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Macroprudential statistics

The Macroprudential Database (MPDB) is a comprehensive and harmonised dataset of indicators covering various sub-categories of indicators judged relevant for macroprudential analysis.

Macroprudential Database

The database focuses on the indicators that can be used to explain and predict financial crisis episodes.

The indicators were selected based on institutions’ experience of using time series for macroprudential analyses, information about indicators used in macroprudential tools and relevant academic literature.

They include indicators selected for the ESRB’s quantitative risk analysis tools, such as the ESRB Risk Dashboard, and the indicators used to monitor developments in national banking markets.

The indicators in the database are grouped into the following seven categories, each of which include various sub-categories:

  • macroeconomic and financial market indicators
  • debt and credit indicators
  • residential real estate indicators
  • commercial real estate indicators
  • banking sector indicators
  • non-bank indicators
  • interconnectedness indicators

The list of indicators, together with the underlying codes and indicator calculations, can be accessed in the MPDB catalogue. The catalogue may also include references to time series that cannot be shown in the SDW but are available from other data sources.

MPDB catalogue (MS Excel workbook)

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