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    • This is a Non-Federal dataset covered by different Terms of Use than Data.gov.

    Updating the Recession Risk and the Excess Bond Premium

    Metadata Updated: December 18, 2024

    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 component that captures the systematic movements in default risk of individual firms and a residual component: the excess bond premium that represents variation in the average price of bearing exposure to US corporate credit risk, above and beyond the compensation for expected defaults. The EBP component of corporate bond credit spreads that is not directly attributable to expected default risk provides an effective measure of investor sentiment or risk appetite in the corporate bond market.

    Access & Use Information

    Public: This dataset is intended for public access and use. Non-Federal: This dataset is covered by different Terms of Use than Data.gov. License: No license information was provided.

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    Dates

    Metadata Created Date December 18, 2024
    Metadata Updated Date December 18, 2024

    Metadata Source

    Harvested from federal

    Other Data Resources

    Additional Metadata

    Resource Type Dataset
    Metadata Created Date December 18, 2024
    Metadata Updated Date December 18, 2024
    Publisher Board of Governors of the Federal Reserve System
    Maintainer
    Identifier FRBC0014
    Data Last Modified R/P1M
    Public Access Level public
    Bureau Code 920:00
    Schema Version https://project-open-data.cio.gov/v1.1/schema
    Harvest Object Id 5aa2dff3-5ae8-422d-9d5b-c5935a717f1a
    Harvest Source Id ca6963d5-5226-446e-869f-283e1b543a14
    Harvest Source Title federal
    Homepage URL https://www.federalreserve.gov/econres/notes/feds-notes/updating-the-recession-risk-and-the-excess-bond-premium-20161006.html
    Program Code 920:000
    Source Datajson Identifier True
    Source Hash dd3e963184c1ea83d8b4e678f9f1618eb741702f52aa137863262b7fb135ed58
    Source Schema Version 1.1

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