NOTES
| Title | Release Dates | |
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| Contributions to the Cleveland Financial Stress Index: Interbank or Funding Markets | 2014-02-17 | 2016-05-05 |
| Contributions to the Cleveland Financial Stress Index: Interbank or Funding Markets (DISCONTINUED) | 2016-05-06 | 2016-05-06 |
| Source | ||
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|
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| Federal Reserve Bank of Cleveland | 2014-02-17 | 2016-05-06 |
| Release | ||
|
|
||
| Cleveland Financial Stress Index | 2014-02-17 | 2016-05-06 |
| Units | ||
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| Units of Stress | 2014-02-17 | 2016-05-06 |
| Frequency | ||
|
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| Daily | 2014-02-17 | 2016-05-06 |
| Seasonal Adjustment | ||
|
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| Not Seasonally Adjusted | 2014-02-17 | 2016-05-06 |
| Notes | ||
|
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|
The source has posted to their website a message regarding this release: Cleveland Financial Stress Index under review and a revised index expected in the fourth quarter of 2016. A thorough review of the index is being conducted to both simplify the index and enhance its robustness, while also taking into consideration changes in financial markets and institutions. This review and the revisions to the CFSI are expected to be completed sometime during the fourth quarter of this year, and additional details will be made available at that time. Thank you for your patience while we improve the CFSI. This chart shows the contribution of the interbank/funding market sector to the CFSI. The contributions to CFSI from the interbank/funding market sector include: the bank bond spread, the financial beta, the interbank cost of borrowing, and the interbank liquidity spread. |
2014-02-17 | 2016-05-05 |
|
In May of 2016, the source discovered errors in the calculation of the CFSI and began a detailed review of the index and its underlying model. Following that review, the source decided to discontinue the CFSI. https://www.clevelandfed.org/en/our-research/indicators-and-data/cleveland-financial-stress-index.aspx The source has posted to their website a message regarding this release: Cleveland Financial Stress Index under review and a revised index expected in the fourth quarter of 2016. A thorough review of the index is being conducted to both simplify the index and enhance its robustness, while also taking into consideration changes in financial markets and institutions. This review and the revisions to the CFSI are expected to be completed sometime during the fourth quarter of this year, and additional details will be made available at that time. Thank you for your patience while we improve the CFSI. This chart shows the contribution of the interbank/funding market sector to the CFSI. The contributions to CFSI from the interbank/funding market sector include: the bank bond spread, the financial beta, the interbank cost of borrowing, and the interbank liquidity spread. |
2016-05-06 | 2016-05-06 |
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