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Office of Financial Research Financial Stress Index : Office of Financial Research

Office of Financial Research

"The OFR Financial Stress Index (OFR FSI) is a daily market-based snapshot of stress in global financial markets. It is constructed from 33 financial market variables, such as yield spreads, valuation measures, and interest rates. The OFR FSI is positive when stress levels are above average, and negative when stress levels are below average.

The OFR FSI incorporates five categories of indicators: creditequity valuationfundingsafe assets and volatility. The FSI shows stress contributions by three regions: United Statesother advanced economies, and emerging markets."



Office of Financial Research

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