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Contributions to the Cleveland Financial Stress Index: Financial Beta

2016-02-11: 0.72 Units of Stress  
Daily, Not Seasonally Adjusted, FINBETAD678FRBCLE, Updated: 2016-02-12 2:23 PM CST
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This chart shows the contribution of the financial beta to the CFSI. The financial beta measures the contribution of the banking sector to overall stock market volatility. This signals potential insolvency and the strain on bank profitability, relative to broader institutions.

Source: Federal Reserve Bank of Cleveland

Release: Cleveland Financial Stress Index

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(a) Contributions to the Cleveland Financial Stress Index: Financial Beta, Units of Stress, Not Seasonally Adjusted (FINBETAD678FRBCLE)
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Suggested Citation
Federal Reserve Bank of Cleveland, Contributions to the Cleveland Financial Stress Index: Financial Beta [FINBETAD678FRBCLE], retrieved from FRED, Federal Reserve Bank of St. Louis, February 14, 2016.

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