The AMECO database is compiled by the DG-ECFIN in the European Commission. It contains annual macro-economic time series submitted by the Member States and “filtered” by the Commission. These data are used in the forecast exercises done two times per year (Spring and Autumn).  It is the official source for some variables, especially those related to public finances. Since 2018 there is only a limited interim forecast concerning GDP growth and inflation and as coincidence the Winter forecast data will not be introduced in AMECO anymore. Current vintage: Spring 2022;  more information can be found on DG-ECFIN website: European Economic Forecast - Spring 2022Economic forecastsAMECO database

The PTT dataset currently contains information on: Statistics on transactions at terminals at which transactions are acquired by resident PSPs Statistics on transactions at terminals at which transactions are acquired by non-resident PSPs 

BSI statistics are based on either the aggregated or the consolidated balance sheet of the monetary financial institutions (MFI) sector. The aggregated balance sheet is the sum of the balance sheets of all MFIs resident in the euro area. The consolidated balance sheet is obtained by netting the aggregated balance sheet positions between MFIs in the euro area. The consolidated balance sheet provides the basis for the regular analysis of euro area monetary aggregates and counterparts.

The data are collected for payments statistics purposes.   Information on settlement media (currency in circulation, overnight deposits) used in the economy.

The dataset contains the balance of payments (b.o.p.) and the international investment position (i.i.p.) of the euro area compiled by the ECB, as well as European union aggregates compiled by Eurostat and individual EU country data. The b.o.p. is a statistical statement that summarises, for a specific period of time, the economic transactions of an economy with the rest of the world. The different accounts within the b.o.p. are distinguished according to the nature of the economic resources (e.g. goods, services, income or financial resources) provided and received. The i.i.p. is a statistical statement that shows, at a specific point in time, the value and composition of financial assets of residents of an economy that are claims on non-residents and gold bullion held as reserve assets and liabilities of residents of an economy to non-residents; The current account and capital account main components are broken down by counterpart countries. Financial transactions and positions are presented by type of investment, resident and counterpart sector, type of instrument and country of residency of the counterpart

The dataset contains the balance of payments (b.o.p.) and the international investment position (i.i.p.) of the euro area compiled by the ECB, as well as European union aggregates compiled by Eurostat and individual EU country data. The b.o.p. is a statistical statement that summarises, for a specific period of time, the economic transactions of an economy with the rest of the world. The different accounts within the b.o.p. are distinguished according to the nature of the economic resources (e.g. goods, services, income or financial resources) provided and received. The i.i.p. is a statistical statement that shows, at a specific point in time, the value and composition of financial assets of residents of an economy that are claims on non-residents and gold bullion held as reserve assets and liabilities of residents of an economy to non-residents; The current account and capital account main components are broken down by counterpart countries. Financial transactions and positions are presented by type of investment, resident and counterpart sector, type of instrument and country of residency of the counterpart

The dataset contains the balance of payments (b.o.p.) and the international investment position (i.i.p.) for European Union countries. The b.o.p. and the i.i.p statistics generally follow the IMF Balance of Payments Manual(BPM5). The ECB publication European Union balance of Payments/International Investment Position Statistical Methods ("B.o.p. book"), available on the ECB Website, contains details on the compilation of the national b.o.p/i.i.p. collection systems. National Currency: EUR

The main objective of the survey is to enhance the Eurosystem"s knowledge of bank lending conditions in the euro area. The BLS provides input for the ECB Governing Council"s assessment of monetary and economic developments, on which it bases its monetary policy decisions. It provides information on the lending policies of euro area banks and complements existing statistics on loans and bank lending rates with information on loan supply and demand for enterprises and households. The survey addresses issues such as credit standards for approving loans, as well as credit terms and conditions applied to new loans to enterprises and households. It also asks for an assessment of loan demand. The survey is addressed to senior loan officers of a representative sample of euro area banks and is conducted four times a year. The sample group participating in the survey comprises banks from all euro area countries and takes into account the characteristics of their respective national banking structures. For more information, please refer to the ECB website.

The SSI statistics currently contain balance sheet items (reported in EUR or national currencies) as well as indicators of industrial configuration.

Banknotes statistics refer to data on outstanding amounts (stocks) and transactions (flows) of euro banknotes and coins

The PCP dataset currently contains information on: Statistics on card-based payment transactions with card-based payment instruments issued by resident PSPs Statistics on card-based payment transactions acquired by resident PSPs Statistics on cash withdrawals using card-based payment instruments

The Securities clearing statistics cover the activities of centralised clearing counterparties (CCPs). This dataset provides information on clearing members as well as the number and value of different types of contracts cleared. Number of participants/clearing members refers to the participants in CCP operations. Clearing members are broken down into central banks, CCPs, credit institutions, and other (residual). The number of clearing members refers to the last day of the year.

The CPP dataset currently contains national quarterly frequency price series for Austria, Belgium, Denmark, France, Ireland, Italy, Netherlands, Norway, Poland, Portugal, Spain, Sweden, Switzerland and UK received from MSCI, national quarterly frequency price series for Italy and Denmark as well as national annual frequency price series for Germany provided by the respective NCBs.

Available headline data are generally compiled from commercial data supplied by MSCI (www.msci.com). For the experimental European aggregates, when a country prefers a different source these data are included replacing that reported by MSCI and using the appropriate code. The data are heterogeneous in terms of the transaction or valuation based methodologies used. Therefore, comparisons between countries or of different sources within individual countries should be made with caution. The indicators are generally available at quarterly frequency. Breakdowns of the data are also available but these are strictly shown by the type of data collection i.e. transaction based or valuation based. 

The CISS is computed for the Euro Area as a whole. It includes 15 raw, mainly market-based financial stress measures that are split equally into five categories, namely the financial intermediaries sector, money markets, equity markets, bond markets and foreign exchange markets. For further details, see Holló, D., Kremer, M. and Lo Duca, M., "CISS - A Composite Indicator of Systemic Stress in the Financial System" , Working Paper Series , No 1426, ECB, March 2012. The CISS is also available for the United States of America, following a computation analogous to the Euro Area definition described above. The US CISS is comprised of the appropriate sub-indices for the United States financial system.   The SovCISS measures stress in sovereign debt markets in the Euro Area as a whole and in several Euro Area and non-Euro Area EU countries. The methodology is described in Garcia-de-Andoain, C. and Kremer, M., "Beyond Spreads: Measuring Sovereign Market Stress in the Euro Area" ,  Working Paper Series , No 2185, ECB, October 2018.   The New CISS is computed for four countries for which the Euro Area, the US and the UK use 15 raw indicators and China 16. It maintains the CISS"es scheme of using inputs from different market segments but employs a revised and equal weighting scheme of the raw indicators. It is calculated on a daily basis.

These data contain information on the aggregate consolidated    profitability balance sheets asset quality liquidity funding capital adequacy solvency of EU banks and refer to all EU Member States.   The banks are divided into three size groups: small, medium-sized and large. Information on foreign-controlled institutions active in EU countries is also provided.  

The CLIFS includes six, mainly market-based, financial stress measures that capture three financial market segments: equity markets, bond markets and foreign exchange markets. In addition, when aggregating the sub-indices, the CLIFS takes the co-movement across market segments into account. For further details, see Duprey, T. and Klaus, B., " Dating systemic financial stress episodes in the EU countries ", Working Paper Series, No 1873, ECB, December 2015.

The PCT dataset currently contains information on: Statistics on credit transfers sent Statistics on credit transfers received

Maturity profile of outstanding debt securities and long-term debt securities issuance by EU banks (all currencies combined)

The derived_data database contains data calculated by the ECB related to CPI, HICP, real GDP, population, unit labour costs, labour productivity, industrial production, balance of payments, government finance statistics, monetary aggregates and money gap, long-term and short-term interest rates, effective exchange rates, oil prices, deflators, earnings, negotiated wages and job vacancy rates.

The PCT dataset currently contains information on: Statistics on credit transfers sent Statistics on credit transfers received

Distributional Wealth Accounts (DWA) are experimental statistics produced by the European System of Central Banks (ESCB). They complement macroeconomic sector accounts with distributional information for the household sector.

The PEM dataset currently contains information on: Statistics on e-money payment transactions sent Statistics on e-money payment transactions received

The Risk Indicators (RIs) data are collected and compiled by the European Banking Authority and relate to supervisory data on liquidity, funding, asset quality, profitability, concentration, solvency, operational and market risk, and SME risks.   Data are fully based on the EBA’s implementing technical standards (ITS) on supervisory reporting (EU Regulation No 680/2014 and it subsequent amendments). For further details on the main methodological aspects of the EBA’s ITS, please refer to the ITS’s webpage .     The information is transmitted according to the rules defined in the Decision ESRB/2015/2 .   In comparison to the EBA key risk indicators (transmitted to the ECB according to the Decision ESRB/2011/6 , until Q2 2015 and since then discontinued), the EBA RIs are significantly enhanced, drawing on the substantial increase in the availability and extent of harmonised supervisory data from across the EU following the implementation of the ITS.

The EONIA rate was the closing rate for the overnight maturity calculated by collecting data on unsecured overnight lending in the euro area provided by banks belonging to the EONIA panel. Following a recommendation made by the working group on euro risk-free rates on 14 March 2019, as of 2 October for the trade date 1 October 2019 the European Money Market Institute (EMMI) changed the way it calculates the EONIA . The EONIA methodology has been redefined as the euro short-term rate (€STR) plus a fixed spread, calculated using the methodology adopted by the EMMI as the difference between the underlying interest rate of the EONIA and the pre-€STR using daily data from 17 April 2018 to 16 April 2019. The ECB calculated this spread as 0.085% (8.5 basis points). For this reason the volume information is not available anymore. EMMI publishes EONIA for day T on T+1 at or shortly after 09.15 each TARGET2 business day. The information is published in the ECB Statistical Data Warehouse on T+2 at, or shortly after, 09.15 each TARGET2 business day.

The PMC dataset currently contains information on electronic card-based payment transactions with card-based payment instruments issued by resident PSP by merchant category.

The concepts and definitions used in balance of payments (b.o.p.) and international investment position (i.i.p.) statistics are generally in line with the IMF Balance of Payments Manual (fifth edition, October 1993), the ECB Guideline of 16 July 2004 on the statistical reporting requirements of the ECB (ECB/2004/15), and Eurostat documents. Additional references about the methodologies and sources used in the euro area b.o.p. and i.i.p. statistics can be found in the ECB publication entitled"  European Union balance of payments/international investment position statistical methods

The dataset contains the balance of payments (b.o.p.) and the international investment position (i.i.p.) for the euro area as a whole vis-à-vis its main trading partners. The b.o.p. and i.i.p. statistics generally follow the breakdown of the 5th edition of the IMF Balance of Payments Manual (BPM5). Methodological notes on the b.o.p./i.i.p. of the euro area and its monetary presentation are available on the ECB website.

The euro short-term rate (€STR) reflects the wholesale euro unsecured overnight borrowing costs of banks located in the euro area. The ECB publishes on its website the €STR at 08:00 CET on each TARGET2 business date. The €STR time series is updated on the ECB Data Portal (EDP) shortly after the €STR publication. The daily €STR is based on the transactions with overnight maturity that were traded and settled on the previous TARGET2 date. In EDP, the €STR series are indexed by time, where the time index reflects the trade date of the underlying transactions. For example, the observations on the rate, volume traded, etc. with time index 1 October 2019 reflect trading activity on that day, and correspond to the €STR published on 2 October 2019.  For further information refer to the Overview of €STR. The ECB identified a need for preliminary figures, called pre-€STR, to be published prior to the full release of the €STR in October 2019. The pre-€STR was for information purposes only and not intended as a benchmark or reference rate. Pre-€STR series in the EDP   The compounded €STR average rates and the compounded €STR index are updated in EDP shortly after their publication at 09:15 a.m. every TARGET2 business date. In EDP, all compounded €STR series are presented with a time index that reflects their reference date, which by convention coincides with end date of the related interest rate period underlying their calculation.   For further information please refer to the Compounded €STR section of the overview of €STR webpage. 

The balance of payments (b.o.p.) provides harmonised information on international transactions which are part of the current account (goods, services, income and current transfers), but also on transactions which fall in the capital and financial account. The dataset contains the quarterly b.o.p. for the European Union as a whole vis-à-vis its main trading partners.

The EDP dataset includes data on government debt and deficit reported under the Excessive Deficit Procedure (EDP), which is a part of the corrective arm of the European Union's Stability and Growth Pact (link). Three series are available for EU Member States, the euro area and the European Union: deficit/surplus, consolidated general government debt, and interest expenditure. The data are available in euro or national currency, and as a percentage of GDP. The reference values for government deficit and debt are based on concepts defined in the European System of Accounts (ESA 2010). The surplus (+)/deficit (-) of the general government sector is referred to in the national accounts as net lending (+)/borrowing (-) (B.9). The government debt is defined as the total consolidated gross debt at face value in the following categories of government liabilities (defined in ESA 2010): currency and deposits, debt securities and loans. EU aggregates do not cover EU institutions debt and euro area aggregates do not cover euro area government institutions debt.

The methodology used to compute the trade weights on which the ECB nominal and real effective exchange rates (EERs) are based is similar to that underlying the EERs published by the Bank for International Settlements (BIS).  http://www.ecb.int/pub/pdf/scpops/ecbocp134.pdf   For further information, refer to the methodological details available on the ECB website: Euro foreign exchange reference rates Nominal effective exchange rate Harmonised competitiveness indicators

External trade in goods statistics is compiled by Eurostat on a monthly basis following a harmonised methodology set out in European regulations (known as the Community concept; and using data collection systems based on both extra-EU and intra-EU (Intrastat) data. According to these regulations, Member States should supply detailed extra-EU trade data to Eurostat six weeks after, aggregated intra-EU data eight weeks after and detailed intra-EU data ten weeks after the end of the reporting month. Eurostat publishes total extra-euro area trade results 50-55 days after the end of the reporting month, while detailed results, broken down by partner and product, become available one month later. It should be noted that extra-euro area results are not as timely as extra-EU data, because the data for the three (four before 2001) EU Member States not participating in the Economic and Monetary Union (namely Denmark, Sweden and the United Kingdom) become available later. An advanced release calendar for Press releases on External Trade can be found on the Eurostat-website (Euro-indicators). The ECB databank includes series upon agreement with ECB data users. Data required for ad hoc purposes can be downloaded from Comext by the users.

FVC statistics refer to the aggregated balance sheet of the financial vehicle corporation (FVC) sector resident in the euro area.