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 methodology used to compute the trade weights on which the ECB nominal and real effective exchange rates (EERs) are based is described in detail in the paper: The ECB’s enhanced effective exchange rates and harmonised competitiveness indicators. 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

The ECB Survey of Professional Forecasters (SPF) is a quarterly survey of expectations for the rates of inflation, real GDP growth and unemployment in the euro area for several horizons, together with a quantitative assessment of the uncertainty surrounding them. The participants are experts affiliated with financial or non-financial institutions based within the European Union. As of 2015 the results are reported in a standalone web publication on a quarterly basis (i.e. in February, May, August and November) on the dedicated  SPF webpage .

These data contain information on the aggregate consolidated  profitabilitybalance sheetsasset qualityliquidityfundingcapital adequacysolvency of EU banksand 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 dataset contains the official reserve assets of the euro area, as well as individual EU country data. National reserve assets statistics are collected in the context of Guideline ECB/2011/23 of 9 December 2011 (as amended) and both, national data and euro area aggregates, follow the principles and classifications of the 6th edition of the IMF Balance of Payments and International Investment Position Manual (BPM6).

Macroeconomic projections aim to predict and understand the future state of the economy on a broad scale. They include information related to economic growth, inflation, wages, unemployment, trade and a number of other macroeconomic variables. Eurosystem and ECB staff produce macroeconomic projections that cover the outlook for the euro area and the wider global economy. These contribute to the ECB Governing Council’s assessment of economic developments and risks to price stability. They are published four times a year (in March, June, September and December). The June and December projections are conducted by Eurosystem staff and include (with a two-week delay) a national breakdown for real GDP, inflation and unemployment. The March and September projections are conducted by ECB staff and are published only for the euro area. For more information, please refer to the projections article published on the ECB website.

Government finance statistics (GFS) provide a comprehensive overview of fiscal developments in the euro area, the European Union, and individual EU Member States. Data for Japan, the United Kingdom and the United States are also available, although with less detail.

These statistics refer to the assets and liabilities of euro area pension funds (PFs) and the data currently cover end-of-quarter outstanding amounts, financial transactions and adjustments.

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.

Aggregated supervisory banking statistics contain information on the following aspects of banks designated as significant institutions (SI) as well as less significant institutions (LSI):balance sheet composition and profitabilitycapital adequacyleverageasset qualityfundingliquidity

The Euro Area Real-Time Database (RTDB) is an  experimental dataset  that consists of vintages, or snapshots, of time series of several variables, based on series reported in the ECB’s Economic Bulletin (EBu), and previously in the ECB's Monthly Bulletin (MoBu). It is updated semi-annually,  at the beginning of January and July. The database has been constructed in the context of the Real-Time DataBase (RTDB) project that is being coordinated by the   Euro Area Business Cycle Network (EABCN . An in-depth presentation of this euro area RTDB can be found in ECB Working Paper No 1145, entitled  “An area-wide real-time database for the euro area”  by D. Giannone, J. Henry, M. Lalik and M. Modugno (January 2010).

The Securities settlement statistics cover the activity of central securities depositories (CSDs). This dataset provides information on direct participants in CSDs and also on the number and value of securities held on accounts as well as on delivery instructions.

These statistics refer to the assets and liabilities of euro area investment funds, covering both outstanding amounts and transactions.

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.