Office of Financial Research
Markets, Banking, Data, Research, Development
Reports
Indicator Reports
(None)
Other Reports
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. (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. (N/A)
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. (N/A)
US 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. (N/A)
Financial Markets Monitor - A review of themes and developments in financial markets. This monitor reflects the OFR staffs 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. (N/A)
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. (N/A)
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. (N/A)
Publications - The Office of Financial Research publishes 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. This includes annual research reviews, brief research papers, longer research reports, working papers, viewpoint papers, and staff discussion papers. Under the publications tab. (N/A)
Commentary Directory
- Q1 GDP Growth Jumps 1.1% on Strong Personal Consumption
- A Strong March Leads to a Surge in Chinese GDP in Q1 2023
- Durable Goods Retail Sales Suffer from High Interest Rates and Wary Consumers
- Choppy GDP Means UK Should Avoid Q1 Recession
- Japanese Consumer Confidence Jumps to Highest Level in Over a Year
- The End of Summer Sees the End of Disinflation in Europe
- Labor Market Indicators are Starting to Unify on Easing in Hiring
- Inflation and Tight Financial Conditions Weigh on the German Consumer
- Euro Area Money Supply Contracts for the First Time Since 2010
- Dismal Economic Data Out of Germany
- Core Durable Goods New Orders See Gentle Uptrend in July
- More UK Data Pointing to Q3 Decline
- Whispers of a UK Contraction in Q3
- Japan's Core Inflation Resumes Uptrend in July
- Early July Economic Data Leads to a Sharp Increase in Q3 Growth Expectations
- UK CPI: Energy Inflation Crashes but Services Inflation is Still Sticky
- China's Weak Start to Q3 Means More PBoC Easing
- A Breather for the Eurozone as Inflation Hits Two-Year Low
- Germany's September CPI Report: A Clearer Picture of Inflation Trends
- US Manufacturing Demonstrates Resilience Amidst Volatility in August
- The ECB Prepares to Address Excess Liquidity Through the MRR
- Bank of Japan is Too Optimistic on Inflation
- The Bank of England Pauses in a Near Split Decision
- UK Inflation August Update: A Precursor to the Bank of England's Announcement
- Housing Starts Tumble in August Amid Rising Mortgage Rates
- US Retail Sales Grow at Fastest Monthly Rate Since the Start of the Year
- US Consumer Prices Surge in August Driven by Energy Costs
- August NFIB Survey Showed a Tough Environment for Small Businesses
- All Signs Point to a Weaker Labor Market in August
- Chinese CPI Trying to Buck the Deflation Trend
- Energy Prices Rise but the Core Disinflationary Trend is Maintained in September
- PPI's Quiet Rise and the Energy Elephant in the Room
- Small Businesses Grapple with Inflation and Financial Strain in September
- A Wacky September Jobs Report Shows Strong Labor Market
- A Look at the Fragile US Labor Market Ahead of the Nonfarm Payrolls Report
- Thoughts on GME and This Week in the Stock Market
- Record Home Price Levels Point to Strength in Post-Pandemic Economy
- The Stock Market Looks Overvalued, but It's Probably Not
- China GDP Growth Surpasses Expectations
- President-elect Joe Biden Introduces His "American Rescue Plan"
- Political Polarization Intensifies with Another Impeachment Along Party Lines
- Metal Demand Has a Bright Future in 2021 and Beyond
- What Happened to That US-China Trade Dispute?
- Civil Unrest, A Rising Threat to the 2021 Economy
- What's in the $900 Billion Relief Plan?