Financial Stress Index

Values come directly from the OFR’s own published Financial Stress Index file (source file), fetched and committed as a static, versioned snapshot — this page never fetches data at request time. The OFR itself notes the index “publishes with data that is current from two business days prior” — in other words, this is not a real-time indicator; the most recent value shown always lags the current date by at least a few business days, both because of that reporting lag and because this site’s own snapshot is a point-in-time fetch rather than a live feed. The index is the weighted average of each underlying variable’s value relative to its own history; a statistical algorithm (not this site) determines each variable’s weight. The five stress categories shown below (credit, equity valuation, funding, safe assets, volatility) are real sub-component values the OFR itself publishes in the same source file — none are invented or estimated here.