Contributions to the Cleveland Financial Stress Index: Interbank Cost Of Borrowing

2014-09-30: 0.138 Units of Stress (+ see more) 
Daily, Not Seasonally Adjusted, IBCOBD678FRBCLE, Updated: 2014-10-01 6:11 PM CDT
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This chart shows the contribution of the interbank cost of borrowing spread to the CFSI. This spread is used to measure counterparty risk and is used to measure the degree of apprehension with which banks loan to one another. It is calculated as the difference between the 3-Month LIBOR and the Federal Funds Rate.

Source: Federal Reserve Bank of Cleveland

Release: Cleveland Financial Stress Index

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(a) Contributions to the Cleveland Financial Stress Index: Interbank Cost Of Borrowing, Units of Stress, Not Seasonally Adjusted (IBCOBD678FRBCLE)
This chart shows the contribution of the interbank cost of borrowing spread to the CFSI. This spread is used to measure counterparty risk and is used to measure the degree of apprehension with which banks loan to one another. It is calculated as the difference between the 3-Month LIBOR and the Federal Funds Rate.

Contributions to the Cleveland Financial Stress Index: Interbank Cost Of Borrowing
   

  

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