Financial Stability [BBQFS]

Updated by DBnomics on
December 20, 2019

Dataset has 420 series. Add search filters to narrow them.

Dimensions codes and labels
[BBK_STD_FREQ] Frequency (BBk)
  • [A] Annual
  • [M] Monthly
  • [Q] Quarterly
  • [H] Semiannual
[BBK_QFS_AREA] Area (countries, list of countries), BBk only
  • [U20103] All euro area countries, excluding countries more affected by the crisis (U20 excluding GR, IR, IT, PT, ES, CY)
  • [B01X10] EU (Member States of the European Union) changing composition, excluding Germany
  • [U2] Euro area (changing composition)
  • [U20100] Euro area countries less affected by the crisis (BE, DE, FR, NL, AT)
  • [U20101] Euro area countries more affected by the crisis, excluding Cyprus (GR, IR, IT, PT, ES)
  • [U20102] Euro area countries more affected by the crisis, including Cyprus (GR, IR, IT, PT, ES, CY)
  • [E1] Europe
  • [DE] Germany
  • [GR] Greece
  • [IE] Ireland
  • [IT] Italy
  • [JP] Japan
  • [PT] Portugal
  • [W1] Rest of the World
  • [W04000] Selected emerging countries (Bundesbank calculation)
  • [ES] Spain
  • [CH] Switzerland
  • [GB] United Kingdom
  • [US] United States
  • [W0] World (all entities, including reference area, including IO)
[BBK_QFS_SECTOR] Financial market data F2 sector
  • [BANK] Banks
  • [BESC] Banks (excluding savings banks and credit cooperatives)
  • [BIBA] Big banks
  • [BOFU] Bond funds
  • [BOFR] Bond funds (retail)
  • [BOFS] Bond funds (specialised)
  • [BULO] Building and loan associations (Bausparkassen)
  • [CMBA] Commercial banks
  • [CORP] Corporates (incl. Financials)
  • [CCBA] Credit cooperatives
  • [EQFU] Equity funds
  • [EQFR] Equity funds (retail)
  • [EQFS] Equity funds (specialised)
  • [FVCS] Financial vehicle corporations
  • [FORB] Foreign branches of banks
  • [FORS] Foreign subsidiaries of banks
  • [GOVE] Government
  • [HOUS] Households
  • [HONP] Households and non-profit institutions serving households
  • [INSU] Insurance companies
  • [INSP] Insurance corporations and pension funds
  • [LABA] Landesbanken
  • [LRBA] Landesbanken and regional institutions of credit cooperatives
  • [LIFE] Life insurer
  • [MABA] Major banks with international focus
  • [MSFU] Mixed securities funds
  • [MSFR] Mixed securities funds (retail)
  • [MSFS] Mixed securities funds (specialised)
  • [MFIN] Monetary financial institutions
  • [MMFU] Money market funds
  • [MOBA] Mortgage banks
  • [MFOF] Mutual funds and Other financial intermediaries
  • [0000] n/a
  • [NSBA] Non significant banks
  • [CONF] Non-financial corporations
  • [OEMF] Open-end mutual funds
  • [OFEM] Open-end mutual funds (excl. Money market funds)
  • [OFIN] Other Financial Institutions
  • [OSII] Other systemically important institutions (O-SII)
  • [PUBL] Public sector
  • [ROCB] Regional and other commercial banks
  • [RCBA] Regional insitutions of credit cooperatives
  • [REBA] Remaining banking groups
  • [REFU] Remaining funds
  • [RESC] Remaining sectors
  • [SABA] Savings banks
  • [SCBA] Savings banks and credit cooperatives
  • [SBSC] Shadow banking sector
  • [SBEM] Shadow banking sector (excl. Money market funds)
  • [X1BA] Small and medium sized banks (savings banks, credit cooperatives and commercial banks other than big banks)
[BBK_QFS_INDICATOR] Indicator
  • [ADDINT_PROV_NEW] Additional interes provision - under current legislation
  • [ADDINT_PROV_OLD] Additional interes provision - under previous legislation
  • [PL_ADMIN_EXP_BS] Administration expenditures as % of total assets
  • [ALM_DYNLEV_RAT] Allocation measure - based on dynamic leverage ratio
  • [ALM_EQTY_RAT] Allocation measure - based on equity ratio
  • [ALM_INTCOV_RAT] Allocation measure - based on interest coverage ratio
  • [AV_MAX_INT_LIFE] Average maximum technical interest rate in life insurers' portfolios
  • [AVRSKW_CRSA_CO] Average risk weight for loans to enterprises based on CRSA
  • [AVRSKW_CRSA_CO_MED] Average risk weight for loans to enterprises based on CRSA - Median
  • [AVRSKW_IRBA_CO] Average risk weight for loans to enterprises based on IRBA
  • [AVRSKW_IRBA_CO_MED] Average risk weight for loans to enterprises based on IRBA - Median
  • [AVRSKW_CRSA_RE] Average risk weight for retail business based on CRSA
  • [AVRSKW_CRSA_RE_MED] Average risk weight for retail business based on CRSA - Median
  • [AVRSKW_IRBA_RE] Average risk weight for retail business based on IRBA
  • [AVRSKW_IRBA_RE_MED] Average risk weight for retail business based on IRBA - Median
  • [CLAIM_BAL] Balance sheet claims
  • [RM_CO_EQTY_RAT_MED] Bank-specific risk measueres for loans to enterprises based on equity ratio - Median
  • [RM_CO_INCO_RAT_MED] Bank-specific risk measueres for loans to enterprises based on interest coverage ratio - Median
  • [BSL] Banking System Loss
  • [BASEL_IRC] Basel interest rate coefficient
  • [PRVEOF] Bonus and rebate provisions eligible as own funds
  • [CAPINV_Q25] Capital investment - 25% quantile
  • [CAPINV_Q75] Capital investment - 75% quantile
  • [CAPINV_MEAN] Capital investment - weighted mean
  • [CAPREQ_CRE_YOY] Capital requirements for credit risk, year-on-year percentage change
  • [CAPREQ_CRE_VOL_YOY] Capital requirements for credit risk: component credit volume, year-on-year percentage change
  • [CAPREQ_CRE_PFS_YOY] Capital requirements for credit risk: component portfolio shift, year-on-year percentage change
  • [CAPREQ_CRE_RSK_YOY] Capital requirements for credit risk: component risk content, year-on-year percentage change
  • [CAPREQ_MKT] Capital requirements for market risk
  • [CAPREQ_MKT_IM] Capital requirements for market risk (internal models)
  • [CAPREQ_MKT_IRC] Capital requirements for market risk: from IRC
  • [CAPREQ_MKT_SA] Capital requirements for market risk: from standardised approach (FSR 2019)
  • [CAPREQ_MKT_SVAR] Capital requirements for market risk: from Stressed VaR
  • [CAPREQ_MKT_VAR] Capital requirements for market risk: from VaR
  • [PV_CH] Changes in present value given interest rate rise
  • [CRE_YOY] Commercial real estate loans, year-on-year percentage change
  • [CRE_PRC] Commercial real estate price
  • [CRE_PRC_120] Commercial real estate price - 120 towns and cities
  • [CRE_PRC_127] Commercial real estate price - 127 towns and cities
  • [CRE_PRC_7] Commercial real estate price - 7 major cities
  • [LOAN_CONC] Concentration of loan portfolios
  • [PORTL_CONT_TNA] Contribution to portfolio losses as % of total net assets
  • [CC_CAP_BUFF] Countercyclical capital buffer
  • [INTCOV_RAT_CF] Counterfactual interest coverage ratio
  • [PL_OPR_BS_SC1] Counterfactual operating result as a percentage of total assets - scenario 1
  • [PL_OPR_BS_SC2] Counterfactual operating result as a percentage of total assets - scenario 2
  • [T1_RAT_MEAN_CF] Counterfactual Tier 1 capital ratio - mean
  • [COV_RAT] Coverage Ratio
  • [CRED_GDP_GAP] Credit-to-GDP ratio gap
  • [CRED_GDP_GAP_HP] Credit-to-GDP ratio gap - HP filter
  • [CRED_GDP_GAP_MS] Credit-to-GDP ratio gap - MS filter
  • [CRED_GDP_GAP_OFL] Credit-to-GDP ratio gap - other statistical filters (lower limit)
  • [CRED_GDP_GAP_OFU] Credit-to-GDP ratio gap - other statistical filters (upper limit)
  • [CRIT_INT_Q25] Critical interest rate level - 25% quantile
  • [CRIT_INT_Q05] Critical interest rate level - 5% quantile
  • [CRIT_INT_Q75] Critical interest rate level - 75% quantile
  • [CRIT_INT_Q95] Critical interest rate level - 95% quantile
  • [CRIT_INT_MED] Critical interest rate level - Median
  • [CBC] Cross-border claims
  • [CUR_AV_RET_INV] Current average return on investment
  • [YLD] Current bond yield
  • [CUR_RET_LIFE_INSU] Current return on life insurance policies and annuities
  • [YLD_10] Current yield of bonds with a ten-year residual maturity
  • [YLD_10_OECD] Current yield of bonds with a ten-year residual maturity; source: OECD
  • [YLD_DOM_BB] Current yield of domestic bearer bonds
  • [DEBT_DINC] Debt as a percentage of disposable income
  • [DEBT_GDP] Debt in % of GDP
  • [DUR_NETASS_BANK] Duration of net assets (banking book)
  • [DYNLEV_RAT] Dynamic leverage ratio
  • [EWI_BBK] Early warning indicator of the Bundesbank
  • [EWI_BBK_OFL] Early warning indicator of the Bundesbank - other statistical filters (lower limit)
  • [EWI_BBK_OFU] Early warning indicator of the Bundesbank - other statistical filters (upper limit)
  • [PL_EAT_BS] Earnings after taxes (EBT) as % of total assets
  • [PL_EBT] Earnings before taxes (EBT)
  • [PL_EBT_BS] Earnings before taxes (EBT) as % of total assets
  • [DEPR_2Y] Effective interest rate for deposits with an agreed maturity of up to two years
  • [HOUSR_NB] Effective interest rate for housing loans (new business)
  • [LOANR_NB] Effective interest rate for loans (new business)
  • [EQTY] Equity
  • [EQTY_RAT] Equity ratio
  • [EQTY_RAT_Q25] Equity ratio - 25% quantile
  • [EQTY_RAT_Q75] Equity ratio - 75% quantile
  • [EQTY_RAT_MED] Equity ratio - Median
  • [EST_PE_DAX] Estimated price-to-earnings ratio DAX price index
  • [EST_PE_ES50] Estimated price-to-earnings ratio EURO STOXX 50
  • [EST_PE_SP500] Estimated price-to-earnings ratio S&P 500
  • [HOUS_LR_BASE] Expected loss ratio on residential mortgages - baseline scenario
  • [HOUS_LR_STRE] Expected loss ratio on residential mortgages - stress scenario
  • [FINASS] Financial Assets
  • [FNCAPINV_DBC] Foreign net capital investments - debt capital
  • [FNCAPINV_EQC] Foreign net capital investments - equity capital
  • [FUND_SH_HOLD] Fund share holdings
  • [GRO_ISS_DEBT] Gross issuance of debt securities
  • [GAR_2Y] Growth-at-risk over a horizon of two years
  • [INT_DER_NOV] Hedging activates through interest rate derivatives - nominal value
  • [VOL_HIS_DAX] Historical volatility DAX
  • [HOUS_DINC] Housing loans in % of disposable income
  • [HOUS_GDP] Housing loans in % of GDP
  • [HOUS_NB_RFIX_1Y] Housing loans in % of new business volumes with a floating rate or an initial rate fixation up to 1 year
  • [HOUS_NB_RFIX_5Y] Housing loans in % of new business volumes with an initial rate fixation of over 1 year and up to 5 years
  • [HOUS_NB_RFIX_OV10Y] Housing loans in % of new business volumes with an initial rate fixation of over 10 years
  • [HOUS_NB_RFIX_10Y] Housing loans in % of new business volumes with an initial rate fixation of over 5 years and up to 10 years
  • [HOUS_YOY] Housing loans, year-on-year percentage change
  • [HOUS_PRC] Housing price
  • [HOUS_PRC_N] Housing price (changing calculation method)
  • [HOUS_PRC_DES] Housing price (House price index Federal Statistical Office)
  • [HOUS_PRC_HYP] Housing price (Hypoport AG composite index)
  • [HOUS_PRC_VDP] Housing price (vdp; owner-occupied housing)
  • [HOUS_PRC_125] Housing price - 125 towns and cities
  • [HOUS_PRC_127] Housing price - 127 towns and cities
  • [HOUS_PRC_7] Housing price - 7 major cities
  • [HOUS_PRC_LTS] Housing price - long time series
  • [HOUS_GDP_GAP_HP] Housing-loan-to-GDP ratio gap - HP filter
  • [HOUS_GDP_GAP_MS] Housing-loan-to-GDP ratio gap - MS filter
  • [HOUS_GDP_GAP_OFL] Housing-loan-to-GDP ratio gap - other statistical filters (lower limit)
  • [HOUS_GDP_GAP_OFU] Housing-loan-to-GDP ratio gap - other statistical filters (upper limit)
  • [IMP_RSK_DAX] Implied equity risk premium DAX price index
  • [IMP_RSK_ES50] Implied equity risk premium EURO STOXX 50
  • [IMP_RSK_SP500] Implied equity risk premium S&P 500
  • [VOL_IMP_DAX] Implied volatility DAX
  • [ADDINT_IN_PROV_NEW] Inflows to the additional interest provision - under current legislation
  • [ADDINT_IN_PROV_OLD] Inflows to the additional interest provision - under previous legislation
  • [INTBURD_DINC] Interest burden as % of disposable income
  • [INTBURD_EBIT] Interest burden as % of earnings before interest and taxes
  • [INTCOV_RAT] Interest coverage ratio
  • [PL_INT_EXP_POT] Interest expenditure as percentage of total assets
  • [PL_INT_INC_POT] Interest income as percentage of total assets
  • [PL_INT_MRG] Interest margin
  • [PL_INT_MRG_BS] Interest margin as % of total assets
  • [RWADE_IRBA_CO] IRBA RWA densitites of German banks for loans for enterprises
  • [RWADE_IRBA_CO_MEAN] IRBA RWA densitites of German banks for loans for enterprises - mean
  • [RWADE_IRBA_RE] IRBA RWA densitites of German banksin retail business
  • [RWADE_IRBA_RE_MEAN] IRBA RWA densitites of German banksin retail business - mean
  • [LEV_RAT] Leverage ratio
  • [LEV_RAT_Q25] Leverage ratio - 25% quantile
  • [LEV_RAT_Q75] Leverage ratio - 75% quantile
  • [LEV_RAT_MED] Leverage ratio - Median
  • [LOAN] Loans
  • [HOUS_LPR] Loss provision rate for residential mortgages
  • [SECSAL_LOS_TNA] Losses as result of securities sales as % of total net assets
  • [MAX_INT_LIFE] Maximum technical interest for new business
  • [DSEC_RMAT_MED] Median residual maturity of debt securities
  • [MMR] Money market rate
  • [MMR_ON] Money market rate overnight
  • [MUX] MU index (Macroeconomic Uncertainty Index)
  • [NET_EXP_SVAR] Net exposure (Stressed VaR)
  • [PL_NET_COM_INC] Net fee and commission income
  • [PL_NET_COM_INC_BS] Net fee and commission income as % of total assets
  • [FINASS_NET_DINC] Net financial assets in % of disposable income
  • [PL_NET_INT_INC] Net interest income
  • [PL_NET_INT_INC_BS] Net interest income as % of total assets
  • [PL_NET_INT_INC_BS1] Net interest income as % of total assets - 10%-percentile
  • [PL_NET_INT_INC_BS9] Net interest income as % of total assets - 90%-percentile
  • [PL_NET_INT_INC_BSA] Net interest income as % of total assets - mean
  • [PL_NET_INT_INC_BSM] Net interest income as % of total assets - median
  • [PL_NET_OP_INC_ALGR] Net operating income - Allianz Gruppe
  • [PL_NET_OP_INC_HARE] Net operating income - Hannover Rück
  • [PL_NET_OP_INC_MURE] Net operating income - Munich Re
  • [PL_NET_OP_INC_TAGR] Net operating income - Talanx-Gruppe
  • [NET_RET_INV] Net return on investment
  • [PL_NET_TRD_INC] Net trading income
  • [PL_NET_TRD_INC_BS] Net trading income as % of total assets
  • [HOUS_LTV_120_999] New housing business with loan-to-value-ratio > 120%
  • [HOUS_LTV_0_60] New housing business with loan-to-value-ratio between 0 - 60%
  • [HOUS_LTV_100_120] New housing business with loan-to-value-ratio between 100 - 120%
  • [HOUS_LTV_60_80] New housing business with loan-to-value-ratio between 60 - 80%
  • [HOUS_LTV_80_100] New housing business with loan-to-value-ratio between 80 - 100%
  • [INV_SH_NIG] Non-Investment Grade investments share in total fixed interest investments
  • [LOAN_NPL_TOT] Non-performing loans in % of total loans
  • [SUBS_NR] Number of subsidiaries
  • [PL_OP_INC] Operating income
  • [PL_OP_INC_BS] Operating income as % of total assets
  • [PL_OPR_BS] Operating result as a percentage of total assets
  • [PL_OTH_COMP_INC_BS] Other comprehensive income as % of total assets
  • [OOF] Other own Funds
  • [OUTPUT_GAP_PO] Output gap as % of potential output
  • [OVLAP_PORT_Q25] Overlap of securities portfolio - 25% quantile
  • [OVLAP_PORT_Q75] Overlap of securities portfolio - 75% quantile
  • [OVLAP_PORT_MEAN] Overlap of securities portfolio - mean
  • [OF] Own Funds
  • [OF_BS] Own Funds as % of total asstes
  • [PORT_DUR] Portfolio duration
  • [PRICE_DAX] Price index DAX
  • [PX_BOOK_DAX] Price-to-book ratio DAX price index
  • [PX_BOOK_ES50] Price-to-book ratio EURO STOXX 50
  • [PX_BOOK_SP500] Price-to-book ratio S&P 500
  • [HOUS_PRC_INC] Price-to-income ratio of residential properties
  • [AV_MAX_INT_LIFE_PJ] Projected average maximum technical interest rate in life insurers' portfolios (FSR 2015)
  • [NET_RET_INV_BASE] Projected net return on investment - baseline scenario
  • [NET_RET_INV_HGHT] Projected net return on investment - heightened stress scenario
  • [NET_RET_INV_MILD] Projected net return on investment - mild stress scenario
  • [HOUS_PRC_AR] Purchase price/annual rent ratio of freehold apartments
  • [HOUS_SH] Purchase price/annual rent ratio of freehold apartments
  • [HOUS_PRC_AR_127] Purchase price/annual rent ratio of freehold apartments - 127 towns and cities
  • [HOUS_PRC_AR_7] Purchase price/annual rent ratio of freehold apartments - 7 major cities
  • [INV_SH_A] Rating category A investments share in total fixed interest investments
  • [INV_SH_AA] Rating category AA investments share in total fixed interest investments
  • [INV_SH_AAA] Rating category AAA investments share in total fixed interest investments
  • [INV_SH_BBB] Rating category BBB investments share in total fixed interest investments
  • [RGDP_YOY] Real GDP, year-on-year percentage change
  • [ROE_RL] Real return on equity
  • [REF_INT_NEW] Reference interest rate - under current legislation
  • [REF_INT_OLD] Reference interest rate - under previuos legislation
  • [ROA_CONST] Return on assets if there is a constant yield curve
  • [ROA_200U] Return on assets if there is a shift in the yield curve by +200 bps
  • [ROA_100D] Return on assets if there is a shift in the yield curve by -100 bps
  • [ROA_TWIST] Return on assets if there is a twist in the yield curve
  • [BS_RSK] Risk content of the balance sheet
  • [RSK_HY_EUR] Risk premium non-investment-grade bonds denominated in Euro
  • [RSK_HY_USD] Risk premium non-investment-grade bonds denominated in US-Dollar
  • [RISK_PROV_NLOAN] Risk provision as % of net loans
  • [PL_RISK_PROV] Risk provisioning
  • [PL_RISK_PROV_BS] Risk provisioning as % of total assets
  • [RWA] Risk weighted assets
  • [SEC] Security holdings
  • [SEC_BOND_DIR] Security holdings - Bonds, held directly
  • [SEC_BOND_IND] Security holdings - Bonds, held indirectly
  • [SEC_SHRS_DIR] Security holdings - Shares, held directly
  • [SEC_SHRS_IND] Security holdings - Shares, held indirectly
  • [SH_LIAB] Share in liabilities of the counterparty
  • [LOSS_SH_HDAX] Share of corporates in the HDAX with a loss in the financial statement
  • [LOSS_SH_RUS1000] Share of corporates in the Russel 1000 with a loss in the financial statement
  • [LOSS_SH_SE600] Share of corporates in the STOXX Europe 600 with a loss in the financial statement
  • [EXTASS_DBC_SH] Share of debt capital in external assets
  • [EXTLIA_DBC_SH] Share of debt capital in external liabilities
  • [SEC_SHARE] Share of security holdings
  • [BOND_FOR_SH] Share of security holdings of foreign issuers in all of these security holdings
  • [BOND_AAA_BKMF_SH] Share of total AAA-rated securities held by German banks and mutual funds
  • [LOAN_SIMI] Similarity of loan portfolios
  • [PL_INT_MRG_BL] Simulated interest margin in baseline scenario
  • [PL_INT_MRG_S1] Simulated interest margin in scenario 1
  • [PL_INT_MRG_S2] Simulated interest margin in scenario 2
  • [PL_INT_MRG_S3] Simulated interest margin in scenario 3
  • [SOLV_MRG] Solvency margin
  • [SPOI_BBK] Spillover indicator of the Bundesbank
  • [PRICE_ES50] Stock index EURO STOXX 50
  • [PRICE_SP500] Stock index S&P 500
  • [STRESS_ALL] Stress indicator - Overall indicator
  • [SYSLIQ_BUF] Systemic liquidity buffer
  • [SYSLIQ_SHF] Systemic liquidity shortfall
  • [T1] Tier 1 capital
  • [T1_RAT] Tier 1 capital ratio
  • [T1_RAT_Q25] Tier 1 capital ratio - 25% quantile
  • [T1_RAT_Q75] Tier 1 capital ratio - 75% quantile
  • [T1_RAT_MEAN] Tier 1 capital ratio - mean
  • [T1_RAT_MED] Tier 1 capital ratio - Median
  • [TA] Total assets
  • [TA_GDP] Total assets in relation to gross domestic product
  • [TRDPORT] Trading portfolio
  • [PL_VALRES_BS] Valuation result in % of total assets
  • [PL_WDLP_BS] Write-downs and loss provisions in % of total assets
  • [YLD_SPRD_10] Yield spread bonds with a ten-year residual maturity
[BBK_QFS_COUNTERPART_AREA] Area (countries, list of countries), BBk only
  • [U20103] All euro area countries, excluding countries more affected by the crisis (U20 excluding GR, IR, IT, PT, ES, CY)
  • [CY] Cyprus
  • [B01X10] EU (Member States of the European Union) changing composition, excluding Germany
  • [U3] EU excluding euro area (changing composition)
  • [U0] EU excluding euro area (changing composition) and reference area (changing composition)
  • [U2] Euro area (changing composition)
  • [U20X01] Euro area (changing composition) excluding Germany
  • [U20102] Euro area countries more affected by the crisis, including Cyprus (GR, IR, IT, PT, ES, CY)
  • [DE] Germany
  • [GR] Greece
  • [IE] Ireland
  • [IT] Italy
  • [_X] Not allocated/ unspecified
  • [PT] Portugal
  • [W1] Rest of the World
  • [W04000] Selected emerging countries (Bundesbank calculation)
  • [SI] Slovenia
  • [ES] Spain
  • [US] United States
  • [W0] World (all entities, including reference area, including IO)
  • [W00X03] World excluding EU and USA
[BBK_QFS_COUNTERPART_SECTOR] Financial market data F2 sector
  • [BANK] Banks
  • [BOFU] Bond funds
  • [CORP] Corporates (incl. Financials)
  • [EQFU] Equity funds
  • [FINA] Financial Institutions
  • [GOVE] Government
  • [HOUS] Households
  • [HOCO] Households and corporations
  • [HNFC] Households and non-financial corporations
  • [HONP] Households and non-profit institutions serving households
  • [HOGO] Households and state
  • [MSFU] Mixed securities funds
  • [0000] n/a
  • [NBAN] Non-banks
  • [CONF] Non-financial corporations
  • [OEMF] Open-end mutual funds
  • [PRIV] Private sector
  • [ESFU] Real estate funds
  • [REFU] Remaining funds
Technical links