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Home > Sources > Federal Reserve Bank of Cleveland

Cleveland Financial Stress Index, Release Date: 2014-06-26


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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 2014-06-25 -0.89   129
ABSSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Asset-Backed Security Spread D Units of Stress NSA 2014-06-25 0.02   127
BBSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Bank Bond Spread D Units of Stress NSA 2014-06-25 1.00   66
CMBSSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Commercial Mortgage-Backed Security Spread D Units of Stress NSA 2014-06-25 0.04   30
CPTBSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Commercial Paper minus T-Bill Spread D Units of Stress NSA 2014-06-25 0.24   217
CRESD678FRBCLE Contributions to the Cleveland Financial Stress Index: Commercial Real Estate Spread D Units of Stress NSA 2014-06-25 2.84   153
CBSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Corporate Bond Spread D Units of Stress NSA 2014-06-25 2.29   101
CISD678FRBCLE Contributions to the Cleveland Financial Stress Index: Covered Interest Spread D Units of Stress NSA 2014-06-25 0.39   170
CMRKTSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Credit Markets D Units of Stress NSA 2014-06-25 7.61   217
EQMRKTSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Equity Markets D Units of Stress NSA 2014-06-25 3.47   1018
FINBETAD678FRBCLE Contributions to the Cleveland Financial Stress Index: Financial Beta D Units of Stress NSA 2014-06-25 0.27   96
FEMRKTSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Foreign Exchange Markets D Units of Stress NSA 2014-06-25 4.82   294
IBCOBD678FRBCLE Contributions to the Cleveland Financial Stress Index: Interbank Cost Of Borrowing D Units of Stress NSA 2014-06-25 0.11   96
IBLSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Interbank Liquidity Spread D Units of Stress NSA 2014-06-25 0.33   82
IBMRKTSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Interbank or Funding Markets D Units of Stress NSA 2014-06-25 1.71   292
LQTYSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Liquidity Spread D Units of Stress NSA 2014-06-25 3.34   179
REMRKTD678FRBCLE Contributions to the Cleveland Financial Stress Index: Real Estate Market D Units of Stress NSA 2014-06-25 5.36   276
RMBSSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Residential Mortgage-Backed Security Spread D Units of Stress NSA 2014-06-25 12.77   543
RRESD678FRBCLE Contributions to the Cleveland Financial Stress Index: Residential Real Estate Spread D Units of Stress NSA 2014-06-25 2.52   140
SMRKTD678FRBCLE Contributions to the Cleveland Financial Stress Index: Securitization Market D Units of Stress NSA 2014-06-25 12.83   531
SMCD678FRBCLE Contributions to the Cleveland Financial Stress Index: Stock Market Crashes D Units of Stress NSA 2014-06-25 3.47   1018
TYCSD678FRBCLE Contributions to the Cleveland Financial Stress Index: Treasury Yield Curve Spread D Units of Stress NSA 2014-06-25 1.36   127
WDCD678FRBCLE Contributions to the Cleveland Financial Stress Index: Weighted Dollar Crashes D Units of Stress NSA 2014-06-25 4.82   294

   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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