The Financial Stress Index: Identification of Systemic Risk Conditions

The Financial Stress Index: Identification of Systemic Risk Conditions

This paper develops a financial stress measure for the United States, the Cleveland Financial Stress Index (CFSI). The index is based on publicly available data describing a six-market partition of the financial system comprising credit, funding, real estate, securitization, foreign exchange, and eq...

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Bibliographic Details
Main Authors: Mikhail V. Oet, John M. Dooley, Stephen J. Ong
Format: Article
Language:English
Published: MDPI AG 2015-09-01
Series:Risks
Subjects:
financial stress
systemic conditions
crisis identification
financial system stability
systemic risk
early warning system
Online Access:http://www.mdpi.com/2227-9091/3/3/420

Internet

http://www.mdpi.com/2227-9091/3/3/420

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