Indicators of Financial Integration [IFI]
Updated on DBnomics on March 21, 2024 (6:55 AM)
Frequency [FREQ]
Reference area [REF_AREA]
Financial market instrument [INSTRUMENT_FM]
Data type - IFI context [DATA_TYPE_IFI]
IFI input-output data [IN_OUT_DATA_IFI]
Maturity category [MATURITY_CAT]
Counterpart area [COUNT_AREA]
Currency of transaction [CURRENCY_TRANS]
Dataset has 66 series. Add search filters to narrow them.
- Daily – Netherlands – Corporate bond – Estimated coefficient – Country effect – Not applicable – World not allocated (geographically) – Euro [ECB/IFI/D.NL.BC.1E.M040.ZZ.Z5.EUR]
- min:
- -5.673
- max:
- 0.553
- avg:
- -1.417
- σ:
- 1.526
- Daily – Euro area (changing composition) – Corporate bond – Cross-sectional dispersion in parameters – Country effect – Not applicable – World not allocated (geographically) – Euro [ECB/IFI/D.U2.BC.4D.M040.ZZ.Z5.EUR]
- min:
- 2.196
- max:
- 14.437
- avg:
- 5.683
- σ:
- 2.668
- Daily – Euro area (changing composition) – Corporate bond – Proportion of explained variance – Regression – Not applicable – World not allocated (geographically) – Euro [ECB/IFI/D.U2.BC.4R.M010.ZZ.Z5.EUR]
- min:
- 0.169
- max:
- 0.471
- avg:
- 0.306
- σ:
- 0.076
- Daily – Euro area (changing composition) – Corporate bond – Proportion of explained variance – Common, maturity and coupon effect – Not applicable – World not allocated (geographically) – Euro [ECB/IFI/D.U2.BC.4R.M020.ZZ.Z5.EUR]
- min:
- -0.012
- max:
- 0.201
- avg:
- 0.031
- σ:
- 0.042
- Daily – Euro area (changing composition) – Corporate bond – Proportion of explained variance – Rating effect – Not applicable – World not allocated (geographically) – Euro [ECB/IFI/D.U2.BC.4R.M030.ZZ.Z5.EUR]
- min:
- 0.086
- max:
- 0.398
- avg:
- 0.245
- σ:
- 0.074
- Daily – Euro area (changing composition) – Corporate bond – Proportion of explained variance – Country effect – Not applicable – World not allocated (geographically) – Euro [ECB/IFI/D.U2.BC.4R.M040.ZZ.Z5.EUR]
- min:
- -0.009
- max:
- 0.04
- avg:
- 0.012
- σ:
- 0.01
- Monthly – Austria – Government bond – Estimated coefficient – Government bond – 10 years – World not allocated (geographically) – Euro [ECB/IFI/M.AT.BG.1E.G000.CI.Z5.EUR]
- min:
- 0.81
- max:
- 1.165
- avg:
- 0.992
- σ:
- 0.078
- Monthly – Austria – Government bond – Proportion of explained variance – Government bond – 10 years – World not allocated (geographically) – Euro [ECB/IFI/M.AT.BG.4R.G000.CI.Z5.EUR]
- min:
- 80.925
- max:
- 99.423
- avg:
- 93.509
- σ:
- 4.982
- Monthly – Belgium – Government bond – Estimated coefficient – Government bond – 10 years – World not allocated (geographically) – Euro [ECB/IFI/M.BE.BG.1E.G000.CI.Z5.EUR]
- min:
- 0.625
- max:
- 1.159
- avg:
- 0.978
- σ:
- 0.094
- Monthly – Belgium – Government bond – Proportion of explained variance – Government bond – 10 years – World not allocated (geographically) – Euro [ECB/IFI/M.BE.BG.4R.G000.CI.Z5.EUR]
- min:
- 52.821
- max:
- 99.638
- avg:
- 93.459
- σ:
- 7.751
Dimension codes and labels
[FREQ] Frequency
- [A] Annual
- [D] Daily
- [M] Monthly
- [Q] Quarterly
[REF_AREA] Reference area
- [AT] Austria
- [BE] Belgium
- [DE] Germany
- [ES] Spain
- [FI] Finland
- [FR] France
- [GR] Greece
- [IE] Ireland
- [IT] Italy
- [NL] Netherlands
- [PT] Portugal
- [U2] Euro area (changing composition)
[INSTRUMENT_FM] Financial market instrument
- [BC] Corporate bond
- [BG] Government bond
- [CR] Credit
- [EQ] Equity
- [MM] Money Market
[DATA_TYPE_IFI] Data type - IFI context
- [1D] Cross-sectional standard deviation of average rates, end of period
- [1E] Estimated coefficient
- [1S] Spillover intensity
- [2D] Dispersion in yield spreads
- [3D] Cross-sectional dispersion with imposed mean
- [3R] Proportion of outstanding amounts
- [4D] Cross-sectional dispersion in parameters
- [4R] Proportion of explained variance
- [6D] HP-filtered dispersion
[IN_OUT_DATA_IFI] IFI input-output data
- [B010] OMFI loans granted to non-MFIs
- [B020] OMFI loans granted to MFIs
- [B030] OMFI securities holdings issued by non-MFIs
- [B031] OMFI government securities holdings
- [B032] OMFI corporate securities holdings
- [B040] OMFI securities holdings issued by MFIs
- [C000] Constant regressor
- [D010] Country indices on equity returns by Datastream
- [D020] Sector indices on equity returns by Datastream
- [E000] EONIA
- [G000] Government bond
- [I011] New business MFI interest rate on loans to non-financial corporations up to and including EUR 1 million
- [I012] New business MFI interest rate on loans to non-financial corporations over EUR 1 million
- [I020] New business MFI interest rate on consumer loans to households
- [I030] New business MFI interest rate on mortgage loans to households
- [I042] New business MFI interest rate on deposits with agreed maturity from household
- [M010] Regression
- [M020] Common, maturity and coupon effect
- [M030] Rating effect
- [M040] Country effect
- [P000] EUREPO rate
- [R000] EURIBOR rate
- [S010] European shock
- [S020] US shock
[MATURITY_CAT] Maturity category
- [BF] Over 1 and up to 5 years
- [BI] Over 5 years and up to 10 years
- [BJ] Over 5 years
- [CA] 2 years
- [CD] 5 years
- [CI] 10 years
- [MA] Overnight
- [MB] 1 month (20-40 days)
- [ME] 12 months
- [ZZ] Not applicable
[COUNT_AREA] Counterpart area
- [U3] EU member states not belonging to the Euro area
- [U5] Other Euro area member states (all countries except the reference area)
- [Z5] World not allocated (geographically)
[CURRENCY_TRANS] Currency of transaction
- [EUR] Euro
- [Z01] All currencies combined