Transcript Exploring the Indexes of Economic Stress

Exploring the Indexes of
Economic Stress
A comparative analysis of the
Financial Stress Indexes and
Consumer Financial Stress
Indexes available in the United
States
Consumer Financial Stress Index
• St. Louis Fed Financial Stress Index (STLFSI)
• Kansas City Financial Stress Index (KCFSI)
• Cleveland Financial Stress Index (CFSI)
St. Louis Fed Financial Stress Index
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Employment
Housing
Credit
Household budget
Net worth
Consumer Financial Stress
Employment
Consumer Financial Stress
Housing
Consumer Financial Stress
Credit
Consumer Financial Stress
Household budget
Consumer Financial Stress
Net worth
Consumer Distress Index
Financial Stress Index
• Chicago Federal Reserve Bank’s Financial
conditions index (NFCI)
• Kansas City Federal Reserve Bank’s Financial
Stress Index (KCFSI)
• St. Louis Federal Reserve Bank’s Financial
Stress Index (STFSI)
• Cleveland Federal Reserve Bank’s Financial
Stress Index (CFSI)
Chicago Fed National Financial
Conditions Index
• Measures
▫ Risk
▫ Liquidity
▫ Leverage
Chicago Fed National Financial
Conditions Index
Comparative Analysis
• Financial Stress Index and Consumer Distress
Index have an inverse relationship