CREDIT AND RISK
The risk-aversion thermometer. Financial conditions, stress in the system, and corporate credit spreads.
4 charts available
CHARTS
VIX vs. Bitcoin
Does fear in the equity market spill over into Bitcoin?
Essential● active data
Credit conditions vs. Bitcoin
Is the credit market signaling stress ahead of risk assets?
Analytical● active data
Financial stress vs. Bitcoin
Is the U.S. financial system under strain, and does that reach Bitcoin?
Analytical● active data
Financial conditions (NFCI) vs. Bitcoin
Are financial conditions tight or loose, and does Bitcoin respond to that?
Analytical● active data
INDICATORS IN THIS CATEGORY
| Indicator | Current value | Frequency | Source | Status |
|---|---|---|---|---|
| VIX — S&P 500 implied volatilityExpected volatility over the next 30 days, derived from S&P 500 options. Rises during periods of risk aversion… | 15.41 | business days | Cboe Exchange, Inc. via FRED | Updated 3 days ago |
| National Financial Conditions Index (NFCI)Index from the Federal Reserve Bank of Chicago that combines over 100 weekly measures of money markets, credit… | -0.494 | weekly | Federal Reserve Bank of Chicago via FRED | Updated 4 days ago |
| Financial Stress Index (St. Louis Fed)Weekly index aggregating 18 measures of stress in the U.S. financial system, including credit spreads. Zero re… | -0.468 | weekly | Federal Reserve Bank of St. Louis via FRED | Updated 4 days ago |
| U.S. credit conditions (NFCI subindex)Credit component of the Federal Reserve Bank of Chicago's financial conditions index, aggregating measures of … | -0.026 | weekly | Federal Reserve Bank of Chicago via FRED | Updated 4 days ago |