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Chicago Fed National Financial Conditions Risk Subindex (NFCIRISK)

Observation:

2025-01-10: -0.65806 (+ more)  Updated: Jan 15, 2025 7:36 AM CST
2025-01-10:  -0.65806  
2025-01-03:  -0.64775  
2024-12-27:  -0.63787  
2024-12-20:  -0.62950  
2024-12-13:  -0.62477  

Units:

Index,
Not Seasonally Adjusted

Frequency:

Weekly,
Ending Friday

NOTES

Title Release Dates
Chicago Fed National Financial Conditions Risk Subindex 2012-07-05 2025-01-15
 
Source    
Federal Reserve Bank of Chicago 2012-07-05 2025-01-15
 
Release    
Chicago Fed National Financial Conditions Index 2012-07-05 2025-01-15
 
Units    
Index 2012-07-05 2025-01-15
 
Frequency    
Weekly, Ending Friday 2012-07-05 2025-01-15
 
Seasonal Adjustment    
Not Seasonally Adjusted 2012-07-05 2025-01-15
 
Notes    
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 2025-01-15

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Chicago Fed National Financial Conditions Index Chicago Fed Adjusted Financial Weekly Indexes Copyrighted: Citation Required Nation Not Seasonally Adjusted United States of America