[RDE] Risk Dashboard data

Name: Risk Dashboard data
Creator: DBnomics

Updated on DBnomics on November 23, 2024 (6:39 AM).

Search filters

Frequency [FREQ] (1)

Reference area [REF_AREA] (1)

Currency [CURRENCY] (1)

Financial market provider [PROVIDER_FM] (1)

Financial market instrument [INSTRUMENT_FM] (1)

Financial market provider identifier [PROVIDER_FM_ID] (2)

Financial market data type [DATA_TYPE_FM] (3)

This dataset has 6 series:

Trim NA Values

[D.D0.Z0Z.DE.EC.SRCB_COVAR.5P] Daily – EU (changing composition) – Not applicable (Z0Z) – Bundesbank – Economic indicator – EU banking sector - contributions to overall systemic risk, using CoVaR – 5th percentile

from: 1999-01-15=-0.094

to: 2015-11-27=-0.072

min:: -0.379

max:: -0.039

avg:: -0.079

σ:: 0.038

[D.D0.Z0Z.DE.EC.SRCB_COVAR.95P] Daily – EU (changing composition) – Not applicable (Z0Z) – Bundesbank – Economic indicator – EU banking sector - contributions to overall systemic risk, using CoVaR – 95th percentile

from: 1999-01-15=-0.01

to: 2015-11-27=-0.02

min:: -0.048

max:: 0.008

avg:: -0.019

σ:: 0.007

[D.D0.Z0Z.DE.EC.SRCB_COVAR.AVE] Daily – EU (changing composition) – Not applicable (Z0Z) – Bundesbank – Economic indicator – EU banking sector - contributions to overall systemic risk, using CoVaR – Average

from: 1999-01-15=-0.049

to: 2015-11-27=-0.046

min:: -0.18

max:: -0.011

avg:: -0.047

σ:: 0.018

[D.D0.Z0Z.DE.EC.SRCI_COVAR.5P] Daily – EU (changing composition) – Not applicable (Z0Z) – Bundesbank – Economic indicator – EU insurance sector - contributions to overall systemic risk, using CoVaR – 5th percentile

from: 1999-01-15=-0.131

to: 2015-11-27=-0.078

min:: -0.385

max:: -0.039

avg:: -0.087

σ:: 0.042

[D.D0.Z0Z.DE.EC.SRCI_COVAR.95P] Daily – EU (changing composition) – Not applicable (Z0Z) – Bundesbank – Economic indicator – EU insurance sector - contributions to overall systemic risk, using CoVaR – 95th percentile

from: 1999-01-15=-0.027

to: 2015-11-27=-0.027

min:: -0.065

max:: 0.011

avg:: -0.025

σ:: 0.009

[D.D0.Z0Z.DE.EC.SRCI_COVAR.AVE] Daily – EU (changing composition) – Not applicable (Z0Z) – Bundesbank – Economic indicator – EU insurance sector - contributions to overall systemic risk, using CoVaR – Average

from: 1999-01-15=-0.078

to: 2015-11-27=-0.049

min:: -0.199

max:: -0.022

avg:: -0.054

σ:: 0.023

Series 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