Credit
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TED spread is the difference between the interest rate on short-term US government debt and the interest rate on interbank loans. The spread is calculated by taking the difference between between 3-Month LIBOR based on US dollars and 3-Month Treasury Bill. The series is lagged by one week because the LIBOR series is lagged by one week due to an agreement with the source.
Net percentage of United States banks tightening standards for commercial and industrial loans to small firms. Data collected from the Board of Governors of the Federal Reserve System.
Net percentage of United States banks tightening standards for consumer loans excluding credit card and auto loans. Data collected from the Board of Governors of the Federal Reserve System.
Net percentage of United States banks tightening standards for consumer loans and credit cards. Data collected from the Board of Governors of the Federal Reserve System.
The Federal Reserve's credit subindex is composed of measures of credit conditions. A positive value indicates that the corresponding aspect of financial conditions is tighter than on average, while negative values indicate the opposite.
The Federal Reserve's risk subindex captures volatility and funding risk in the financial sector. A positive value indicates that the corresponding aspect of financial conditions is tighter than on average, while negative values indicate the opposite.