0 Allocation risk in the domestic loan portfolio of German banks - Credit claims on relatively risky enterprises as a percentage of overall credit claims - Based on enterprises' liquid assets in relation to fixed charges and interest expenditure (FSR 2020)
1 Allocation risk in the domestic loan portfolio of German banks - Credit claims on relatively risky enterprises as a percentage of overall credit claims - Based on enterprises' dynamic leverage ratio (FSR 2021)
2 Allocation risk in the domestic loan portfolio of German banks - Credit claims on relatively risky enterprises as a percentage of overall credit claims - Based on enterprises' interest coverage ratio (FSR 2021)
3 Allocation risks in domestic credit exposure of German banks - ratio of riskier enterprises to less risky enterprises as a percentage - based on enterprises' dynamic leverage ratio (FSR 2019)
4 Allocation risks in domestic credit exposure of German banks - ratio of riskier enterprises to less risky enterprises as a percentage - based on enterprises' interest coverage ratio (FSR 2019)
5 Allocation risks in domestic credit exposure of German banks - ratio of riskier enterprises to less risky enterprises as a percentage - based on enterprises' interest coverage ratio (FSR 2019)
6 Dynamic leverage ratio of enterprises in banks' domestic corporate loans portfolio of German banks - mean value weighted as a percentage according to banks' total assets (FSR 2019)
7 Interest coverage ratio of enterprises in banks' domestic corporate loans portfolio of German banks - mean value weighted as a percentage according to banks' total assets (FSR 2019)
8 Counterfactual interest coverage ratio of enterprises in banks' domestic corporate loans portfolio of German banks - mean value weighted as a percentage according to banks' total assets (FSR 2019)
9 IRBA probability of default - non-financial corporations in Germany (FSR 2021)
a Allocation risk in the domestic loan portfolio of German banks - Credit claims on relatively risky enterprises as a percentage of overall credit claims - Based on enterprises' IRBA probability of default (FSR 2021)
b Effects of a rise in carbon prices ("Net Zero 2050" scenario versus "Current Policies" scenario) on value added in Germany, real (FSR 2021)
c Effects of a rise in carbon prices ("Net Zero 2050" scenario versus "Current Policies" scenario) on value added in Germany, nominal (FSR 2021)
d Effects of a rise in carbon prices ("Net Zero 2050" scenario versus "Current Policies" scenario) on equity values in Germany, real (FSR 2021)
e Effects of a rise in carbon prices ("Net Zero 2050" scenario versus "Current Policies" scenario) on equity values in Germany, nominal (FSR 2021)
Risk measures
methods, notes and classification
Variables