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Contributions to the Cleveland Financial Stress Index: Bank Bond Spread (BBSD678FRBCLE)

Observation:

2016-05-05: 2.23  
Updated: May 6, 2016

Units:

Units of Stress,
Not Seasonally Adjusted

Frequency:

Daily
1Y | 5Y | 10Y | Max
  EDIT LINE 1
(a) Contributions to the Cleveland Financial Stress Index: Bank Bond Spread, Units of Stress, Not Seasonally Adjusted (BBSD678FRBCLE)
The source has posted to their website a message regarding this release: Cleveland Financial Stress Index under review and a revised index expected in the fourth quarter of 2016. A thorough review of the index is being conducted to both simplify the index and enhance its robustness, while also taking into consideration changes in financial markets and institutions. This review and the revisions to the CFSI are expected to be completed sometime during the fourth quarter of this year, and additional details will be made available at that time. Thank you for your patience while we improve the CFSI.

This chart shows the contribution of the bank bond spread to the CFSI. This spread is measured as the difference between the 10-Year A-Rated bond yield and the 10-Year US Treasury Yield. It captures the broad perceptions of medium- to long-term risk in banks issuing A-Rated bonds.

Contributions to the Cleveland Financial Stress Index: Bank Bond Spread

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NOTES

Source: Federal Reserve Bank of Cleveland  

Release: Cleveland Financial Stress Index  

Notes:

The source has posted to their website a message regarding this release: Cleveland Financial Stress Index under review and a revised index expected in the fourth quarter of 2016. A thorough review of the index is being conducted to both simplify the index and enhance its robustness, while also taking into consideration changes in financial markets and institutions. This review and the revisions to the CFSI are expected to be completed sometime during the fourth quarter of this year, and additional details will be made available at that time. Thank you for your patience while we improve the CFSI.

This chart shows the contribution of the bank bond spread to the CFSI. This spread is measured as the difference between the 10-Year A-Rated bond yield and the 10-Year US Treasury Yield. It captures the broad perceptions of medium- to long-term risk in banks issuing A-Rated bonds.

Suggested Citation:

Federal Reserve Bank of Cleveland, Contributions to the Cleveland Financial Stress Index: Bank Bond Spread [BBSD678FRBCLE], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BBSD678FRBCLE, September 25, 2016.

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