Signals › Credit & Financial Conditions
Deposit flight is the fast bank-stress variable. See March 2023.
Billions of U.S. Dollars · observation 2026-09-23, published 2026-10-02
Last 24 observations.
Inside the normal range. Not a strong reading either way.
Credit & Financial Conditions: Measure the price and availability of credit — the best-performing partner to the term spread in published out-of-sample work. The model averages the standardised signals in each block into a block score, then combines the twelve block scores in a probit. Today the 12-block model reads 1.6%.