Risk · Financial Stress
Market Stress
STLFSI, KCFSI, NFCI, credit spreads, credit impulse, and options market sentiment.
Composite Stress Indices
St. Louis Financial Stress (STLFSI)
FRED
Kansas City Financial Stress (KCFSI)
FRED
National Financial Conditions (NFCI)
FRED
Credit Spreads
High Yield Spread (ICE BofA)
FRED
Investment Grade Spread (ICE BofA)
FRED
Credit Impulse
FRED (computed)