Contributions to the Cleveland Financial Stress Index: Commercial Paper minus T-Bill Spread

2014-10-28: 0.522 Units of Stress (+ see more) 
Daily, Not Seasonally Adjusted, CPTBSD678FRBCLE, Updated: 2014-10-29 6:06 PM CDT
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This chart shows the contribution of the commercial paper -T-Bill Spread to the CFSI. This spread measures the difference between the 90-Day financial commercial paper rate and the 90-Day US Treasury Yield. It captures the short-term risk premium on financial companies' debt. A widening spread signals increases in the underlying risk of financial companies' operations.

Source: Federal Reserve Bank of Cleveland

Release: Cleveland Financial Stress Index

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(a) Contributions to the Cleveland Financial Stress Index: Commercial Paper minus T-Bill Spread, Units of Stress, Not Seasonally Adjusted (CPTBSD678FRBCLE)
This chart shows the contribution of the commercial paper -T-Bill Spread to the CFSI. This spread measures the difference between the 90-Day financial commercial paper rate and the 90-Day US Treasury Yield. It captures the short-term risk premium on financial companies' debt. A widening spread signals increases in the underlying risk of financial companies' operations.

Contributions to the Cleveland Financial Stress Index: Commercial Paper minus T-Bill Spread
   

  

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