Office of Financial Research

Financial Stress Index - “A daily market-based snapshot of stress in global financial markets. It is constructed from 33 financial market variables, such as yield spreads, valuation measures, and interest rates. The OFR FSI is positive when stress levels are above average, and negative when stress levels are below average. The OFR FSI incorporates five categories of indicators: credit, equity valuation, funding, safe assets and volatility. The FSI shows stress contributions by three regions: the United States, other advanced economies, and emerging markets.” (Updated daily)

Financial System Vulnerabilities Monitor - “The OFR Financial System Vulnerabilities Monitor is a starting point for monitoring U.S. financial stability. It is a heat map of 58 indicators of potential vulnerabilities in the U.S. financial system, organized in six categories: macroeconomic, market, credit, solvency and leverage, funding and liquidity, and contagion.The monitor is designed to provide early warning signals of potential U.S. financial system vulnerabilities that merit investigation.” (Updated periodically)
G-SIB Scores Interactive Chart - Calculates and displays global systemically important banks (G-SIBs) scores using a set of 12 financial indicators as determined by the Basel Committee on Banking Supervision. (Updated periodically)
U.S. Money Market Fund Monitor - “This monitor is designed to track the investment portfolios of money market funds by funds' asset types, investments in different countries, counterparties, and other characteristics. Users can view trends and developments across the MMF industry. Data are downloadable and displayed in six interactive charts.” (Updated monthly)
Financial Markets Monitor - “A review of themes and developments in financial markets. This monitor reflects the OFR staff’s best interpretation of financial market developments and views. It does not necessarily reflect a consensus of market participants and does not necessarily represent official positions or policy of the OFR or the U.S. Treasury.” (Updates periodically)
Legal Entity Identifier - “The Legal Entity Identifier, or LEI, is a data standard — like a bar code for precisely identifying parties to financial transactions. The OFR has led the global LEI initiative as it has progressed from conception to full-fledged operational system in just a few years.The LEI can help the financial industry, regulators, and policymakers trace exposures and connections across the financial system. It also generates efficiencies for financial companies in internal reporting, risk management, and in collecting, cleaning, and aggregating data.” (Updated periodically)
Interagency Data Inventory - “An initiative of the Data Committee of the Financial Stability Oversight Council to catalog the data collected by Council member agencies. Council member agencies may use the inventory for identifying data gaps and for improving research and analysis to understand threats and vulnerabilities in the financial system.” (Updated annually)

Publications - The Office of Financial Research published various kinds of publications on their websites. From holistic reports of their data to individual working papers. Topics tend to center on financial market risk and stability. Check the following links for various content. (Updated periodically)
          Annual Research Reviews
          Briefs
          Reports
          Staff Discussion Papers
          Viewpoint Papers
          Working Papers

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