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The Cleveland financial stress index

Author

Listed:
  • Timothy Bianco
  • Mikhail V. Oet
  • Stephen J. Ong

Abstract

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

Suggested Citation

  • Timothy Bianco & Mikhail V. Oet & Stephen J. Ong, 2012. "The Cleveland financial stress index," Economic Commentary, Federal Reserve Bank of Cleveland, issue Mar.
    • Handle: RePEc:fip:fedcec:y:2012:i:mar21:n:2012-4
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    Cited by:

    1. Office of Financial Research (ed.), 2012. "Office of Financial Research 2012 Annual Report," Reports, Office of Financial Research, US Department of the Treasury, number 12-1.
    2. Oet, Mikhail V. & Bianco, Timothy & Gramlich, Dieter & Ong, Stephen J., 2013. "SAFE: An early warning system for systemic banking risk," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4510-4533.

    More about this item

    Keywords

    Bank failures; Systemic risk;

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