ESRB risk dashboard, September 2024 (Issue 49)

ESRB risk dashboard Production date: 13 September 2024 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. Contents General notes 4 1 Interlinkages and composite measures of systemic risk 5 1.1 Composite indicator of systemic stress 5 1.2 Probability of a simultaneous default 5 1.3.a MFI credits by counterpart sectors - Four-quarter cumulated flows 6 1.3.b MFI credits by counterpart sectors - Outstanding amounts 6 1.4.a MFI deposits by counterpart sector - Four-quarter cumulated flows 7 1.4.b MFI deposits by counterpart sector - Outstanding amounts 7 1.5 MFI credits to general government 8 1.6 MFI loans for house purchase 8 1.7.a Investment funds' holdings of debt securities by counterpart sector - Four-quarter cumulated flows 9 1.7.b Investment funds' holdings of debt securities by counterpart sector - Outstanding amounts 9 1.8.a Investment funds' holdings of equity and investment fund shares by counterpart sector - Four-quarter cumulated flows 10 1.8.b Investment funds' holdings of equity and investment fund shares by counterpart sector - Outstanding amounts 10 1.9 Insurance corporations' assets allocation (including derivative holdings) 11 1.10 Reinsurance part of premiums 11 2 Macro risk 12 2.1 Current and forecast real GDP growth 12 2.2 Domestic credit-to-GDP gap 12 2.3 Current account balance-to-GDP...