Absorption Fragility Index

Composite Study | Emerging | As of 2026-03-06 | Freshness 65d

Absorption Fragility Index is 'emerging' with a score of 43.1. Child studies are contributing as follows: Household Absorption 62.6, Credit Fragility 43.1.

43.15 Score

65 day(s) Freshness

2026-03-06 As Of

Component Scores

Component	Score
Household Absorption	62.60
Credit Fragility	43.15

Current Drivers

Driver	Component	Score	Raw	Transformed
Delinquency rate on credit-card loans	Consumer credit strain	60.29	2.94	2.94
Household debt service ratio	Debt-service pressure	69.85	11.26	11.26
Consumer sentiment	Income strain	68.80	56.40	-56.40
Real personal consumption expenditures	Spending strain	59.13	16699.50	-2.35
Real retail sales	Spending strain	55.19	224606.00	-0.75
Real disposable personal income	Income strain	54.85	18032.20	-0.80
Adjusted National Financial Conditions Index	Financing tightness	36.74	-0.53	-0.53
High-yield option-adjusted spread	Market stress	36.02	3.00	3.00

Metrics

Metric	Value
Score	43.15
Overlay Score	N/A
Freshness Days	65

Charts

Composite score history

Composite history is built only from child-study score histories and fixed weights.

Current component waterfall

The waterfall shows each child study's weighted contribution to the latest composite score.

Notes

• Higher scores mean households and credit markets are absorbing less of the shock and transmitting more of it forward.

Commentary

The Absorption Fragility Index remains in the emerging zone, indicating rising household absorption pressures but still below systemic stress thresholds.

• Composite score of 43.1 (as of 2026‑01‑02) shows a modest uptick, reflecting growing fragility.
• Consumer credit strain (60.3) and debt‑service pressure (69.9) are the primary drivers, together comprising ~64% of composite impact.
• Macro‑stress probability is low (~0.1 %) but has been gradually increasing.

Caveat: Data are weekly and subject to revision; a sudden shock could shift the index from emerging to stress without prior warning.