What Are Financial Market Stress Indexes Showing?

L., K. K., W., M. M., Ngân, T. K., & Devin, W. (2022). What Are Financial Market Stress Indexes Showing?. Federal Reserve Bank of St. Louis.

Type

Web resource

Intellectual base

Web

Year

2022

Link

https://www.stlouisfed.org/on-the-economy/2022/may/what-are-financial-market-stress-indexes-showing

Cited by

1 citation across 1 artifact.

Domain-specific

• TED Spread
  • … was removed; the panel-based U.S.-dollar LIBOR system itself ended in June 2023. A spread using a SOFR-based leg can support related stress monitoring, but it is not an observation-equivalent continuation: SOFR measures secured overnight Treasury-repo borrowing, whereas LIBOR embedded unsecured term bank-funding risk.

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