European macroprudential database

Samo Boh, Stefano Borgioli, Andra Coman, Bogdan Chiriacescu, Anne Koban, Piotr Kusmierczyk, Mara Pirovano, Thomas Schepens and Joao Veiga

No 32, Statistics Paper Series from European Central Bank

Abstract: This paper describes the Macroprudential Database (MPDB) of the European CentralBank (ECB), which is an important component of the ECB’s Statistical DataWarehouse. After explaining the rationale for creating the MPDB, the paper illustrateshow it supports the macroprudential analysis conducted by the European System ofCentral Banks (ESCB), the European Systemic Risk Board (ESRB) and the nationalauthorities of the Single Supervisory Mechanism (SSM) and the European Union. Thestructure of the database and a broad overview of available indicators are thenpresented, with a description of the relevant confidentiality issues. Examples illustratehow the MPDB is used for monitoring purposes and econometric modelling. Finally,the paper discusses remaining data gaps and expected future enhancements of thedatabase. JEL Classification: C82, E60

Keywords: macroprudential; statistics (search for similar items in EconPapers)
Date: 2019-12
New Economics Papers: this item is included in nep-ban, nep-cba, nep-eec and nep-mac
Note: 339024
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.ecb.europa.eu//pub/pdf/scpsps/ecb.sps32~08c68f95ed.en.pdf (application/pdf)

Related works:
Chapter: European Macroprudential Database (2017)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ecb:ecbsps:201932

Access Statistics for this paper

More papers in Statistics Paper Series from European Central Bank 60640 Frankfurt am Main, Germany. Contact information at EDIRC.
Bibliographic data for series maintained by Official Publications ().