090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
1 datasets
US Bank Lending Standards (SLOOS via FRED, keyless)
Quarterly US bank lending-standards panel, 1990-Q2 onward, from the Federal Reserve's Senior Loan Officer Opinion Survey (SLOOS) via keyless FRED fredgraph.csv: net percentages of domestic banks tightening standards for C&I loans to large/middle-market firms (DRTSCILM) and to small firms (DRTSCIS). Each quarter carries both net percentages, the large-minus-small spread (flight-to-quality gauge), quarter-on-quarter and year-on-year changes, 4-quarter moving averages, 4-year z-scores, tightening / broad-tightening / credit-crunch flags, a documented 0-100 credit-conditions score, and a deterministic row hash. One row per quarter; join keys: year_quarter, country_code=USA. Who joins this: sales teams join credit_conditions_score on quarter to weight B2B pipeline by credit availability; subscription businesses use broad_tightening_flag as a churn-risk regime input; demand forecasters use the large-small spread as a credit-crunch early warning.
Once today's free allowance is used up, AI features can run on your own provider account.
Kept in this browser tab only (cleared when you close it) and sent with each AI request. Our servers use it for that request and never store or log it.