The Office of Financial Research (OFR) delivers high-quality financial data, standards, and analysis to promote financial stability.

Dec 23, 2024 · An OFR blog shows how to use the OFR Hedge Fund Monitor to gain insight into hedge funds' exposures, using FX and sovereign debt as case studies.

The Office of Financial Research (OFR) helps to promote financial stability by looking across the financial system to measure and analyze risks, perform essential research, and collect and standardize financial data.

The OFR Financial Stress Index (OFR FSI) is a daily market-based snapshot of stress in global financial markets. It is constructed from 33 financial market variables, such as yield spreads, valuation measures, and interest rates.

OFR authors conduct research and produce OFR briefs, working papers, staff discussion papers, and reports such as the OFR’s Annual Report to Congress. Our researchers also produce analyses and products for the Financial Stability Oversight Council and its member agencies.

In April 2024, OFR enhanced its Bank Systemic Risk Monitor to include the Supplementary Leverage Ratio which measures a bank's Tier 1 Capital relative to its total leverage.

This strategic plan is a comprehensive roadmap that provides an overview of the OFR's mission, vision, goals, and objectives for Fiscal Years 2025 and 2026

Nov 20, 2024 · The OFR’s fourth Annual Report to Congress analyzes potential threats to U.S. financial stability, reports on key research findings, documents progress in meeting the OFR mission, and lays out the 2016 agenda of the Office.

The OFR is aware of an evolving trend arising in "Tri-Party Average Rate: Other Collateral" and certain other tri-party rates. The OFR does not disclose additional information about the construction of series beyond what is reported in this monitor.

Dec 23, 2024 · An OFR blog shows how to use the OFR Hedge Fund Monitor to gain insight into hedge funds' exposures, using FX and sovereign debt as case studies.