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Cleveland Financial Stress Index, Release Date: 2015-05-22
| Name | ||
|---|---|---|
| Cleveland Financial Stress Index | ||
| Link | ||
| https://www.clevelandfed.org/en/newsroom-and-events/publications/economic-commentary/economic-commentary-archives/2012-economic-commentaries/ec-201204-the-cleveland-financial-stress-index-a-tool-for-monitoring-financial-stability.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. |
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