The Cleveland Financial Stress Index

Economic Commentary, No. 2012-14, March 21, 2012

4 Pages Posted: 4 Apr 2013 Last revised: 8 Apr 2013

See all articles by Timothy Bianco

Timothy Bianco

Federal Reserve Banks - Federal Reserve Bank of Cleveland

Mikhail V. Oet

Case Western Reserve University - Weatherhead School of Management; Federal Reserve Banks - Federal Reserve Bank of Cleveland

Stephen J. Ong

Federal Reserve Banks - Federal Reserve Bank of Cleveland

Date Written: March 21, 2012

Abstract

To promote stability in a dynamic financial system, supervisors must monitor the system for risks at all times. The Cleveland Fed has developed an index of financial stress, the CFSI, which is designed to track distress in the financial system as it is building. The CFSI will help financial system supervisors monitor and understand the state of financial markets on a real-time basis, and take appropriate regulatory or supervisory action as necessary.

Suggested Citation

Bianco, Timothy and Oet, Mikhail V. and Ong, Stephen J., The Cleveland Financial Stress Index (March 21, 2012). Economic Commentary, No. 2012-14, March 21, 2012, Available at SSRN: https://ssrn.com/abstract=2244555 or http://dx.doi.org/10.2139/ssrn.2244555

Timothy Bianco (Contact Author)

Federal Reserve Banks - Federal Reserve Bank of Cleveland ( email )

East 6th & Superior
Cleveland, OH 44101-1387
United States

Mikhail V. Oet

Case Western Reserve University - Weatherhead School of Management ( email )

364 PBL Building
Cleveland, OH 44106
United States

Federal Reserve Banks - Federal Reserve Bank of Cleveland ( email )

East 6th & Superior
Cleveland, OH 44101-1387
United States
216.774.2684 (Phone)
216.579.2932 (Fax)

Stephen J. Ong

Federal Reserve Banks - Federal Reserve Bank of Cleveland ( email )

East 6th & Superior
Cleveland, OH 44101-1387
United States

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