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Contributions to the Cleveland Financial Stress Index: Interbank Cost of Borrowing (IBCOBD678FRBCLE)

Observation:

2016-05-05: 1.07  
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: Interbank Cost of Borrowing, Units of Stress, Not Seasonally Adjusted (IBCOBD678FRBCLE)
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 interbank cost of borrowing spread to the CFSI. This spread is used to measure counterparty risk and is used to measure the degree of apprehension with which banks loan to one another. It is calculated as the difference between the 3-Month LIBOR and the Federal Funds Rate.

Contributions to the Cleveland Financial Stress Index: Interbank Cost of Borrowing

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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 interbank cost of borrowing spread to the CFSI. This spread is used to measure counterparty risk and is used to measure the degree of apprehension with which banks loan to one another. It is calculated as the difference between the 3-Month LIBOR and the Federal Funds Rate.

Suggested Citation:

Federal Reserve Bank of Cleveland, Contributions to the Cleveland Financial Stress Index: Interbank Cost of Borrowing [IBCOBD678FRBCLE], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/IBCOBD678FRBCLE, July 28, 2016.

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