AEIR 2021

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Macroeconomic Indicators
Regional Cooperation and Integration database:

Financial Stress Index

FSI is a composite index that measures the degree of financial stress in four financial marketsóbanks, foreign exchange, equity, bonds. The methodology for computation is detailed below.




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Filter:
  • Economy/region:
    ASEAN+3

    Asia

    Australia

    China, People's Republic

    Developing Asia

    East Asia

    eurozone

    Hong Kong, China

    India

    Indonesia

    Japan

    Korea, Republic of

    Malaysia

    Pakistan

    Philippines

    Singapore

    South Asia

    Southeast Asia

    Sri Lanka

    Taipei,China

    Thailand

    United Kingdom

    United States

  • Range:
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AFC = Asian Financial Crisis, COVID-19 = coronavirus disease, GFC = global financial crisis, PRC = People's Republic of China, SARS = Severe Acute Respiratory Syndrome, US = United States.

Asia includes Australia, East Asia, South Asia and Southeast Asia. ASEAN+3 includes Hong Kong, China; Japan; the PRC; the Republic of Korea; and Southeast Asia. East Asia includes Hong Kong, China; Japan; the PRC; the Republic of Korea; and Taipei,China. South Asia includes India, Pakistan (beginning March 1997) and Sri Lanka (beginning March 1997). Southeast Asia includes Indonesia, Malaysia, the Philippines, Singapore, and Thailand.

Sources: ADB calculations using data from Bloomberg; CEIC; Haver Analytics; and International Monetary Fund. International Financial Statistics. http://data.imf.org/IFS (accessed January 2021); and methodology by Mercado and Park (2014).