Home > Releases > Cleveland Financial Stress Index > Contributions to the Cleveland Financial Stress Index: Credit Markets (DISCONTINUED)
Contributions to the Cleveland Financial Stress Index: Credit Markets (DISCONTINUED) (CMRKTSD678FRBCLE)
Observation:
20160505: 10.60 (+ more)Updated: May 6, 2016
20160505:  10.60  
20160504:  10.52  
20160503:  10.44  
20160502:  10.42  
20160429:  10.39 
Units:
Units of Stress,Not Seasonally Adjusted
Frequency:
DailyThis chart shows the contribution of the credit market sector to the CFSI. The contributions to CFSI from the credit market sector include: the commercial paper to TBill spread, the corporate bond spread, the covered interest spread, the liquidity spread, and the treasury yield curve spread.
Contributions to the Cleveland Financial Stress Index: Credit Markets
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The source has posted to their website a message regarding this release: Cleveland Financial Stress Index under review and a revised index expected in the fourth quarter of 2016. A thorough review of the index is being conducted to both simplify the index and enhance its robustness, while also taking into consideration changes in financial markets and institutions. This review and the revisions to the CFSI are expected to be completed sometime during the fourth quarter of this year, and additional details will be made available at that time. Thank you for your patience while we improve the CFSI.
This chart shows the contribution of the credit market sector to the CFSI. The contributions to CFSI from the credit market sector include: the commercial paper to TBill spread, the corporate bond spread, the covered interest spread, the liquidity spread, and the treasury yield curve spread.
Contributions to the Cleveland Financial Stress Index: Credit Markets (DISCONTINUED)
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, ab, (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  


Contributions to the Cleveland Financial Stress Index: Credit Markets  20140217  20160505 
Contributions to the Cleveland Financial Stress Index: Credit Markets (DISCONTINUED)  20160506  20160506 
Source  


Federal Reserve Bank of Cleveland  20140217  20160506 
Release  


Cleveland Financial Stress Index  20140217  20160506 
Units  


Units of Stress  20140217  20160506 
Frequency  


Daily  20140217  20160506 
Seasonal Adjustment  


Not Seasonally Adjusted  20140217  20160506 
Notes  


The source has posted to their website a message regarding this release: Cleveland Financial Stress Index under review and a revised index expected in the fourth quarter of 2016. A thorough review of the index is being conducted to both simplify the index and enhance its robustness, while also taking into consideration changes in financial markets and institutions. This review and the revisions to the CFSI are expected to be completed sometime during the fourth quarter of this year, and additional details will be made available at that time. Thank you for your patience while we improve the CFSI. This chart shows the contribution of the credit market sector to the CFSI. The contributions to CFSI from the credit market sector include: the commercial paper to TBill spread, the corporate bond spread, the covered interest spread, the liquidity spread, and the treasury yield curve spread. 
20140217  20160505 
In May of 2016, the source discovered errors in the calculation of the CFSI and began a detailed review of the index and its underlying model. Following that review, the source decided to discontinue the CFSI. https://www.clevelandfed.org/en/ourresearch/indicatorsanddata/clevelandfinancialstressindex.aspx The source has posted to their website a message regarding this release: Cleveland Financial Stress Index under review and a revised index expected in the fourth quarter of 2016. A thorough review of the index is being conducted to both simplify the index and enhance its robustness, while also taking into consideration changes in financial markets and institutions. This review and the revisions to the CFSI are expected to be completed sometime during the fourth quarter of this year, and additional details will be made available at that time. Thank you for your patience while we improve the CFSI. This chart shows the contribution of the credit market sector to the CFSI. The contributions to CFSI from the credit market sector include: the commercial paper to TBill spread, the corporate bond spread, the covered interest spread, the liquidity spread, and the treasury yield curve spread. 
20160506  20160506 
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