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Contributions to the Cleveland Financial Stress Index: Asset-Backed Security Spread

2015-08-28: 1.15 Units of Stress  
Daily, Not Seasonally Adjusted, ABSSD678FRBCLE, Updated: 2015-08-31 5:20 PM CDT
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This chart shows the contribution of the asset-backed security spread to CFSI. This spread is measured as the difference between the asset-backed bond yield and the 5-Year Treasury. It captures the ability of originators to raise capital and the relative riskiness of the securitized asset.

Source: Federal Reserve Bank of Cleveland

Release: Cleveland Financial Stress Index

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(a) Contributions to the Cleveland Financial Stress Index: Asset-Backed Security Spread, Units of Stress, Not Seasonally Adjusted (ABSSD678FRBCLE)
 
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Suggested Citation
Federal Reserve Bank of Cleveland, Contributions to the Cleveland Financial Stress Index: Asset-Backed Security Spread [ABSSD678FRBCLE], retrieved from FRED, Federal Reserve Bank of St. Louis https://research.stlouisfed.org/fred2/series/ABSSD678FRBCLE/, August 31, 2015.





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