St. Louis Fed Financial Stress Index (DISCONTINUED) | FRED

Notes

St. Louis Fed Financial Stress Index (DISCONTINUED) (STLFSI2)

Source: Federal Reserve Bank of St. Louis

Release: St. Louis Fed Financial Stress Index

Units: Index, Not Seasonally Adjusted

Frequency: Weekly, Ending Friday

Notes:

The methodology for the St. Louis Fed's Financial Stress Index was revised and this series is discontinued. The new version, STLFSI3, can be found here.

The STLFSI2 measures the degree of financial stress in the markets and is constructed from 18 weekly data series, all of which are weekly averages of daily data series: seven interest rates, six yield spreads, and five other indicators. Each of these variables captures some aspect of financial stress. Accordingly, as the level of financial stress in the economy changes, the data series are likely to move together.

How to Interpret the Index:
The average value of the index, which begins in late 1993, is designed to be zero. Thus, zero is viewed as representing normal financial market conditions. Values below zero suggest below-average financial market stress, while values above zero suggest above-average financial market stress.

More information:
The STLFSI2 is a revision of the original STLFSI. For additional information on the STLFSI2 and its construction, see “The St. Louis Fed’s Financial Stress Index, Version 2.0”.

Suggested Citation:

Federal Reserve Bank of St. Louis, St. Louis Fed Financial Stress Index (DISCONTINUED) [STLFSI2], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/STLFSI2, .

Net Percentage of Domestic Banks Tightening Standards for Commercial and Industrial Loans to Large and Middle-Market Firms (DRTSCILM)

Source: Board of Governors of the Federal Reserve System (US)

Release: Senior Loan Officer Opinion Survey on Bank Lending Practices

Units: Percent, Not Seasonally Adjusted

Frequency: Quarterly

Notes:

This data series is part of the Board of Governors of the Federal Reserve System's Senior Loan Officer Opinion Survey on Bank Lending Practices (SLOOS). The purpose of the survey is to provide qualitative and limited quantitative information on bank credit availability and loan demand, as well as on evolving developments and lending practices in the U.S. loan markets. A portion of each survey typically covers special topics of timely interest.

For questions on the data, please contact the data source. For questions on FRED functionality, please contact us here.

Suggested Citation:

Board of Governors of the Federal Reserve System (US), Net Percentage of Domestic Banks Tightening Standards for Commercial and Industrial Loans to Large and Middle-Market Firms [DRTSCILM], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DRTSCILM, .

Delinquency Rate on Business Loans, All Commercial Banks (DRBLACBN)

Source: Board of Governors of the Federal Reserve System (US)

Release: Charge-Off and Delinquency Rates on Loans and Leases at Commercial Banks

Units: Percent, Not Seasonally Adjusted

Frequency: Quarterly, End of Period

Notes:

For questions on the data, please contact the data source. For questions on FRED functionality, please contact us here.

Suggested Citation:

Board of Governors of the Federal Reserve System (US), Delinquency Rate on Business Loans, All Commercial Banks [DRBLACBN], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DRBLACBN, .

Delinquency Rate on Credit Card Loans, All Commercial Banks (DRCCLACBS)

Source: Board of Governors of the Federal Reserve System (US)

Release: Charge-Off and Delinquency Rates on Loans and Leases at Commercial Banks

Units: Percent, Seasonally Adjusted

Frequency: Quarterly, End of Period

Notes:

For questions on the data, please contact the data source. For questions on FRED functionality, please contact us here.

Suggested Citation:

Board of Governors of the Federal Reserve System (US), Delinquency Rate on Credit Card Loans, All Commercial Banks [DRCCLACBS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DRCCLACBS, .