Kansas City Financial Stress Index

 

The Kansas City Financial Stress Index (KCFSI) is a monthly measure of stress in the U.S. financial system based on 11 financial market variables. A positive value indicates that financial stress is above the long-run average, while a negative value signifies that financial stress is below the long-run average. Another useful way to assess the current level of financial stress is to compare the index to its value during past, widely recognized episodes of financial stress.


Index results:

Information about the index, originally published in the Bank's Economic Review, is available to view in PDF format. If you do not have a PDF reader you can download a free reader from the Adobe Acrobat site

Financial Stress: What Is It, How Can It Be Measured, and Why Does It Matter? (PDF, 681 kb)
by Craig S. Hakkio and William R. Keeton  
  


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