ESRB risk dashboard, June 2020 (Issue 32)
(WorldNews Denmark)

ESRB risk dashboard Production date: 10 June 2020 DISCLAIMER: The risk dashboard is a set of quantitative indicators and not an early-warning system. Users may not rely on the indicators as a basis for any mechanical form of inference. Table of contents 1. Interlinkages and composite measures of systemic risk 1.1 Composite indicator of systemic stress 3 1.2 Probability of a simultaneous default 3 1.3 Cross-border claims of banks 4 1.4 MFI credits by counterpart sectors 5 1.5 MFI deposits by counterpart sector 5 1.6 MFI credits to general government 6 1.7 MFI loans for house purchase 6 1.8 Investment funds` holdings of debt securities by counterpart sector 7 1.9 Investment funds` holdings of...