Financial Stress Index: A Lens for Supervising the Financial System
This paper is a significant revision of an earlier working paper ("The Financial Stress Index: Identification of Systemic Risk Conditions," working paper no. 11-30), which was last revised in October 2011.
Bianco, Timothy, Dieter Gramlich, Mikhail V. Oet, and Stephen J. Ong. 2012. “Financial Stress Index: A Lens for Supervising the Financial System.” Federal Reserve Bank of Cleveland, Working Paper No. 12-37. https://doi.org/10.26509/frbc-wp-201237