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Home > Sources > Federal Reserve Bank of Cleveland

Cleveland Financial Stress Index, Release Date: 2014-06-25


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Name    

Cleveland Financial Stress Index    
 
Link    

https://www.clevelandfed.org/en/Our%20Research/Indicators%20and%20Data/Current%20Level%20of%20the%20CFSI.aspx    
 
Source    

Federal Reserve Bank of Cleveland    
 
Notes    

The CFSI is a coincident indicator of systemic stress, where a high value of CFSI indicates high systemic financial stress. Units of CFSI are expressed as standardized differences from the mean (z-scores).
The CFSI tracks stress in six types of markets: credit markets, equity markets, foreign exchange markets, funding markets, real estate markets, and securitization markets.

   
 
                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 2014-06-24 -0.98   172
ABSSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Asset-Backed Security Spread D Units of Stress NSA 2014-06-24 0.02   134
BBSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Bank Bond Spread D Units of Stress NSA 2014-06-24 0.99   58
CMBSSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Commercial Mortgage-Backed Security Spread D Units of Stress NSA 2014-06-24 0.04   39
CPTBSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Commercial Paper minus T-Bill Spread D Units of Stress NSA 2014-06-24 0.27   191
CRESD678FRBCLE Contributions to the Cleveland Financial Stress Index: Commercial Real Estate Spread D Units of Stress NSA 2014-06-24 2.82   194
CBSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Corporate Bond Spread D Units of Stress NSA 2014-06-24 2.28   116
CISD678FRBCLE Contributions to the Cleveland Financial Stress Index: Covered Interest Spread D Units of Stress NSA 2014-06-24 0.39   170
CMRKTSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Credit Markets D Units of Stress NSA 2014-06-24 7.63   266
EQMRKTSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Equity Markets D Units of Stress NSA 2014-06-24 2.90   1292
FINBETAD678FRBCLE Contributions to the Cleveland Financial Stress Index: Financial Beta D Units of Stress NSA 2014-06-24 0.26   92
FEMRKTSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Foreign Exchange Markets D Units of Stress NSA 2014-06-24 4.79   540
IBCOBD678FRBCLE Contributions to the Cleveland Financial Stress Index: Interbank Cost Of Borrowing D Units of Stress NSA 2014-06-24 0.11   103
IBLSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Interbank Liquidity Spread D Units of Stress NSA 2014-06-24 0.33   87
IBMRKTSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Interbank or Funding Markets D Units of Stress NSA 2014-06-24 1.69   268
LQTYSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Liquidity Spread D Units of Stress NSA 2014-06-24 3.33   183
REMRKTD678FRBCLE Contributions to the Cleveland Financial Stress Index: Real Estate Market D Units of Stress NSA 2014-06-24 5.33   243
RMBSSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Residential Mortgage-Backed Security Spread D Units of Stress NSA 2014-06-24 12.55   376
RRESD678FRBCLE Contributions to the Cleveland Financial Stress Index: Residential Real Estate Spread D Units of Stress NSA 2014-06-24 2.51   134
SMRKTD678FRBCLE Contributions to the Cleveland Financial Stress Index: Securitization Market D Units of Stress NSA 2014-06-24 12.60   435
SMCD678FRBCLE Contributions to the Cleveland Financial Stress Index: Stock Market Crashes D Units of Stress NSA 2014-06-24 2.90   1292
TYCSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Treasury Yield Curve Spread D Units of Stress NSA 2014-06-24 1.36   110
WDCD678FRBCLE Contributions to the Cleveland Financial Stress Index: Weighted Dollar Crashes D Units of Stress NSA 2014-06-24 4.79   540

   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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