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Financial stress indicator for Germany (FSR 2021)
Path :| Time series key | BBQFS.W.DE.0000.STRESS_ALL._X.0000 |
| Unit | standardisiert |
| Dimension | one |
| Timespan | from 2002-06-30 to 2021-10-31 |
| Last update | 24.11.2021 12:14:34 PM |
| Methodology | The indicator is the first principal component of 11 variables included in a principal component analysis. The variables comprise various interest spreads as well as measures of liquidity and volatility in the financial market. |
| Source | Bloomberg Finance L. P., Markit, Refinitiv and Bundesbank calculations. |