Risk Dashboard data [RDE]
Updated on DBnomics on April 18, 2024 (6:19 AM)
Frequency [FREQ]
Reference area [REF_AREA]
Currency [CURRENCY]
Financial market provider [PROVIDER_FM]
Financial market instrument [INSTRUMENT_FM]
Financial market provider identifier [PROVIDER_FM_ID]
Financial market data type [DATA_TYPE_FM]
Dataset has 6 series. Add search filters to narrow them.
- Daily – EU (changing composition) – Not applicable (Z0Z) – Bundesbank – Economic indicator – EU banking sector - contributions to overall systemic risk, using CoVaR – 5th percentile [ECB/RDE/D.D0.Z0Z.DE.EC.SRCB_COVAR.5P]
- min:
- -0.379
- max:
- -0.039
- avg:
- -0.079
- σ:
- 0.038
- Daily – EU (changing composition) – Not applicable (Z0Z) – Bundesbank – Economic indicator – EU banking sector - contributions to overall systemic risk, using CoVaR – 95th percentile [ECB/RDE/D.D0.Z0Z.DE.EC.SRCB_COVAR.95P]
- min:
- -0.048
- max:
- 0.008
- avg:
- -0.019
- σ:
- 0.007
- Daily – EU (changing composition) – Not applicable (Z0Z) – Bundesbank – Economic indicator – EU banking sector - contributions to overall systemic risk, using CoVaR – Average [ECB/RDE/D.D0.Z0Z.DE.EC.SRCB_COVAR.AVE]
- min:
- -0.18
- max:
- -0.011
- avg:
- -0.047
- σ:
- 0.018
- Daily – EU (changing composition) – Not applicable (Z0Z) – Bundesbank – Economic indicator – EU insurance sector - contributions to overall systemic risk, using CoVaR – 5th percentile [ECB/RDE/D.D0.Z0Z.DE.EC.SRCI_COVAR.5P]
- min:
- -0.385
- max:
- -0.039
- avg:
- -0.087
- σ:
- 0.042
- Daily – EU (changing composition) – Not applicable (Z0Z) – Bundesbank – Economic indicator – EU insurance sector - contributions to overall systemic risk, using CoVaR – 95th percentile [ECB/RDE/D.D0.Z0Z.DE.EC.SRCI_COVAR.95P]
- min:
- -0.065
- max:
- 0.011
- avg:
- -0.025
- σ:
- 0.009
- Daily – EU (changing composition) – Not applicable (Z0Z) – Bundesbank – Economic indicator – EU insurance sector - contributions to overall systemic risk, using CoVaR – Average [ECB/RDE/D.D0.Z0Z.DE.EC.SRCI_COVAR.AVE]
- min:
- -0.199
- max:
- -0.022
- avg:
- -0.054
- σ:
- 0.023
Dimension codes and labels
[FREQ] Frequency
- [D] Daily
[REF_AREA] Reference area
- [D0] EU (changing composition)
[CURRENCY] Currency
- [Z0Z] Not applicable
[PROVIDER_FM] Financial market provider
- [DE] Bundesbank
[INSTRUMENT_FM] Financial market instrument
- [EC] Economic indicator
[PROVIDER_FM_ID] Financial market provider identifier
- [SRCB_COVAR] EU banking sector - contributions to overall systemic risk, using CoVaR
- [SRCI_COVAR] EU insurance sector - contributions to overall systemic risk, using CoVaR
[DATA_TYPE_FM] Financial market data type
- [5P] 5th percentile
- [95P] 95th percentile
- [AVE] Average