Further guidelines and templates for TIBER-DE test execution, e.g. scope specification template, white team guidance, guidance on procurement of service providers, etc.

Pictures and information on the national sides of the coins in circulation in Croatia.

From 2020 on research datasets shall provide ISO-3166 two-letter code for the coding of countries.

Bundesbank Speeches is a text based dataset, entailing the speeches of current and past members of the executive board of the Deutsche Bundesbank beginning in January 2012 until December 2017.

T2 hat im März 2023 die bis dahin von den Zentralbanken des Eurosystems bereitgestellte Plattform für die schnelle Abwicklung von Großbetragszahlungen in Echtzeit, TARGET2, abgelöst. Mit der Betriebsaufnahme des neuen T2-Services werden den Teilnehmern Komponenten für das zentrale Liquiditätsmanagement (Central Liquidity Management, CLM) aller TARGET-Services und für den klassischen Individualzahlungsverkehr zur Verfügung gestellt (Real-Time-Gross-Settlement, RTGS). 

Das Zertifikat ist mit dem Algorithmus SHA-256 von der Bundesbank Root CA 2015 II signiert und hat eine Gültigkeitsdauer von sechs Jahren.

Das Zertifikat ist mit dem Algorithmus SHA-256 selbstsigniert und hat eine Gültigkeitsdauer von zwölf Jahren.

Hier finden Sie alle Informationen zur Mitteilung der konditionsrelevanten zum 10. Juni 2022. In Verbindung mit den Verzinsungsszenarien können sich Teilnehmer aus diesen Daten die Prämie bzw. Verzinsung ihrer TLTRO-III berechnen.

Das Zertifikat ist mit dem Algorithmus SHA-256 von der Bundesbank Root CA 2015 II signiert und hat eine Gültigkeitsdauer von sechs Jahren.

on the topic of Interest rates on deposits and loans

As the IMF's sister organisation, the World Bank – like the multilateral development banks whose focus is regional – aims to promote economic development in its less developed member countries by providing financial and technical assistance and sharing knowledge. Developing such countries' financial sectors is an important aspect.

In case of a longer-term TARGET incident, the Deutsche Bundesbank may grant loans as part of the emergency settlement (Enhanced Contingency Solution/ ECONS) covered by sufficient collateral. 

To collateralise all credit operations, the Eurosystem requires counterparties to provide adequate eligible assets in accordance with Article 18.1 of the Statute of the European System of Central Banks (ESCB). Assets need to fulfil a number of criteria to be accepted as eligible collateral by the Eurosystem. 

In early 2000, the International Monetary Fund (IMF) initiated the Financial Soundness Indicators (FSI) project in response to the financial market crises of the late 1990s.

The publication of the following indicators is prescribed in the SDDS Plus data category "Central Bank survey".

Operating and support hours of the Collateralmanagement Access Portal (CAP)

The main refinancing operations, with a weekly frequency and a maturity of one week, are the most important monetary policy instrument used by the Eurosystem for money market management.

The Eurosystem’s monetary policy from 2020 was shaped by the global outbreak of the COVID-19 pandemic and the surge in inflation from 2021. This ultimately led to a series of Eurosystem policy rate hikes totalling 450 basis points (from July 2022 to September 2023).

With the outbreak of the global financial crisis in 2007 and the turmoil it brought about in the international banking system, trust between commercial banks increasingly dwindled, which significantly hampered the redistribution of liquidity via the interbank market that is necessary for a functioning corridor system. Banks in the euro area began to hoard liquidity or not lend it indiscriminately to banks that were in need of liquidity, meaning that the short-term money market no longer facilitated the smooth distribution of liquidity. The volatility of short-term interest rates went up significantly. As a result, the ECB Governing Council adopted a series of non-standard monetary policy measures, thereby changing the way in which the operational framework is used to implement monetary policy.

The European sovereign debt crisis was characterised by the fact that some euro area countries, owing to their high levels of debt – caused in part by efforts to counter the consequences of the global financial crisis – experienced difficulties refinancing their debt and, in some cases, lost access to capital market funding. In order to protect monetary policy transmission and safeguard sufficient liquidity provision for the financial system, the ECB Governing Council adopted various non-standard measures during the course of the crisis that went beyond the scope of the usual operational framework at that time.

The Eurosystem’s monetary policy measures in the years following the European sovereign debt crisis were shaped, in particular, by a prolonged period in which inflation rates were well below the Eurosystem’s target. Against this backdrop, the ECB Governing Council decided, starting in 2014, to conduct various targeted longer-term refinancing operations (TLTROs) and launch temporary monetary policy purchase programmes in addition to the existing operational framework.

Prior to the global financial crisis starting in 2007, the Eurosystem’s operational framework for implementing monetary policy used to be a corridor system. This involved the ECB Governing Council setting three interest rates, which usually had the same distance from each other. The rates of the deposit facility and the marginal lending facility formed the lower and upper bounds of the corridor, respectively. The relevant key interest rate on the main refinancing operations was the middle of the interest rate corridor. This system aimed to steer short-term money market rates close to the main refinancing operations rate.

The Eurosystem’s operational framework for implementing monetary policy comprises the general rules for Eurosystem monetary policy instruments and procedures, by means of which the ECB Governing Council’s decisions on the implementation of monetary policy in the euro area are enacted in a decentralised manner. The Eurosystem’s monetary policy operations are executed under uniform terms and conditions in all Member States. The Bundesbank is responsible for conducting the Eurosystem’s monetary policy operations with German counterparties.

The statistics on the money markets is on money market transactions, namely on secured, unsecured and certain derivatives money market transactions, concluded by monetary financial institutions (MFIs), with the exception of money market funds.

The purpose of CERT-Bundesbank is to promptly detect anomalies as well as attacks from internal and external sources.

The MaSanV details the requirements for the design of recovery plans, the content of simplified requirements for recovery plans, and the application process, conditions and the design of recovery plans by institutional protection schemes.

Bank profit and loss statistics provide data on the income and expenditure of MFIs on an annual basis. This involves the evaluation of the profits and losses calculated from the annual accounts which the banks must submit to the Bundesbank pursuant to section 26 of the Banking Act (Kreditwesengesetz).

MMSR is a transaction-by-transaction dataset about the Euro money market. Data contains detailed information about the secured and unsecured money market, foreign exchange swaps and Euro overnight index (EONIA) swaps. The German subset of the data, to which Deutsche Bundesbank provides access, comprises 115 reporting agents domiciled in Germany.

Here you will find all publications on the subject of "External debt".

Notes

Notes on methodology

The Zentralkartei Banken (ZentK) is the database where the master data for the institutes with reporting obligations (MFIs, their foreign branches and subsidiaries as well as the multi-office banks) are administered chronologically and therefore their codification in all surveys of the banking statistics.

Notes

Director General Audit

TIBER-DE (Threat Intelligence-based Ethical Red Teaming) is a framework for threat-led ethical hacking exercises to strengthen the cyber resilience of the German financial sector. Banks, insurance companies, financial market infrastructures and key service providers of the aforementioned can participate in TIBER-DE tests on a voluntary basis to perform a realistic assessment of their cyber resilience. Interested companies can obtain non-binding information about the modalities of the tests (contact see right column). Providers who offer Red Teaming or Threat Intelligence services according to the TIBER-DE framework can also approach us in order to introduce themselves.