Economic Commentaries: How has the stress on the financial markets developed? – An index-based discussion

Date 28/10/2009

This Economic Commentary presents and discusses two indices of financial stress, one international and one Swedish, which illustrate how the financial markets have been affected during the current crisis. The capital markets form the starting point for the analysis, and the indices employ three broad stress indicators. The stress indices indicate that the degree of financial stress has declined sharply in 2009. However, it is too early to conclude that a stabilisation has taken place.