Release: Cleveland Financial Stress Index
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 securitization market sector to the CFSI. The contributions to CFSI from securitization market sector include: the asset-backed security spread, the commercial MBS spread, and the residential MBS spread.
Federal Reserve Bank of Cleveland, Contributions to the Cleveland Financial Stress Index: Securitization Market [SMRKTD678FRBCLE], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/SMRKTD678FRBCLE, August 31, 2016.