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Home > Sources > Federal Reserve Bank of Cleveland

Cleveland Financial Stress Index, Release Date: 2014-06-24


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Name    

Cleveland Financial Stress Index    
 
Link    

http://www.clevelandfed.org/research/data/financial_stress_index/index.cfm    
 
Source    

Federal Reserve Bank of Cleveland    
 
                Release Dates:   Series Revisions 1 - 23 of 23   

Select:           Last Observation   # New and Revised
All, None Series ID Title asc    Freq.    Units Seas. Adj. Period Value   Observations
CFSI Cleveland Financial Stress Index D Z-score NSA 2014-06-23 -0.990   1812
ABSSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Asset-Backed Security Spread D Units of Stress NSA 2014-06-23 0.017   1412
BBSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Bank Bond Spread D Units of Stress NSA 2014-06-23 0.988   630
CMBSSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Commercial Mortgage-Backed Security Spread D Units of Stress NSA 2014-06-23 0.037   241
CPTBSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Commercial Paper minus T-Bill Spread D Units of Stress NSA 2014-06-23 0.287   1554
CRESD678FRBCLE Contributions to the Cleveland Financial Stress Index: Commercial Real Estate Spread D Units of Stress NSA 2014-06-23 2.810   1633
CBSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Corporate Bond Spread D Units of Stress NSA 2014-06-23 2.311   1086
CISD678FRBCLE Contributions to the Cleveland Financial Stress Index: Covered Interest Spread D Units of Stress NSA 2014-06-23 0.397   1568
CMRKTSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Credit Markets D Units of Stress NSA 2014-06-23 7.673   2127
EQMRKTSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Equity Markets D Units of Stress NSA 2014-06-23 3.204   4948
FINBETAD678FRBCLE Contributions to the Cleveland Financial Stress Index: Financial Beta D Units of Stress NSA 2014-06-23 0.258   790
FEMRKTSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Foreign Exchange Markets D Units of Stress NSA 2014-06-23 4.295   3006
IBCOBD678FRBCLE Contributions to the Cleveland Financial Stress Index: Interbank Cost Of Borrowing D Units of Stress NSA 2014-06-23 0.106   1119
IBLSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Interbank Liquidity Spread D Units of Stress NSA 2014-06-23 0.335   855
IBMRKTSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Interbank or Funding Markets D Units of Stress NSA 2014-06-23 1.687   2733
LQTYSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Liquidity Spread D Units of Stress NSA 2014-06-23 3.319   1734
REMRKTD678FRBCLE Contributions to the Cleveland Financial Stress Index: Real Estate Market D Units of Stress NSA 2014-06-23 5.307   2461
RMBSSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Residential Mortgage-Backed Security Spread D Units of Stress NSA 2014-06-23 12.682   2716
RRESD678FRBCLE Contributions to the Cleveland Financial Stress Index: Residential Real Estate Spread D Units of Stress NSA 2014-06-23 2.497   1394
SMRKTD678FRBCLE Contributions to the Cleveland Financial Stress Index: Securitization Market D Units of Stress NSA 2014-06-23 12.736   2949
SMCD678FRBCLE Contributions to the Cleveland Financial Stress Index: Stock Market Crashes D Units of Stress NSA 2014-06-23 3.204   4948
TYCSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Treasury Yield Curve Spread D Units of Stress NSA 2014-06-23 1.359   1078
WDCD678FRBCLE Contributions to the Cleveland Financial Stress Index: Weighted Dollar Crashes D Units of Stress NSA 2014-06-23 4.295   3006

   Series Revisions 1 - 23 of 23   

Abbreviations
Frequency (Freq.)
 

A = Annual, SA = Semiannual, Q = Quarterly, M = Monthly, BW = Bi-Weekly, W = Weekly, D = Daily, NA = Not Applicable

Seasonal Adjustment (Seas. Adj.)
 

SA = Seasonally Adjusted, NSA = Not Seasonally Adjusted, SAAR = Seasonally Adjusted Annual Rate, SSA = Smoothed Seasonally Adjusted, NA = Not Applicable



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