US bank credit-stress panel (quarterly)
Commercial use OKFresh
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Quarterly bank asset-quality panel from the Fed Board's charge-off and delinquency release (keyless via FRED fredgraph.csv, 1991Q1 -> latest): delinquency rates on five loan books and net charge-off rates on three, all commercial banks, seasonally adjusted, in percent. QoQ / YoY changes in pp, percentile-of-own-history stress scores (trailing 40 quarters), a documented 0-100 credit-stress index (0.6 delinquency / 0.4 charge-off) with t1-t4 tiers, delinquency-peak / charge-off-surge / NBER-recession flags, and the worst-stress loan book each quarter.
- Rows
- 142
- Columns
- 44
- Source cadence
- Quarterly
- Last refreshed
- Sep 30, 2026
- Theme
- economy
| Column | Type | Description |
|---|---|---|
| row_hash | string | Deterministic 16-hex sha256 over as_of, quarter, the eight rate levels, and credit_stress_index; identical input produces an identical hash. |
| as_of | string | Snapshot anchor: the latest quarter present in all nine series (YYYY-MM-DD). |
| quarter | string | Panel quarter label (YYYYQN). |
| quarter_start | string | Quarter start date (YYYY-MM-DD) — the ISO date join key. |
| country_code | string | ISO alpha-3 join key; constant 'USA'. |
| dq_real_estate | float | Delinquency rate, all real estate loans, all commercial banks, seasonally adjusted (FRED DRALACBS). (unit: percent) |
| dq_sf_mortgage | float | Delinquency rate, single-family mortgage loans, all commercial banks, seasonally adjusted (FRED DRSFRMACBS). (unit: percent) |
| dq_credit_card | float | Delinquency rate, credit card loans, all commercial banks, seasonally adjusted (FRED DRCCLACBS). (unit: percent) |
| dq_consumer | float | Delinquency rate, consumer loans, all commercial banks, seasonally adjusted (FRED DRCLACBS). (unit: percent) |
| dq_ci | float | Delinquency rate, commercial & industrial loans, all commercial banks, seasonally adjusted (FRED DRBLACBS). (unit: percent) |
| co_real_estate | float | Net charge-off rate (annualized, net of recoveries), all real estate loans, all commercial banks, seasonally adjusted (FRED CORALACBS). (unit: percent) |
| co_credit_card | float | Net charge-off rate (annualized, net of recoveries), credit card loans, all commercial banks, seasonally adjusted (FRED CORCCACBS). (unit: percent) |
| co_ci | float | Net charge-off rate (annualized, net of recoveries), commercial & industrial loans, all commercial banks, seasonally adjusted (FRED CORBLACBS). (unit: percent) |
| dq_real_estate_qoq_pp | float | Quarter-on-quarter change of the delinquency rate. (unit: pp) |
| dq_sf_mortgage_qoq_pp | float | Quarter-on-quarter change of the delinquency rate. (unit: pp) |
| dq_credit_card_qoq_pp | float | Quarter-on-quarter change of the delinquency rate. (unit: pp) |
| dq_consumer_qoq_pp | float | Quarter-on-quarter change of the delinquency rate. (unit: pp) |
| dq_ci_qoq_pp | float | Quarter-on-quarter change of the delinquency rate. (unit: pp) |
| co_real_estate_qoq_pp | float | Quarter-on-quarter change of the charge-off rate. (unit: pp) |
| co_credit_card_qoq_pp | float | Quarter-on-quarter change of the charge-off rate. (unit: pp) |
| co_ci_qoq_pp | float | Quarter-on-quarter change of the charge-off rate. (unit: pp) |
| dq_real_estate_yoy_pp | float | Year-on-year change of the delinquency rate. (unit: pp) |
| dq_sf_mortgage_yoy_pp | float | Year-on-year change of the delinquency rate. (unit: pp) |
| dq_credit_card_yoy_pp | float | Year-on-year change of the delinquency rate. (unit: pp) |
| dq_consumer_yoy_pp | float | Year-on-year change of the delinquency rate. (unit: pp) |
| dq_ci_yoy_pp | float | Year-on-year change of the delinquency rate. (unit: pp) |
| co_real_estate_yoy_pp | float | Year-on-year change of the charge-off rate. (unit: pp) |
| co_credit_card_yoy_pp | float | Year-on-year change of the charge-off rate. (unit: pp) |
| co_ci_yoy_pp | float | Year-on-year change of the charge-off rate. (unit: pp) |
| dq_real_estate_stress | float | Percentile of the current delinquency rate within its own trailing 40 quarters (100*(r-1)/(n-1), average ranks; null with <12 window observations or zero variance). Higher = more stressed. (unit: 0-100) |
| dq_sf_mortgage_stress | float | Percentile of the current delinquency rate within its own trailing 40 quarters (100*(r-1)/(n-1), average ranks; null with <12 window observations or zero variance). Higher = more stressed. (unit: 0-100) |
| dq_credit_card_stress | float | Percentile of the current delinquency rate within its own trailing 40 quarters (100*(r-1)/(n-1), average ranks; null with <12 window observations or zero variance). Higher = more stressed. (unit: 0-100) |
| dq_consumer_stress | float | Percentile of the current delinquency rate within its own trailing 40 quarters (100*(r-1)/(n-1), average ranks; null with <12 window observations or zero variance). Higher = more stressed. (unit: 0-100) |
| dq_ci_stress | float | Percentile of the current delinquency rate within its own trailing 40 quarters (100*(r-1)/(n-1), average ranks; null with <12 window observations or zero variance). Higher = more stressed. (unit: 0-100) |
| co_real_estate_stress | float | Percentile of the current charge-off rate within its own trailing 40 quarters (100*(r-1)/(n-1), average ranks; null with <12 window observations or zero variance). Higher = more stressed. (unit: 0-100) |
| co_credit_card_stress | float | Percentile of the current charge-off rate within its own trailing 40 quarters (100*(r-1)/(n-1), average ranks; null with <12 window observations or zero variance). Higher = more stressed. (unit: 0-100) |
| co_ci_stress | float | Percentile of the current charge-off rate within its own trailing 40 quarters (100*(r-1)/(n-1), average ranks; null with <12 window observations or zero variance). Higher = more stressed. (unit: 0-100) |
| credit_stress_index | float | Documented 0-100 credit-stress index: 0.6 * mean(delinq stress scores) + 0.4 * mean(charge-off stress scores); null until every leg score is non-null (early history). (unit: 0-100) |
| stress_tier | string | t4_crisis (>=80) / t3_stressed (>=60) / t2_elevated (>=40) / t1_calm (<40). |
| worst_leg | string | Loan-book column code with the highest stress score that quarter (e.g. dq_credit_card). |
| recession_flag | boolean | True when the NBER (via FRED USRECQ) marks the quarter a recession quarter. |
| dq_peak_flag | boolean | True when any delinquency leg sits at its trailing-5-year maximum. |
| co_surge_flag | boolean | True when any charge-off leg rose >= 0.25 pp QoQ. |
| provenance_url | string | Fed Board release page behind all nine series. |
First 10 sample rows — a preview, not the complete dataset.
| row_hash | as_of | quarter | quarter_start | country_code | dq_real_estate | dq_sf_mortgage | dq_credit_card | dq_consumer | dq_ci | co_real_estate | co_credit_card | co_ci | dq_real_estate_qoq_pp | dq_sf_mortgage_qoq_pp | dq_credit_card_qoq_pp | dq_consumer_qoq_pp | dq_ci_qoq_pp | co_real_estate_qoq_pp | co_credit_card_qoq_pp | co_ci_qoq_pp | dq_real_estate_yoy_pp | dq_sf_mortgage_yoy_pp | dq_credit_card_yoy_pp | dq_consumer_yoy_pp | dq_ci_yoy_pp | co_real_estate_yoy_pp | co_credit_card_yoy_pp | co_ci_yoy_pp | dq_real_estate_stress | dq_sf_mortgage_stress | dq_credit_card_stress | dq_consumer_stress | dq_ci_stress | co_real_estate_stress | co_credit_card_stress | co_ci_stress | credit_stress_index | stress_tier | worst_leg | recession_flag | dq_peak_flag | co_surge_flag | provenance_url |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 93c82d7532852489 | 2026-04-01 | 1991Q1 | 1991-01-01 | USA | 6.05 | 3.1 | 5.26 | 4.12 | 6.29 | 1.46 | 4.18 | 1.48 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | true | false | false | https://www.federalreserve.gov/releases/chargeoff/ |
| 171304b8e0537e2a | 2026-04-01 | 1991Q2 | 1991-04-01 | USA | 6.11 | 3.17 | 5.48 | 4.21 | 6.41 | 1.69 | 4.6 | 1.86 | 0.06 | 0.07 | 0.22 | 0.09 | 0.12 | 0.23 | 0.42 | 0.38 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | false | false | true | https://www.federalreserve.gov/releases/chargeoff/ |
| 1bdcaed2f9db56b8 | 2026-04-01 | 1991Q3 | 1991-07-01 | USA | 5.93 | 3.22 | 5.35 | 4.17 | 6.22 | 1.79 | 4.83 | 1.97 | -0.18 | 0.05 | -0.13 | -0.04 | -0.19 | 0.1 | 0.23 | 0.11 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | false | false | false | https://www.federalreserve.gov/releases/chargeoff/ |
| df10b1eaac571998 | 2026-04-01 | 1991Q4 | 1991-10-01 | USA | 5.78 | 3.28 | 5.32 | 4.1 | 6.03 | 1.52 | 4.59 | 1.83 | -0.15 | 0.06 | -0.03 | -0.07 | -0.19 | -0.27 | -0.24 | -0.14 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | false | false | false | https://www.federalreserve.gov/releases/chargeoff/ |
| 87bdb51e40c4b6d7 | 2026-04-01 | 1992Q1 | 1992-01-01 | USA | 5.51 | 3.13 | 5.27 | 3.96 | 5.76 | 1.51 | 4.91 | 1.95 | -0.27 | -0.15 | -0.05 | -0.14 | -0.27 | -0.01 | 0.32 | 0.12 | -0.54 | 0.03 | 0.01 | -0.16 | -0.53 | 0.05 | 0.73 | 0.47 | — | — | — | — | — | — | — | — | — | — | — | false | false | true | https://www.federalreserve.gov/releases/chargeoff/ |
| 7771382b91b47834 | 2026-04-01 | 1992Q2 | 1992-04-01 | USA | 5.37 | 3.06 | 5.1 | 3.84 | 5.49 | 1.2 | 4.78 | 1.32 | -0.14 | -0.07 | -0.17 | -0.12 | -0.27 | -0.31 | -0.13 | -0.63 | -0.74 | -0.11 | -0.38 | -0.37 | -0.92 | -0.49 | 0.18 | -0.54 | — | — | — | — | — | — | — | — | — | — | — | false | false | false | https://www.federalreserve.gov/releases/chargeoff/ |
| 4189342791400419 | 2026-04-01 | 1992Q3 | 1992-07-01 | USA | 5.16 | 2.89 | 4.98 | 3.71 | 5.25 | 1.41 | 4.34 | 1.43 | -0.21 | -0.17 | -0.12 | -0.13 | -0.24 | 0.21 | -0.44 | 0.11 | -0.77 | -0.33 | -0.37 | -0.46 | -0.97 | -0.38 | -0.49 | -0.54 | — | — | — | — | — | — | — | — | — | — | — | false | false | false | https://www.federalreserve.gov/releases/chargeoff/ |
| 3242556895cdb09a | 2026-04-01 | 1992Q4 | 1992-10-01 | USA | 4.8 | 2.79 | 4.69 | 3.55 | 4.76 | 1.16 | 4.47 | 1.03 | -0.36 | -0.1 | -0.29 | -0.16 | -0.49 | -0.25 | 0.13 | -0.4 | -0.98 | -0.49 | -0.63 | -0.55 | -1.27 | -0.36 | -0.12 | -0.8 | — | — | — | — | — | — | — | — | — | — | — | false | false | false | https://www.federalreserve.gov/releases/chargeoff/ |
| 7a631571e3229432 | 2026-04-01 | 1993Q1 | 1993-01-01 | USA | 4.47 | 2.78 | 4.6 | 3.49 | 4.41 | 1.02 | 4.1 | 0.94 | -0.33 | -0.01 | -0.09 | -0.06 | -0.35 | -0.14 | -0.37 | -0.09 | -1.04 | -0.35 | -0.67 | -0.47 | -1.35 | -0.49 | -0.81 | -1.01 | — | — | — | — | — | — | — | — | — | — | — | false | false | false | https://www.federalreserve.gov/releases/chargeoff/ |
| c15d3816e93dd03c | 2026-04-01 | 1993Q2 | 1993-04-01 | USA | 4.16 | 2.67 | 4.46 | 3.39 | 4.01 | 0.9 | 3.95 | 0.85 | -0.31 | -0.11 | -0.14 | -0.1 | -0.4 | -0.12 | -0.15 | -0.09 | -1.21 | -0.39 | -0.64 | -0.45 | -1.48 | -0.3 | -0.83 | -0.47 | — | — | — | — | — | — | — | — | — | — | — | false | false | false | https://www.federalreserve.gov/releases/chargeoff/ |
Profiled Oct 1, 2026 from snapshot 20260930T213307Z-5a5876b1c6d1
Measured- Completeness
- 97.4%
- Rows
- 142
- Columns
- 44
- Columns with gaps
- 27
| Column | Missing | Distinct | Range | Distribution |
|---|---|---|---|---|
| row_hashvarchar | 0% | 137 | — |
|
| as_ofvarchar | 0% | 1 | — |
|
| quartervarchar | 0% | 171 | — |
|
| quarter_startvarchar | 0% | 150 | — |
|
| country_codevarchar | 0% | 1 | — |
|
| dq_real_estatedouble | 0% | 106 | 1.19 → 7.35median 2.22 | 4 outside 1st–99th percentile |
| dq_sf_mortgagedouble | 0% | 106 | 1.41 → 11.48median 2.34 | 4 outside 1st–99th percentile |
| dq_credit_carddouble | 0% | 128 | 1.53 → 6.77median 3.84 | 4 outside 1st–99th percentile |
| dq_consumerdouble | 0% | 110 | 1.52 → 4.85median 2.95 | 4 outside 1st–99th percentile |
| dq_cidouble | 0% | 109 | 0.72 → 6.41median 1.63 | 4 outside 1st–99th percentile |
| co_real_estatedouble | 0% | 77 | 0.19 → 3.02median 0.605 | 4 outside 1st–99th percentile |
| co_credit_carddouble | 0% | 118 | 1.63 → 10.54median 4.18 | 4 outside 1st–99th percentile |
| co_cidouble | 0% | 77 | 0.12 → 2.57median 0.44 | 2 outside 1st–99th percentile |
| dq_real_estate_qoq_ppdouble | 0.7% | 50 | -0.51 → 1median -0.03 | 4 outside 1st–99th percentile |
| dq_sf_mortgage_qoq_ppdouble | 0.7% | 72 | -0.66 → 1.39median -0.04 | 4 outside 1st–99th percentile |
| dq_credit_card_qoq_ppdouble | 0.7% | 49 | -0.68 → 0.87median -0.02 | 4 outside 1st–99th percentile |
| dq_consumer_qoq_ppdouble | 0.7% | 43 | -0.47 → 0.56median -0.02 | 4 outside 1st–99th percentile |
| dq_ci_qoq_ppdouble | 0.7% | 63 | -0.56 → 0.77median -0.04 | 4 outside 1st–99th percentile |
| co_real_estate_qoq_ppdouble | 0.7% | 44 | -0.37 → 0.64median 0 | 3 outside 1st–99th percentile |
| co_credit_card_qoq_ppdouble | 0.7% | 90 | -2.92 → 1.74median 0 | 4 outside 1st–99th percentile |
| co_ci_qoq_ppdouble | 0.7% | 48 | -0.92 → 0.67median 0.01 | 4 outside 1st–99th percentile |
| dq_real_estate_yoy_ppdouble | 2.8% | 90 | -1.44 → 3.18median -0.15 | 3 outside 1st–99th percentile |
| dq_sf_mortgage_yoy_ppdouble | 2.8% | 93 | -1.95 → 4.31median -0.13 | 4 outside 1st–99th percentile |
| dq_credit_card_yoy_ppdouble | 2.8% | 104 | -2.19 → 1.87median -0.07 | 4 outside 1st–99th percentile |
| dq_consumer_yoy_ppdouble | 2.8% | 92 | -1.29 → 1.29median -0.025 | 4 outside 1st–99th percentile |
| dq_ci_yoy_ppdouble | 2.8% | 87 | -1.71 → 2.62median -0.11 | 4 outside 1st–99th percentile |
| co_real_estate_yoy_ppdouble | 2.8% | 75 | -1.21 → 1.43median -0.01 | 4 outside 1st–99th percentile |
| co_credit_card_yoy_ppdouble | 2.8% | 126 | -5.12 → 4.45median -0.12 | 4 outside 1st–99th percentile |
| co_ci_yoy_ppdouble | 2.8% | 76 | -1.01 → 1.59median 0.01 | 3 outside 1st–99th percentile |
| dq_real_estate_stressdouble | 7.7% | 59 | 0 → 100median 15.38 | |
| dq_sf_mortgage_stressdouble | 7.7% | 56 | 0 → 100median 19.44 | |
| dq_credit_card_stressdouble | 7.7% | 66 | 0 → 100median 40 | |
| dq_consumer_stressdouble | 7.7% | 76 | 0 → 100median 37.18 | |
| dq_ci_stressdouble | 7.7% | 67 | 0 → 100median 33.33 | 2 outside 1st–99th percentile |
| co_real_estate_stressdouble | 7.7% | 71 | 0 → 100median 40 | |
| co_credit_card_stressdouble | 7.7% | 68 | 0 → 100median 48.72 | |
| co_ci_stressdouble | 7.7% | 81 | 0 → 100median 43.59 | |
| credit_stress_indexdouble | 7.7% | 133 | 0 → 99.08median 36.2 | 2 outside 1st–99th percentile |
| stress_tiervarchar | 7.7% | 4 | — |
|
| worst_legvarchar | 7.7% | 7 | — |
|
| recession_flagboolean | 0% | 2 | — |
|
| dq_peak_flagboolean | 0% | 2 | — |
|
| co_surge_flagboolean | 0% | 2 | — |
|
| provenance_urlvarchar | 0% | 1 | — |
|
- Current
20260930T213307Z-5a5876b1c6d1 · sha256 5a5876b1c6d1…
142 rows · first snapshot
Point any LLM at the metadata endpoint — the documentation above is machine-readable too (JSON-LD + Croissant).
cURL
curl "https://datazimuts.com/v1/datasets/us_bank_credit_stress_intel/us_bank_credit_stress_quarterly" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/us_bank_credit_stress_intel/us_bank_credit_stress_quarterly").json()
print(ds["title"], ds["rows"], "rows")
# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
print(row)API endpoint: https://datazimuts.com/v1/datasets/us_bank_credit_stress_intel/us_bank_credit_stress_quarterly
Tip: fetch /llms.txt for the full machine-readable catalog.
Where this data comes from and what was made from it. Other people's work shows as counts; only shared projects are named.
Cite this snapshot
Pinned to snapshot 20260930T213307Z-5a5876b1c6d1 and its content hash, so readers get exactly the data you used.
APA
US Bank Credit-Stress Intelligence. (2026). US bank credit-stress panel (quarterly) [Data set, snapshot 20260930T213307Z-5a5876b1c6d1, sha256 5a5876b1c6d1]. Datazimuts. Retrieved 2026-10-01, from https://datazimuts.com/en/datasets/us_bank_credit_stress_intel/us_bank_credit_stress_quarterly?snapshot=20260930T213307Z-5a5876b1c6d1
BibTeX
@misc{dz_us_bank_credit_stress_intel_us_bank_cred_5a5876b1,
title = {{US bank credit-stress panel (quarterly)}},
author = {{US Bank Credit-Stress Intelligence}},
year = {2026},
publisher = {Datazimuts},
howpublished = {\url{https://datazimuts.com/en/datasets/us_bank_credit_stress_intel/us_bank_credit_stress_quarterly?snapshot=20260930T213307Z-5a5876b1c6d1}},
note = {Snapshot 20260930T213307Z-5a5876b1c6d1, sha256 5a5876b1c6d1596d6a8ead25cf32f44b665be37585acd206e19d5f1f7a31633b; accessed 2026-10-01}
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HTML
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