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.
- Monthly – Italy – Government bond – Estimated coefficient – Government bond – 10 years – World not allocated (geographically) – Euro [ECB/IFI/M.IT.BG.1E.G000.CI.Z5.EUR]
- min:
- 0.65
- max:
- 2.036
- avg:
- 1.125
- σ:
- 0.3
- Monthly – Italy – Government bond – Proportion of explained variance – Government bond – 10 years – World not allocated (geographically) – Euro [ECB/IFI/M.IT.BG.4R.G000.CI.Z5.EUR]
- min:
- 4.904
- max:
- 98.735
- avg:
- 76.737
- σ:
- 29.578
- Monthly – Netherlands – Government bond – Estimated coefficient – Government bond – 10 years – World not allocated (geographically) – Euro [ECB/IFI/M.NL.BG.1E.G000.CI.Z5.EUR]
- min:
- 0.9
- max:
- 1.153
- avg:
- 1.001
- σ:
- 0.051
- Monthly – Netherlands – Government bond – Proportion of explained variance – Government bond – 10 years – World not allocated (geographically) – Euro [ECB/IFI/M.NL.BG.4R.G000.CI.Z5.EUR]
- min:
- 89.971
- max:
- 99.44
- avg:
- 96.287
- σ:
- 2.671
- Monthly – Portugal – Government bond – Estimated coefficient – Government bond – 10 years – World not allocated (geographically) – Euro [ECB/IFI/M.PT.BG.1E.G000.CI.Z5.EUR]
- min:
- 0.506
- max:
- 2.443
- avg:
- 1.001
- σ:
- 0.309
- Monthly – Portugal – Government bond – Proportion of explained variance – Government bond – 10 years – World not allocated (geographically) – Euro [ECB/IFI/M.PT.BG.4R.G000.CI.Z5.EUR]
- min:
- 8.826
- max:
- 98.554
- avg:
- 73.797
- σ:
- 28.252
- Monthly – Euro area (changing composition) – Government bond – Dispersion in yield spreads – Government bond – 2 years – World not allocated (geographically) – Euro [ECB/IFI/M.U2.BG.2D.G000.CA.Z5.EUR]
- min:
- 2.686
- max:
- 309.826
- avg:
- 69.441
- σ:
- 94.106
- Monthly – Euro area (changing composition) – Government bond – Dispersion in yield spreads – Government bond – 5 years – World not allocated (geographically) – Euro [ECB/IFI/M.U2.BG.2D.G000.CD.Z5.EUR]
- min:
- 4.624
- max:
- 270.557
- avg:
- 59.194
- σ:
- 81.333
- Monthly – Euro area (changing composition) – Government bond – Dispersion in yield spreads – Government bond – 10 years – World not allocated (geographically) – Euro [ECB/IFI/M.U2.BG.2D.G000.CI.Z5.EUR]
- min:
- 5.63
- max:
- 236.534
- avg:
- 50.977
- σ:
- 69.731
- Monthly – Euro area (changing composition) – Government bond – Cross-sectional dispersion with imposed mean – Constant regressor – 10 years – World not allocated (geographically) – Euro [ECB/IFI/M.U2.BG.3D.C000.CI.Z5.EUR]
- min:
- 0.002
- max:
- 0.224
- avg:
- 0.055
- σ:
- 0.054
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