ALFRED Graph (NFCILEVERAGE)
Ending Friday | Updated: Feb 13, 2013
Observation:
2013-02-08: -0.73 (+ more)Updated: Feb 13, 2013
2013-02-08: | -0.73 | |
2013-02-01: | -0.71 | |
2013-01-25: | -0.68 | |
2013-01-18: | -0.64 | |
2013-01-11: | -0.61 |
Units:
Index,Not Seasonally Adjusted
Frequency:
Weekly,Ending Friday
"Positive values of the NFCI indicate financial conditions that are tighter than average, while negative values indicate financial conditions that are looser than average."
"The three subindexes of the NFCI (risk, credit and leverage) allow for a more detailed examination of the movements in the NFCI. Like the NFCI, each is constructed to have an average value of zero and a standard deviation of one over a sample period extending back to 1971. The risk subindex captures volatility and funding risk in the financial sector; the credit subindex is composed of measures of credit conditions; and the leverage subindex consists of debt and equity measures. Increasing risk, tighter credit conditions and declining leverage are consistent with tightening financial conditions. Thus, a positive value for an individual subindex indicates that the corresponding aspect of financial conditions is tighter than on average, while negative values indicate the opposite." Source: http://www.chicagofed.org/webpages/research/data/nfci/background.cfm.
For further information, please visit the Federal Reserve Bank of Chicago's NFCI website at http://www.chicagofed.org/webpages/publications/nfci/index.cfm.
Chicago Fed National Financial Conditions Leverage Subindex
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"Positive values of the NFCI indicate financial conditions that are tighter than average, while negative values indicate financial conditions that are looser than average."
"The three subindexes of the NFCI (risk, credit and leverage) allow for a more detailed examination of the movements in the NFCI. Like the NFCI, each is constructed to have an average value of zero and a standard deviation of one over a sample period extending back to 1971. The risk subindex captures volatility and funding risk in the financial sector; the credit subindex is composed of measures of credit conditions; and the leverage subindex consists of debt and equity measures. Increasing risk, tighter credit conditions and declining leverage are consistent with tightening financial conditions. Thus, a positive value for an individual subindex indicates that the corresponding aspect of financial conditions is tighter than on average, while negative values indicate the opposite." Source: http://www.chicagofed.org/webpages/research/data/nfci/background.cfm.
For further information, please visit the Federal Reserve Bank of Chicago's NFCI website at http://www.chicagofed.org/webpages/publications/nfci/index.cfm.
Chicago Fed National Financial Conditions Leverage Subindex
Customize data:
Write a custom formula to transform one or more series or combine two or more series.
You can begin by adding a series to combine with your existing series.
Now create a custom formula to combine or transform the series.
Need help? []
For example, invert an exchange rate by using formula 1/a, where “a” refers to the first FRED data series added to this line. Or calculate the spread between 2 interest rates, a and b, by using the formula a - b.
Use the assigned data series variables (a, b, c, etc.) together with operators (+, -, *, /, ^, etc.), parentheses {(,)}, and constants (1, 1.5, 2, etc.) to create your own formula (e.g., 1/a, a-b, (a+b)/2, (a/(a+b+c))*100). As noted above, you may add other data series to this line before entering a formula.
Finally, you can change the units of your new series.
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Title | Release Dates | |
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Chicago Fed National Financial Conditions Leverage Subindex | 2012-07-05 | 2018-04-18 |
Source | ||
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Federal Reserve Bank of Chicago | 2012-07-05 | 2018-04-18 |
Release | ||
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Chicago Fed National Financial Conditions Index | 2012-07-05 | 2018-04-18 |
Units | ||
|
||
Index | 2012-07-05 | 2018-04-18 |
Frequency | ||
|
||
Weekly, Ending Friday | 2012-07-05 | 2018-04-18 |
Seasonal Adjustment | ||
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Not Seasonally Adjusted | 2012-07-05 | 2018-04-18 |
Notes | ||
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The Chicago Fed’s National Financial Conditions Index (NFCI) provides a comprehensive weekly update on U.S. financial conditions in money markets, debt and equity markets, and the traditional and “shadow” banking systems. Source: http://www.chicagofed.org/webpages/publications/nfci/index.cfm.
"Positive values of the NFCI indicate financial conditions that are tighter than average, while negative values indicate financial conditions that are looser than average." "The three subindexes of the NFCI (risk, credit and leverage) allow for a more detailed examination of the movements in the NFCI. Like the NFCI, each is constructed to have an average value of zero and a standard deviation of one over a sample period extending back to 1971. The risk subindex captures volatility and funding risk in the financial sector; the credit subindex is composed of measures of credit conditions; and the leverage subindex consists of debt and equity measures. Increasing risk, tighter credit conditions and declining leverage are consistent with tightening financial conditions. Thus, a positive value for an individual subindex indicates that the corresponding aspect of financial conditions is tighter than on average, while negative values indicate the opposite." Source: http://www.chicagofed.org/webpages/research/data/nfci/background.cfm. For further information, please visit the Federal Reserve Bank of Chicago's NFCI website at http://www.chicagofed.org/webpages/publications/nfci/index.cfm. |
2012-07-05 | 2018-04-18 |
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