Datasets

• Estimating U.S. Cross-Border Securities Flows: Ten Years of the TIC SLT

  The TIC Form SLT collects monthly data on the market value of long-term cross-border securities holdings by country, type of foreign holder (official or private), and type of...

• Updating the Recession Risk and the Excess Bond Premium

  The excess bond premium (EBP) is a measure of investor sentiment or risk appetite in the corporate bond market. A credit spread index can be decomposed into two components: a...

• Selected Interest Rates - Business Daily

  The H.15 release contains daily interest rates for selected U.S. government and Federal Reserve series. It is published every business day except holidays.

• Globalization and the Geography of Capital Flows

  The U.S. cross-border securities portfolio is used as a case study to document the extent of distortions in traditional residence-based portfolio statistics. With cross-border...

• NBER-CES Manufacturing Industry Database

  This database is a joint effort between the National Bureau of Economic Research (NBER) and U.S. Census Bureau's Center for Economic Studies (CES), containing annual industry-...

• Foreign Exchange Rates - G.5a

  The G.5a annual release contains yearly average rates of exchange of major currencies against the U.S. dollar. Averages are based on daily noon buying rates for cable transfers...

• Average Daylight Overdrafts – Quarterly

  The average per-minute daylight overdraft for a given day is the sum of the average per-minute daylight overdrafts for all institutions on that day. The figures stated in the...

• Agricultural Finance Databook

  The Agricultural Finance Databook is a compilation of various data on current developments in agricultural finance. Large portions of the data come from regular surveys...

• Index of Common Inflation Expectations

  The Index of Common Inflation Expectations (CIE) pulls together a variety of measures that look at the inflation expectations of economic agents. Data dimensions include the...

• Aggregate Reserves of Depository Institutions and the Monetary Base

  The H.3 release provides data on aggregate reserves of depository institutions, including required reserves, total reserves, reserve balances maintained, interest paid on...

• A Unified Measure of Fed Monetary Policy Shocks

  A measure of Fed monetary policy shocks, as estimated in 'A Unified Measure of Fed Monetary Policy Shocks' by Chunya Bu, John Rogers, and Wenbin Wu.

• A New Index to Measure U.S. Financial Conditions

  An index that can be used to gauge broad financial conditions and assess how these conditions are related to future economic growth. The index is broadly consistent with how the...

• FRB/US model

  The FRB/US model is a large-scale estimated general equilibrium model of the U.S. economy that has been in use at the Federal Reserve Board since 1996. The model is designed for...

• Assets and Liabilities of Commercial Banks in the United States

  The H.8 release provides an estimated weekly aggregate balance sheet for all commercial banks in the United States. The release also includes separate balance sheet aggregations...

• Annual Report

  Report on operations of the Board during the year. Provides minutes of Federal Open Market Committee meetings, financial statements of the Board and combined financial...

• Measurement and Effects of Supply Chain Bottlenecks Using Natural Language Processing

  The Supply Chain Bottleneck Sentiment (SCB Sentiment) index measures supply chain bottlenecks by analyzing narratives from the Federal Reserve's Beige Books using machine...

• Finance Companies

  The first table of the G.20 shows seasonally adjusted data for the flows and levels of finance company receivables outstanding. These data include simple annual percent changes...

• Senior Financial Officer Survey

  The Board uses the Senior Financial Officer Survey (FR 2023) to gather qualitative and limited quantitative information about liability management, the provision of financial...

• Consolidated Financial Statements for Bank Holding Companies, Parent Company Only Financial Statements for Large Holding Companies, Parent Company Only Financial Statements for Small Holding Companies, Financial Statements Employee Stock Ownership Plan Holding Companies, Supplement to the Consolidated Financial Statements for Bank Holding Companies

  The Financial Statements of Holding Companies (FR Y-9 Reports) collects standardized financial statements from domestic holding companies (HCs). This is pursuant to the Bank...

• Senior Loan Officer Opinion Survey on Bank Lending Practices

  The Senior Loan Officer Opinion Survey on Bank Lending Practices (SLOOS) surveys up to 80 large domestic banks and 24 U.S. branches and agencies of foreign banks. The Federal...