Name | ||
---|---|---|
Cleveland Financial Stress Index | ||
Link | ||
https://www.clevelandfed.org/en/our-research/indicators-and-data/cleveland-financial-stress-index.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. |
23 Series Revisions