090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
3 datasets
Borrowing-Cost Signals (derived)
US household borrowing-cost signals from Federal Reserve Board lending rates (redistributed by FRED): the bank prime loan rate (monthly, 1949 ->), the commercial-bank credit-card rate and the 48-month new-auto loan rate (quarterly, NSA), with frequency-aware momentum, change volatility, 3-sigma anomaly flags, drift forecasts, cross-series ranks, the lender risk-premium spread over prime, the unsecured-vs-secured (card-minus-auto) wedge, a 5-year borrowing-cost z-score and a high-cost flag. The price-of-credit complement to fred-mortgage-rate-signals (mortgages), us-bank-credit-cycle signals (volumes) and us-bank-lending-standards-signals (willingness to lend). All rows normalized to country_code USA. Raw series: Board of Governors of the Federal Reserve System via FRED.
US Consumer Credit Stress (FRED, keyless)
Quarterly US consumer credit-stress panel, 2005-Q1 onward: credit-card delinquency rate (SA, all commercial banks), credit-card plan APR, bank prime loan rate (quarterly mean of monthly), and the household debt-service ratio (required debt payments as % of disposable income), plus 4-quarter point changes, the card-APR-over-prime spread, and a documented 0-100 credit_stress_score (mean of full-panel min-max normalizations of delinquency, APR and debt-service; higher = more stressed) with s1..s4 stress tiers. Upstream: FRED keyless fredgraph.csv (DRCCLACBS, TERMCBCCALLNS, MPRIME, TDSP; Board of Governors of the Federal Reserve System). Panel start is set by TDSP's keyless coverage (2005-Q1). One row per quarter x USA; in-window nulls fail loudly, never imputed. Who joins this: subscription businesses join churn on year_quarter; online shops join demand on year_quarter + country_code.
US Loan-Loss Signals (derived)
Quarterly US bank loan-loss signals from Federal Reserve Board charge-off rates (via FRED): all-real-estate-loan charge-offs (CORALACBS) and credit-card charge-offs (CORCCACBS), 1991 ->, with quarter-on-quarter and year-on-year change, 30-quarter change volatility, 3-sigma anomaly flags, naive-drift forecasts, 5-year loss z-scores, and elevated / severe loss-regime flags. The realized-losses lens on bank credit quality — the realized damage to delinquency's early warning. Companion to us-bank-credit-cycle-signals (volumes, delinquency) and us-sloos-bank-lending-standards-signals (standards). All rows normalized to country_code USA. Raw series: Board of Governors of the Federal Reserve System via FRED.
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