The index assesses the proximity of the Russian financial system to a crisis. The boundary of the system’s transition to a state of crisis is 2.5 points. The ACRA FSI methodology is based on the assessment of external manifestations of stress (indirect method).

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Financial Stress Index
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COMMENTARY

A year has passed since the Financial Stress Index peaked. On March 18, 2020, the ACRA FSI reached its highest value in the past five years — 4.5 points — while in general high index values (more than 2.5 points) were recorded from March 9 until April 30 due to the restrictions introduced in Russia …
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18 Mar 2021
ACRA has updated the set of crude oil forward prices (used in calculating the ACRA FSI) from January 1 to February 24, 2021, which has led to a relevant adjustment of the financial stress index values for Russia. The maximum absolute difference between the old and updated index values since January…
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25 Feb 2021
In May and June, the indicators that form the financial stress index (ACRA FSI) stabilized, following the period from mid-March until the end of April, during which the index exceeded the critical mark of 2.5 points. The index’s average value for the past two months was 1.5 points. However, on July …
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10 Jul 2020
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