European macroprudential database

Arbeitspapier

This paper describes the Macroprudential Database (MPDB) of the European Central Bank (ECB), which is an important component of the ECB's Statistical Data Warehouse. After explaining the rationale for creating the MPDB, the paper illustrates how it supports the macroprudential analysis conducted by the European System of Central Banks (ESCB), the European Systemic Risk Board (ESRB) and the national authorities of the Single Supervisory Mechanism (SSM) and the European Union. The structure of the database and a broad overview of available indicators are then presented, with a description of the relevant confidentiality issues. Examples illustrate how the MPDB is used for monitoring purposes and econometric modelling. Finally, the paper discusses remaining data gaps and expected future enhancements of the database.

Object Details

• ISBN: 978-92-899-3464-0
• Language: Englisch

References and Relationships

• Bibliographic citation: Series: ECB Statistics Paper ; No. 32

Classification and Topics

• Classification: Wirtschaft ; Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access ; Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General
• Subject: macroprudential ; statistics

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Boh, Samo ; Borgioli, Stefano ; Coman, Andra ; Chiriacescu, Bogdan ; Koban, Anne ; Kusmierczyk, Piotr ; Pirovano, Mara ; Schepens, Thomas ; Veiga, Joao
• Event: Veröffentlichung
• (who): European Central Bank (ECB)
• (where): Frankfurt a. M.
• (when): 2019

Further information

• DOI: doi:10.2866/41970
• Handle: http://hdl.handle.net/10419/234502
• Last update: 10.03.2025, 11:43 AM CET