Federal Reserve Bank of Cleveland: http://www.clevelandfed.org
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Financial Stress Index
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The Cleveland Financial Stress Index: A Tool for Monitoring Financial Stability
Cleveland Financial Stress Index
Current Level of the CFSI
Interactive Chart
About the CFSI
Components of the CFSI
Components of the CFSI - Summary
Equity Markets
Stock Market Crashes
Funding Markets
Financial Beta
Interbank Cost of Borrowing
Bank Bond Spread
Interbank Liquidity Spread
Credit Markets
Liquidity Spread
Covered Interest Spread
Commercial Paper - T-Bill Spread
Treasury Yield Curve Spread
Corporate Bond Spread
Foreign Exchange Markets
Weighted Dollar Crashes
Real Estate Markets
Commercial Real Estate Spread
Residential Real Estate Spread
Securitization Markets
Residential MBS Spread
Commercial MBS Spread
Asset-Backed Security Spread
Export Cleveland Data (.xls)
Chart.