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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    

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 2014-06-24 -0.983   1590
ABSSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Asset-Backed Security Spread D Units of Stress NSA 2014-06-24 0.018   1314
BBSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Bank Bond Spread D Units of Stress NSA 2014-06-24 0.988   594
CMBSSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Commercial Mortgage-Backed Security Spread D Units of Stress NSA 2014-06-24 0.037   249
CPTBSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Commercial Paper minus T-Bill Spread D Units of Stress NSA 2014-06-24 0.273   1826
CRESD678FRBCLE Contributions to the Cleveland Financial Stress Index: Commercial Real Estate Spread D Units of Stress NSA 2014-06-24 2.823   1748
CBSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Corporate Bond Spread D Units of Stress NSA 2014-06-24 2.276   1161
CISD678FRBCLE Contributions to the Cleveland Financial Stress Index: Covered Interest Spread D Units of Stress NSA 2014-06-24 0.390   1597
CMRKTSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Credit Markets D Units of Stress NSA 2014-06-24 7.625   2310
EQMRKTSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Equity Markets D Units of Stress NSA 2014-06-24 2.902   4918
FINBETAD678FRBCLE Contributions to the Cleveland Financial Stress Index: Financial Beta D Units of Stress NSA 2014-06-24 0.264   831
FEMRKTSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Foreign Exchange Markets D Units of Stress NSA 2014-06-24 4.792   3213
IBCOBD678FRBCLE Contributions to the Cleveland Financial Stress Index: Interbank Cost Of Borrowing D Units of Stress NSA 2014-06-24 0.107   1015
IBLSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Interbank Liquidity Spread D Units of Stress NSA 2014-06-24 0.329   946
IBMRKTSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Interbank or Funding Markets D Units of Stress NSA 2014-06-24 1.687   2902
LQTYSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Liquidity Spread D Units of Stress NSA 2014-06-24 3.329   1807
REMRKTD678FRBCLE Contributions to the Cleveland Financial Stress Index: Real Estate Market D Units of Stress NSA 2014-06-24 5.330   2527
RMBSSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Residential Mortgage-Backed Security Spread D Units of Stress NSA 2014-06-24 12.546   2708
RRESD678FRBCLE Contributions to the Cleveland Financial Stress Index: Residential Real Estate Spread D Units of Stress NSA 2014-06-24 2.508   1318
SMRKTD678FRBCLE Contributions to the Cleveland Financial Stress Index: Securitization Market D Units of Stress NSA 2014-06-24 12.600   2912
SMCD678FRBCLE Contributions to the Cleveland Financial Stress Index: Stock Market Crashes D Units of Stress NSA 2014-06-24 2.902   4918
TYCSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Treasury Yield Curve Spread D Units of Stress NSA 2014-06-24 1.357   1014
WDCD678FRBCLE Contributions to the Cleveland Financial Stress Index: Weighted Dollar Crashes D Units of Stress NSA 2014-06-24 4.792   3213

   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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