Skip to content

Open data

Data library

Open datasets, fully documented — searchable here, and readable by any LLM.

  • US Bank Lending Standards (SLOOS via FRED, keyless)

    US bank lending-standards panel (SLOOS C&I, quarterly)

    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.

    • lending-standards
    • sloos
    • credit-conditions
    • banks
    rows
    146
    Quality
    100
    Updated
    Sep 30, 2026
    Fresh
    License
    Commercial use OK
  • US Bank Lending Standards Signals (derived)

    US bank lending standards signals (SLOOS tightening, credit conditions)

    Quarterly US credit-conditions signals derived from FRED's Senior Loan Officer Opinion Survey (SLOOS): net percentages of banks tightening lending standards for C&I loans, with quarter-on-quarter and year-on-year changes in percentage points, 30-quarter annualized change volatility, 1-quarter momentum, 3-sigma anomaly flags vs a trailing 12-quarter baseline, naive-drift 1-quarter forecasts, a per-quarter cross-series volatility rank, tightening regime flags with 4-year z-scores, and the large-firm minus small-firm tightening spread (the flight-to-quality gauge). All rows are normalized to country_code USA so they join cleanly with US macro data. Raw series: Federal Reserve Bank of St. Louis (FRED); underlying survey: Board of Governors of the Federal Reserve System.

    • lending-standards
    • sloos
    • credit-conditions
    • banks
    rows
    292
    Quality
    99
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK

Use your own AI key

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.