiados para el sistema financiero de los Estados Unidos.
El SovCISS mide la tensión en los mercados de deuda soberana de la zona del euro en su conjunto y en varios países de la UE pertenecientes y no pertenecientes a la zona del euro. La metodología se describe en Garcia-de-Andoain, C. y Kremer, M., "Más allá de los spreads:Measuring Sovereign Market Stress in the Euro Area», Working Paper Series, n.o 2185, BCE, octubre de 2018.
El nuevo CISS se calcula para cuatro países para los que la zona del euro, los EE.UU. y el Reino Unido utilizan 15 indicadores brutos y China 16.Mantiene el esquema de CISS de utilizar insumos de diferentes segmentos de mercado, pero emplea un esquema de ponderación revisado e igual de los indicadores brutos. Se calcula sobre una base diaria. Incluye 15 medidas de estrés financiero en bruto, principalmente basadas en el mercado, que se dividen por igual en cinco categorías, a saber, el sector de intermediarios financieros, los mercados monetarios, los mercados de acciones, los mercados de bonos y los mercados de divisas. Para más detalles, véase Holló, D., Kremer, M. y Lo Duca, M., «CISS - A Composite Indicator of Systemic Stress in the Financial System», Working Paper Series, n.o 1426, BCE, marzo de 2012. El CISS también está disponible para los Estados Unidos de América, siguiendo un cálculo análogo a la definición de la zona del euro descrita anteriormente. El CISS de los Estados Unidos está compuesto por los subíndices apropiados para el sistema financiero de los Estados Unidos.
El SovCISS mide la tensión en los mercados de deuda soberana de la zona del euro en su conjunto y en varios países de la UE pertenecientes y no pertenecientes a la zona del euro.La metodología se describe en Garcia-de-Andoain, C. y Kremer, M., "Más allá de los spreads: Measuring Sovereign Market Stress in the Euro Area», Working Paper Series, n.o 2185, BCE, octubre de 2018.
El nuevo CISS se calcula para cuatro países para los que la zona del euro, los EE.UU. y el Reino Unido utilizan 15 indicadores brutos y China 16. Mantiene el esquema de CISS de utilizar insumos de diferentes segmentos de mercado, pero emplea un esquema de ponderación revisado e igual de los indicadores brutos. Se calcula sobre una base diaria.
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Belgium BE: Composite Indicator of Sovereign Stress data was reported at 0.114 Number in Feb 2025. This records a decrease from the previous number of 0.146 Number for Jan 2025. Belgium BE: Composite Indicator of Sovereign Stress data is updated monthly, averaging 0.087 Number from Sep 2000 (Median) to Feb 2025, with 294 observations. The data reached an all-time high of 0.786 Number in Jan 2012 and a record low of 0.013 Number in Oct 2020. Belgium BE: Composite Indicator of Sovereign Stress data remains active status in CEIC and is reported by European Central Bank. The data is categorized under Global Database’s Belgium – Table BE.ECB: Composite Indicator of Sovereign Stress.
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Sweden SE: Composite Indicator of Sovereign Stress data was reported at 0.110 Number in Feb 2025. This records a decrease from the previous number of 0.135 Number for Jan 2025. Sweden SE: Composite Indicator of Sovereign Stress data is updated monthly, averaging 0.096 Number from Nov 2002 (Median) to Feb 2025, with 268 observations. The data reached an all-time high of 0.826 Number in Jul 2022 and a record low of 0.013 Number in Oct 2016. Sweden SE: Composite Indicator of Sovereign Stress data remains active status in CEIC and is reported by European Central Bank. The data is categorized under Global Database’s Sweden – Table SE.ECB: Composite Indicator of Sovereign Stress.
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PT: Composite Indicator of Sovereign Stress data was reported at 0.031 Number in Feb 2025. This records a decrease from the previous number of 0.053 Number for Jan 2025. PT: Composite Indicator of Sovereign Stress data is updated monthly, averaging 0.121 Number from Sep 2000 (Median) to Feb 2025, with 294 observations. The data reached an all-time high of 0.971 Number in Jul 2011 and a record low of 0.014 Number in Feb 2001. PT: Composite Indicator of Sovereign Stress data remains active status in CEIC and is reported by European Central Bank. The data is categorized under Global Database’s Portugal – Table PT.ECB: Composite Indicator of Sovereign Stress.
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NL: Composite Indicator of Sovereign Stress data was reported at 0.144 Number in Feb 2025. This records an increase from the previous number of 0.097 Number for Jan 2025. NL: Composite Indicator of Sovereign Stress data is updated monthly, averaging 0.077 Number from Sep 2000 (Median) to Feb 2025, with 294 observations. The data reached an all-time high of 0.675 Number in Dec 2022 and a record low of 0.018 Number in Feb 2001. NL: Composite Indicator of Sovereign Stress data remains active status in CEIC and is reported by European Central Bank. The data is categorized under Global Database’s Netherlands – Table NL.ECB: Composite Indicator of Sovereign Stress.
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ES: Composite Indicator of Sovereign Stress data was reported at 0.040 Number in Feb 2025. This records a decrease from the previous number of 0.043 Number for Jan 2025. ES: Composite Indicator of Sovereign Stress data is updated monthly, averaging 0.087 Number from Sep 2000 (Median) to Feb 2025, with 294 observations. The data reached an all-time high of 0.959 Number in Jul 2012 and a record low of 0.013 Number in Apr 2019. ES: Composite Indicator of Sovereign Stress data remains active status in CEIC and is reported by European Central Bank. The data is categorized under Global Database’s Spain – Table ES.ECB: Composite Indicator of Sovereign Stress.
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Czech Republic CZ: Composite Indicator of Sovereign Stress data was reported at 0.016 Number in Feb 2025. This records an increase from the previous number of 0.015 Number for Jan 2025. Czech Republic CZ: Composite Indicator of Sovereign Stress data is updated monthly, averaging 0.089 Number from Sep 2000 (Median) to Feb 2025, with 294 observations. The data reached an all-time high of 0.783 Number in Mar 2009 and a record low of 0.011 Number in Nov 2014. Czech Republic CZ: Composite Indicator of Sovereign Stress data remains active status in CEIC and is reported by European Central Bank. The data is categorized under Global Database’s Czech Republic – Table CZ.ECB: Composite Indicator of Sovereign Stress.
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Poland PL: Composite Indicator of Sovereign Stress data was reported at 0.103 Number in Feb 2025. This records a decrease from the previous number of 0.131 Number for Jan 2025. Poland PL: Composite Indicator of Sovereign Stress data is updated monthly, averaging 0.074 Number from Nov 2002 (Median) to Feb 2025, with 268 observations. The data reached an all-time high of 0.594 Number in Jan 2023 and a record low of 0.012 Number in May 2003. Poland PL: Composite Indicator of Sovereign Stress data remains active status in CEIC and is reported by European Central Bank. The data is categorized under Global Database’s Poland – Table PL.ECB: Composite Indicator of Sovereign Stress.
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DK: Composite Indicator of Sovereign Stress data was reported at 0.331 Number in Feb 2025. This records a decrease from the previous number of 0.347 Number for Jan 2025. DK: Composite Indicator of Sovereign Stress data is updated monthly, averaging 0.168 Number from Nov 2002 (Median) to Feb 2025, with 268 observations. The data reached an all-time high of 0.807 Number in Oct 2008 and a record low of 0.010 Number in Aug 2021. DK: Composite Indicator of Sovereign Stress data remains active status in CEIC and is reported by European Central Bank. The data is categorized under Global Database’s Denmark – Table DK.ECB: Composite Indicator of Sovereign Stress.
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Greece GR: Composite Indicator of Sovereign Stress data was reported at 0.019 Number in Feb 2025. This records a decrease from the previous number of 0.020 Number for Jan 2025. Greece GR: Composite Indicator of Sovereign Stress data is updated monthly, averaging 0.159 Number from Sep 2000 (Median) to Feb 2025, with 294 observations. The data reached an all-time high of 0.987 Number in Sep 2011 and a record low of 0.010 Number in Mar 2007. Greece GR: Composite Indicator of Sovereign Stress data remains active status in CEIC and is reported by European Central Bank. The data is categorized under Global Database’s Greece – Table GR.ECB: Composite Indicator of Sovereign Stress.
CC0 1.0 Universal Public Domain Dedicationhttps://creativecommons.org/publicdomain/zero/1.0/
License information was derived automatically
The CISS is computed for the Euro Area as a whole. It includes 15 raw, mainly market-based financial stress measures that are split equally into five categories, namely the financial intermediaries sector, money markets, equity markets, bond markets and foreign exchange markets. For further details, see Holló, D., Kremer, M. and Lo Duca, M., "CISS - A Composite Indicator of Systemic Stress in the Financial System" , Working Paper Series , No 1426, ECB, March 2012. The CISS is also available for the United States of America, following a computation analogous to the Euro Area definition described above. The US CISS is comprised of the appropriate sub-indices for the United States financial system. The SovCISS measures stress in sovereign debt markets in the Euro Area as a whole and in several Euro Area and non-Euro Area EU countries. The methodology is described in Garcia-de-Andoain, C. and Kremer, M., "Beyond Spreads: Measuring Sovereign Market Stress in the Euro Area" , Working Paper Series , No 2185, ECB, October 2018. The New CISS is computed for four countries for which the Euro Area, the US and the UK use 15 raw indicators and China 16. It maintains the CISS"es scheme of using inputs from different market segments but employs a revised and equal weighting scheme of the raw indicators. It is calculated on a daily basis.