Multicolinearity test for Multivariate Multiple Regression

Hi, all --

I have multiple independent and multiple dependent variables, some of which are categorical and others quantitative. I've made the appropriate dummy variable columns for the categorical variables.

The procedure for testing for multicolinearity for multiple regression is easy enough. But I do not know how to do a multicolinearity test for multiple multivariate regression, and Google has been of no help to me.

Does SPSS provide a way to do this?

This is the last thing I need to do before I can write up a manuscript on my study, so all and any help would be appreciated.