Financial Stability [BBQFS]
Updated on DBnomics on November 3, 2023 (2:20 AM)
Frequency (BBk) [BBK_STD_FREQ]
Area (countries, list of countries), BBk only [BBK_QFS_AREA]
Financial market data F2 sector [BBK_QFS_SECTOR]
Indicator [BBK_QFS_INDICATOR]
Area (countries, list of countries), BBk only [BBK_QFS_COUNTERPART_AREA]
Financial market data F2 sector [BBK_QFS_COUNTERPART_SECTOR]
Dataset has 508 series. Add search filters to narrow them.
Series code | 1981 | 1982 | 1983 | 1984 | 1985 | 1986 | 1987 | 1988 | 1989 | 1990 | 1991 | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 | 2001 | 2002 | 2003 | 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 1980 | 2016 | 2017 | 2018 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A.CH.0000.RGDP_YOY._X.0000 | 1.6 | -1.5 | 0.7 | 3.1 | 3.7 | 1.9 | 1.5 | 3.3 | 4.4 | 3.7 | -0.9 | -0.1 | -0.2 | 1.3 | 0.5 | 0.6 | 2.3 | 2.9 | 1.6 | 4.1 | 1.4 | 0.1 | 0.1 | 2.7 | 3.1 | 4.1 | 4.2 | 2.2 | -2.1 | 2.9 | 1.9 | 1.1 | 1.8 | 1.9 | 1 | ||||
A.CH.GOVE.YLD_10_OECD._X.0000 | 5.57 | 4.6 | 4.17 | 4.55 | 4.7 | 4.23 | 4.03 | 4.02 | 5.2 | 6.45 | 6.24 | 6.4 | 4.55 | 4.96 | 4.52 | 4 | 3.36 | 3.04 | 3.04 | 3.93 | 3.38 | 3.2 | 2.66 | 2.74 | 2.1 | 2.52 | 2.93 | 2.9 | 2.2 | 1.63 | 1.47 | 0.65 | 0.95 | 0.69 | -0.05 | 4.76 | |||
A.DE.0000.CRE_PRC._X.0000 | 100.4 | 94.1 | 91 | 90.5 | 91.7 | 94.6 | 96.2 | 92.8 | 87.5 | 84.7 | 85.1 | 90.1 | 94.8 | 95.8 | 97.1 | 100 | 104.7 | 108.9 | 114 | 121 | 129.5 | 139.8 | 154.7 | ||||||||||||||||
A.DE.0000.CRE_PRC_120._X.0000 | 120 | 113.4 | 108.5 | 104.7 | 103.4 | 102.8 | 102.2 | 100 | 95.7 | 91.8 | 89.7 | 90.7 | 94.3 | 96.1 | 97.8 | 100 | 103 | 105.9 | 108.8 | 112.8 | 117.9 | 124 | 132.6 | 138.8 | |||||||||||||||
A.DE.0000.CRE_PRC_127._X.0000 | 100.4 | 94.1 | 91 | 90.5 | 91.7 | 94.6 | 96.2 | 92.7 | 87.5 | 84.7 | 85 | 90.1 | 94.8 | 95.8 | 97.1 | 100 | 104.7 | 108.9 | 114 | 121 | 129.5 | 139.8 | 154.6 | 162.9 | |||||||||||||||
A.DE.0000.CRE_PRC_7._X.0000 | 72.2 | 66.3 | 65.2 | 68.3 | 72.1 | 79.3 | 84.5 | 80.1 | 73.7 | 72.9 | 77 | 88.3 | 95.1 | 94.4 | 95.8 | 100 | 107.8 | 114.3 | 124.1 | 137.7 | 153.5 | 172.3 | 201.8 | 214.5 | |||||||||||||||
A.DE.0000.HOUS_PRC._X.0000 | 101.6 | 100.5 | 100 | 99.8 | 99.6 | 98.7 | 100 | 102.6 | 106.9 | 112.3 | 118.2 | 126.3 | 136.8 | 147.3 | 159.4 | ||||||||||||||||||||||||
A.DE.0000.HOUS_PRC_125._X.0000 | 107.13 | 105.74 | 103.84 | 102.9 | 103.06 | 103.52 | 103.47 | 102.79 | 101.38 | 100 | 99.08 | 99.17 | 100.13 | 100.72 | 101.3 | 103.97 | 109.8 | 116.66 | 124.02 | ||||||||||||||||||||
A.DE.0000.HOUS_PRC_127._X.0000 | 95.3 | 96.4 | 97.1 | 97.4 | 100 | 105.8 | 113 | 121.5 | 128.4 | 138.1 | 150.4 | 163.8 | |||||||||||||||||||||||||||
A.DE.0000.HOUS_PRC_7._X.0000 | 92.7 | 94.1 | 95.6 | 96.3 | 100 | 108 | 117.4 | 128.9 | 137 | 149 | 165.1 | 180.5 |
Showing results 1 - 10 / 508
Dimension codes and labels
[BBK_STD_FREQ] Frequency (BBk)
- [A] Annual
- [D] Daily
- [H] Semiannual
- [M] Monthly
- [Q] Quarterly
- [W] Weekly
[BBK_QFS_AREA] Area (countries, list of countries), BBk only
- [B01X10] EU (Member States of the European Union) changing composition, excluding Germany
- [CH] Switzerland
- [DE] Germany
- [E1] Europe
- [ES] Spain
- [GB] United Kingdom
- [GR] Greece
- [IE] Ireland
- [IT] Italy
- [JP] Japan
- [PT] Portugal
- [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)
- [U20103] All euro area countries, excluding countries more affected by the crisis (U20 excluding GR, IR, IT, PT, ES, CY)
- [US] United States
- [W0] World (all entities, including reference area, including IO)
- [W04000] Selected emerging countries (Bundesbank calculation)
- [W1] Rest of the World
[BBK_QFS_SECTOR] Financial market data F2 sector
- [0000] n/a
- [BANK] Banks
- [BESC] Banks (excluding savings banks and credit cooperatives)
- [BIBA] Big banks
- [BIMF] Banks, insurers and mutual funds
- [BOFR] Bond funds (retail)
- [BOFS] Bond funds (specialised)
- [BOFU] Bond funds
- [BULO] Building and loan associations (Bausparkassen)
- [CCBA] Credit cooperatives
- [CMBA] Commercial banks
- [CONF] Non-financial corporations
- [CORP] Corporates (incl. Financials)
- [CSTR] Construction sector
- [EQFR] Equity funds (retail)
- [EQFS] Equity funds (specialised)
- [EQFU] Equity funds
- [FORB] Foreign branches of banks
- [FORS] Foreign subsidiaries of banks
- [FVCS] Financial vehicle corporations
- [GOVE] Government
- [HONP] Households and non-profit institutions serving households
- [HOUS] Households
- [INSP] Insurance corporations and pension funds
- [INSU] Insurance companies
- [LABA] Landesbanken
- [LIFE] Life insurer
- [LRBA] Landesbanken and regional institutions of credit cooperatives
- [MABA] Major banks with international focus
- [MANU] Manufacturing sector
- [MFIN] Monetary financial institutions
- [MFOF] Mutual funds and Other financial intermediaries
- [MMFU] Money market funds
- [MOBA] Mortgage banks
- [MSFR] Mixed securities funds (retail)
- [MSFS] Mixed securities funds (specialised)
- [MSFU] Mixed securities funds
- [NSBA] Non significant banks
- [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
- [RCBA] Regional insitutions of credit cooperatives
- [REBA] Remaining banking groups
- [REFU] Remaining funds
- [RESC] Remaining sectors
- [ROCB] Regional and other commercial banks
- [SABA] Savings banks
- [SBEM] Shadow banking sector (excl. Money market funds)
- [SBSC] Shadow banking sector
- [SCBA] Savings banks and credit cooperatives
- [SERV] Services sector
- [X1BA] Small and medium sized banks (savings banks, credit cooperatives and commercial banks other than big banks)
[BBK_QFS_INDICATOR] Indicator
- [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
- [ADDINT_PROV_NEW] Additional interes provision - under current legislation
- [ADDINT_PROV_OLD] Additional interes provision - under previous legislation
- [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
- [ALM_SH_DYNLEV_RAT] Allocation measure for loan portfolio - loans to relatively risky enterprises as a percentage of overall loans - based on dynamic leverage ratio
- [ALM_SH_INTCOV_RAT] Allocation measure for loan portfolio - loans to relatively risky enterprises as a percentage of overall loans - based on interest coverage ratio
- [ALM_SH_LIQCOST_RAT] Allocation measure for loan portfolio - loans to relatively risky enterprises as a percentage of overall loans - based on liquid assets in relation to fixed charges and interest expenditure
- [ALM_SH_PD_IRBA] Allocation measure for loan portfolio - loans to relatively risky enterprises as a percentage of overall loans - based on IRBA probability of default
- [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_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_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_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
- [AV_MAX_INT_LIFE] Average maximum technical interest rate in life insurers' portfolios
- [AV_MAX_INT_LIFE_PJ] Projected average maximum technical interest rate in life insurers' portfolios (FSR 2015)
- [BASEL_IRC] Basel interest rate coefficient
- [BOND_AAA_BKMF_SH] Share of total AAA-rated securities held by German banks and mutual funds
- [BOND_DOWNGR_3M_SH] Bond portfolio share of bonds rating downgraded in the last 3 month
- [BOND_FOR_SH] Share of security holdings of foreign issuers in all of these security holdings
- [BOND_NEGOUTL_SH] Bond portfolio share of bonds with negative rating outlook
- [BSL] Banking System Loss
- [BS_RSK] Risk content of the balance sheet
- [CAPINV_MEAN] Capital investment - weighted mean
- [CAPINV_Q25] Capital investment - 25% quantile
- [CAPINV_Q75] Capital investment - 75% quantile
- [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_CRE_VOL_YOY] Capital requirements for credit risk: component credit volume, year-on-year percentage change
- [CAPREQ_CRE_YOY] Capital requirements for credit risk, 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
- [CBC] Cross-border claims
- [CC_CAP_BUFF] Countercyclical capital buffer
- [CLAIM_BAL] Balance sheet claims
- [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)
- [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
- [CRE_YOY] Commercial real estate loans, year-on-year percentage change
- [CRIT_INT] Critical interest rate level - total
- [CRIT_INT_BUFADDINT] Critical interest rate level - Buffer effect of additional interest provisions
- [CRIT_INT_BUFBON] Critical interest rate level - Buffer effect of unallocated bonus and rebate provisions
- [CRIT_INT_BUFEQU] Critical interest rate level - Buffer effect of equity
- [CRIT_INT_BUFRES] Critical interest rate level - Buffer effect of valuation reserves
- [CRIT_INT_MED] Critical interest rate level - Median
- [CRIT_INT_Q05] Critical interest rate level - 5% quantile
- [CRIT_INT_Q25] Critical interest rate level - 25% quantile
- [CRIT_INT_Q75] Critical interest rate level - 75% quantile
- [CRIT_INT_Q95] Critical interest rate level - 95% quantile
- [CUR_AV_RET_INV] Current average return on investment
- [CUR_RET_LIFE_INSU] Current return on life insurance policies and annuities
- [DEBT_DINC] Debt as a percentage of disposable income
- [DEBT_GDP] Debt in % of GDP
- [DEPR_2Y] Effective interest rate for deposits with an agreed maturity of up to two years
- [DSEC_RMAT_MED] Median residual maturity of debt securities
- [DUR_NETASS_BANK] Duration of net assets (banking book)
- [DYNLEV_RAT] Dynamic leverage ratio
- [EQTY] Equity
- [EQTY_RAT] Equity ratio
- [EQTY_RAT_MED] Equity ratio - Median
- [EQTY_RAT_Q25] Equity ratio - 25% quantile
- [EQTY_RAT_Q75] Equity ratio - 75% quantile
- [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
- [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)
- [EXTASS_DBC_SH] Share of debt capital in external assets
- [EXTLIA_DBC_SH] Share of debt capital in external liabilities
- [FINASS] Financial Assets
- [FINASS_NET_DINC] Net financial assets in % of disposable income
- [FNCAPINV_DBC] Foreign net capital investments - debt capital
- [FNCAPINV_EQC] Foreign net capital investments - equity capital
- [FUND_SH_HOLD] Fund share holdings
- [GAR_2Y] Growth-at-risk over a horizon of two years
- [GRO_ISS_DEBT] Gross issuance of debt securities
- [HOUSR_NB] Effective interest rate for housing loans (new business)
- [HOUS_DINC] Housing loans in % of disposable income
- [HOUS_GDP] Housing loans in % of GDP
- [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)
- [HOUS_LPR] Loss provision rate for residential mortgages
- [HOUS_LR_BASE] Expected loss ratio on residential mortgages - baseline scenario
- [HOUS_LR_STRE] Expected loss ratio on residential mortgages - stress scenario
- [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_120_999] New housing business with loan-to-value-ratio > 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%
- [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_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_PRC] Housing price
- [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_AR] 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
- [HOUS_PRC_DES] Housing price (House price index Federal Statistical Office)
- [HOUS_PRC_HYP] Housing price (Hypoport AG composite index)
- [HOUS_PRC_INC] Price-to-income ratio of residential properties
- [HOUS_PRC_LTS] Housing price - long time series
- [HOUS_PRC_N] Housing price (changing calculation method)
- [HOUS_PRC_VDP] Housing price (vdp; owner-occupied housing)
- [HOUS_PRC_YOY] Housing price, year-on-year percentage change
- [HOUS_PRC_YOY_127] Housing price, year-on-year percentage change - 127 towns and cities
- [HOUS_PRC_YOY_7] Housing price, year-on-year percentage change - 7 major cities
- [HOUS_SH] Purchase price/annual rent ratio of freehold apartments
- [HOUS_YOY] Housing loans, year-on-year percentage change
- [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
- [INSOLV_BASE] Insolvencies - baseline scenario
- [INSOLV_SCJUN20] Insolvencies - scenario June 2020
- [INSOLV_SCJUN21] Insolvencies - scenario June 2021
- [INTBURD_DINC] Interest burden as % of disposable income
- [INTBURD_EBIT] Interest burden as % of earnings before interest and taxes
- [INTCOV_RAT] Interest coverage ratio
- [INTCOV_RAT_CF] Counterfactual interest coverage ratio
- [INT_DER_NOV] Hedging activates through interest rate derivatives - nominal value
- [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
- [INV_SH_NIG] Non-Investment Grade investments share in total fixed interest investments
- [LEV_RAT] Leverage ratio
- [LEV_RAT_MED] Leverage ratio - Median
- [LEV_RAT_Q25] Leverage ratio - 25% quantile
- [LEV_RAT_Q75] Leverage ratio - 75% quantile
- [LOAN] Loans
- [LOANR_NB] Effective interest rate for loans (new business)
- [LOAN_CH] Contribution to changes in German bank's lending to non-financial corporations
- [LOAN_CONC] Concentration of loan portfolios
- [LOAN_CONT_CH] Loans to the domestic private non-financial sector
- [LOAN_HOUS_CH] Contribution to changes in German bank's loans for house purchase to households
- [LOAN_HOUS_LAL] Loss allowances for loans for house purchase
- [LOAN_INST_LAL] Loss allowances for instalment loans
- [LOAN_LAL] Loss Allowances
- [LOAN_LAL_SCJUN20] Loss Allowances - scenario June 2020
- [LOAN_LAL_SCJUN21] Loss Allowances - scenario June 2021
- [LOAN_NONINST_LAL] Loss allowances for non-instalment loans
- [LOAN_NPL_TOT] Non-performing loans in % of total loans
- [LOAN_OTH_CH] Contribution to changes in German bank's Other loans to households
- [LOAN_SIMI] Similarity of loan portfolios
- [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
- [MAX_INT_LIFE] Maximum technical interest for new business
- [MMR] Money market rate
- [MMR_ON] Money market rate overnight
- [MUX] MU index (Macroeconomic Uncertainty Index)
- [MUX20] MU index 2020 (Macroeconomic Uncertainty Index)
- [N0B2_CREDR] Vulnerability to climate-related transition risks: credit risk in a scenario of a medium shock to the financial system ("Net Zero 2050" scenario versus "Below 2°C" scenario)
- [N0B2_MKTR] Vulnerability to climate-related transition risks: market risk in a scenario of a medium shock to the financial system ("Net Zero 2050" scenario versus "Below 2°C" scenario)
- [N0CP_CREDR] Vulnerability to climate-related transition risks: credit risk in a scenario of a strong shock to the financial system ("Net Zero 2050" scenario versus "Current Policies" scenario)
- [N0CP_EQV_N] Effects of a rise in carbon prices ("Net Zero 2050" scenario versus "Current Policies" scenario) on equity values, nominal
- [N0CP_EQV_R] Effects of a rise in carbon prices ("Net Zero 2050" scenario versus "Current Policies" scenario) on equity values, real
- [N0CP_MKTR] Vulnerability to climate-related transition risks: market risk in a scenario of a strong shock to the financial system ("Net Zero 2050" scenario versus "Current Policies" scenario)
- [N0CP_MKTR_CONFB] Verwundbarkeiten für klimabezogene Transitionsrisiken: Marktrisiko in einem Szenario eines starken Schocks für das Finanzsystem ("Net Zero 2050"-Szenario gegenüber "Current Policies"-Szenario) - Anlage in Anleihen von nichtfinanziellen Unternehmen
- [N0CP_MKTR_FINCB] Vulnerability to climate-related transition risks: market risk in a scenario of a strong shock to the financial system ("Net Zero 2050" scenario versus "Current Policies" scenario) - assets in financial corporations´ bonds
- [N0CP_MKTR_FUNDS] Vulnerability to climate-related transition risks: market risk in a scenario of a strong shock to the financial system ("Net Zero 2050" scenario versus "Current Policies" scenario) - assets in funds
- [N0CP_MKTR_GOVB] Vulnerability to climate-related transition risks: market risk in a scenario of a strong shock to the financial system ("Net Zero 2050" scenario versus "Current Policies" scenario) - assets in government bonds
- [N0CP_MKTR_SHRS] Vulnerability to climate-related transition risks: market risk in a scenario of a strong shock to the financial system ("Net Zero 2050" scenario versus "Current Policies" scenario) - assets in shares
- [N0CP_VAD_N] Effects of a rise in carbon prices ("Net Zero 2050" scenario versus "Current Policies" scenario) on value added, nominal
- [N0CP_VAD_R] Effects of a rise in carbon prices ("Net Zero 2050" scenario versus "Current Policies" scenario) on value added, real
- [NET_EXP_SVAR] Net exposure (Stressed VaR)
- [NET_RET_INV] Net return on investment
- [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
- [OF] Own Funds
- [OF_BS] Own Funds as % of total asstes
- [OOF] Other own Funds
- [OUTPUT_GAP_PO] Output gap as % of potential output
- [OVLAP_PORT_MEAN] Overlap of securities portfolio - mean
- [OVLAP_PORT_Q25] Overlap of securities portfolio - 25% quantile
- [OVLAP_PORT_Q75] Overlap of securities portfolio - 75% quantile
- [PD_IRBA] IRBA probability of default
- [PD_IRBA_CRE_LOAN] IRBA probability of default - commercial real estate loans
- [PD_IRBA_RES_LOAN] IRBA probability of default - residential real estate loans
- [PL_ADMIN_EXP_BS] Administration expenditures as % of total assets
- [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
- [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_BL] Simulated interest margin in baseline scenario
- [PL_INT_MRG_BS] Interest margin as % of total assets
- [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
- [PL_MKT_PRC_CH] Profits or losses resulting from changes in market prices
- [PL_NET_COM_INC] Net fee and commission income
- [PL_NET_COM_INC_BS] Net fee and commission income as % of total assets
- [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
- [PL_NET_TRD_INC] Net trading income
- [PL_NET_TRD_INC_BS] Net trading income as % of total assets
- [PL_OPR_BS] Operating result as a percentage of total assets
- [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
- [PL_OP_INC] Operating income
- [PL_OP_INC_BS] Operating income as % of total assets
- [PL_OTH_COMP_INC_BS] Other comprehensive income as % of total assets
- [PL_RISK_PROV] Risk provisioning
- [PL_RISK_PROV_BS] Risk provisioning as % of total assets
- [PL_VALRES_BS] Valuation result in % of total assets
- [PL_WDLP_BS] Write-downs and loss provisions in % of total assets
- [PORTL_CONT_TNA] Contribution to portfolio losses as % of total net assets
- [PORT_DUR] Portfolio duration
- [PRICE_DAX] Price index DAX
- [PRICE_ES50] Stock index EURO STOXX 50
- [PRICE_SP500] Stock index S&P 500
- [PRVEOF] Bonus and rebate provisions eligible as own funds
- [PV_CH] Changes in present value given interest rate rise
- [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
- [REF_INT_NEW] Reference interest rate - under current legislation
- [REF_INT_OLD] Reference interest rate - under previuos legislation
- [RGDP_SUBREC] Real gross domestic product - scenario of a subdued economic recovery
- [RGDP_YOY] Real GDP, year-on-year percentage change
- [RISK_PROV_NLOAN] Risk provision as % of net loans
- [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
- [ROA_100D] Return on assets if there is a shift in the yield curve by -100 bps
- [ROA_200U] Return on assets if there is a shift in the yield curve by +200 bps
- [ROA_CONST] Return on assets if there is a constant yield curve
- [ROA_TWIST] Return on assets if there is a twist in the yield curve
- [ROE_RL] Real return on equity
- [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
- [RWA] Risk weighted 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
- [SEC] Security holdings
- [SECSAL_LOS_TNA] Losses as result of securities sales as % of total net assets
- [SEC_BOND_DIR] Security holdings - Bonds, held directly
- [SEC_BOND_IND] Security holdings - Bonds, held indirectly
- [SEC_SHARE] Share of security holdings
- [SEC_SHRS_DIR] Security holdings - Shares, held directly
- [SEC_SHRS_IND] Security holdings - Shares, held indirectly
- [SH_LIAB] Share in liabilities of the counterparty
- [SOLV_MRG] Solvency margin
- [SPOI_BBK] Spillover indicator of the Bundesbank
- [STOCK_UNC] Indicator of uncertainty in the equity market
- [STRESS_ALL] Stress indicator - Overall indicator
- [SUBS_NR] Number of subsidiaries
- [SYSLIQ_BUF] Systemic liquidity buffer
- [SYSLIQ_SHF] Systemic liquidity shortfall
- [T1] Tier 1 capital
- [T1_CH_CREDRISK] Contribution to changes in Tier 1 capital ratio - Credit risk
- [T1_CH_MKTRISK] Contribution to changes in Tier 1 capital ratio - Market risk
- [T1_CH_OPRISK] Contribution to changes in Tier 1 capital ratio - Operational risk
- [T1_CH_OTHRISK] Contribution to changes in Tier 1 capital ratio - Other risks
- [T1_CH_T1] Contribution to changes in Tier 1 capital ratio - Tier 1 capital
- [T1_RAT] Tier 1 capital ratio
- [T1_RAT_MEAN] Tier 1 capital ratio - mean
- [T1_RAT_MEAN_CF] Counterfactual Tier 1 capital ratio - mean
- [T1_RAT_MED] Tier 1 capital ratio - Median
- [T1_RAT_Q25] Tier 1 capital ratio - 25% quantile
- [T1_RAT_Q75] Tier 1 capital ratio - 75% quantile
- [T1_RAT_YOYPP] Tier 1 capital ratio - year-on-year percentage point change
- [TA] Total assets
- [TA_GDP] Total assets in relation to gross domestic product
- [TRDPORT] Trading portfolio
- [VOL_HIS_DAX] Historical volatility DAX
- [VOL_IMP_DAX] Implied volatility DAX
- [WAI_UNCSHOCK] Contribution of uncertainty shocks to developments in the weekly activity index
- [YLD] Current bond yield
- [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
- [YLD_SPRD_10] Yield spread bonds with a ten-year residual maturity
[BBK_QFS_COUNTERPART_AREA] Area (countries, list of countries), BBk only
- [B01X10] EU (Member States of the European Union) changing composition, excluding Germany
- [CY] Cyprus
- [DE] Germany
- [ES] Spain
- [GR] Greece
- [IE] Ireland
- [IT] Italy
- [PT] Portugal
- [SI] Slovenia
- [U0] EU excluding euro area (changing composition) and reference area (changing composition)
- [U2] Euro area (changing composition)
- [U20102] Euro area countries more affected by the crisis, including Cyprus (GR, IR, IT, PT, ES, CY)
- [U20103] All euro area countries, excluding countries more affected by the crisis (U20 excluding GR, IR, IT, PT, ES, CY)
- [U20X01] Euro area (changing composition) excluding Germany
- [U3] EU excluding euro area (changing composition)
- [US] United States
- [W0] World (all entities, including reference area, including IO)
- [W00X03] World excluding EU and USA
- [W04000] Selected emerging countries (Bundesbank calculation)
- [W1] Rest of the World
- [_X] Not allocated/ unspecified
[BBK_QFS_COUNTERPART_SECTOR] Financial market data F2 sector
- [0000] n/a
- [BANK] Banks
- [BOFU] Bond funds
- [CONF] Non-financial corporations
- [CORP] Corporates (incl. Financials)
- [EQFU] Equity funds
- [ESFU] Real estate funds
- [FINA] Financial Institutions
- [GOVE] Government
- [HNFC] Households and non-financial corporations
- [HOCO] Households and corporations
- [HOGO] Households and state
- [HONP] Households and non-profit institutions serving households
- [HOUS] Households
- [MSFU] Mixed securities funds
- [NBAN] Non-banks
- [OEMF] Open-end mutual funds
- [PRIV] Private sector
- [REFU] Remaining funds