Absorption Fragility Index
Composite Study | Contained | As of 2026-09-18 | Freshness 52d
Absorption Fragility Index is 'contained' with a score of 29.2. Child studies are contributing as follows: Household Absorption 59.1, Credit Fragility 29.2.
Component Scores
| Component | Score |
|---|---|
| Household Absorption | 59.14 |
| Credit Fragility | 29.22 |
Current Drivers
| Driver | Component | Score | Raw | Transformed |
|---|---|---|---|---|
| Consumer sentiment | Income strain | 66.96 | 55.20 | -55.20 |
| Household debt service ratio | Debt-service pressure | 64.10 | 11.16 | 11.16 |
| Real personal consumption expenditures | Spending strain | 63.03 | 16901.30 | -1.84 |
| Real disposable personal income | Income strain | 57.62 | 18122.50 | -0.25 |
| Real retail sales | Spending strain | 40.43 | 231630.00 | -2.58 |
| High-yield option-adjusted spread | Market stress | 32.27 | 2.68 | 2.68 |
| BBB option-adjusted spread | Market stress | 31.46 | 0.94 | 0.94 |
| Adjusted National Financial Conditions Index | Financing tightness | 30.21 | -0.58 | -0.58 |
Metrics
| Metric | Value |
|---|---|
| Score | 29.22 |
| Overlay Score | N/A |
| Freshness Days | 52 |
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
Absorption Fragility Index is 'contained' with a score of 29.2. Child studies are contributing as follows: Household Absorption 59.1, Credit Fragility 29.2.
Deterministic fallback commentary (AI unavailable): - score: 29.2181 - overlay_score: None - component_scores: {'Household Absorption': 59.1369, 'Credit Fragility': 29.2181} - drivers: [{'label': 'Consumer sentiment', 'series_id': 'UMCSENT', 'component': 'Income strain', 'score': 66.9557, 'transformed_value': -55.2, 'raw_value': 55.2, 'from_study': 'Household Absorption', 'composite_impact': 30.1301}, {'label': 'Household debt service ratio', 'series_id': 'TDSP', 'component': 'Debt-service pressure', 'score': 64.1013, 'transformed_value': 11.1641, 'raw_value': 11.1641, 'from_study': 'Household Absorption', 'composite_impact': 28.8456}, {'label': 'Real personal consumption expenditures', 'series_id': 'PCEC96', 'component': 'Spending strain', 'score': 63.0329, 'transformed_value': -1.8408, 'raw_value': 16901.3, 'from_study': 'Household Absorption', 'composite_impact': 28.3648}, {'label': 'Real disposable personal income', 'series_id': 'DSPIC96', 'component': 'Income strain', 'score': 57.6216, 'transformed_value': -0.2523, 'raw_value': 18122.5, 'from_study': 'Household Absorption', 'composite_impact': 25.9297}, {'label': 'Real retail sales', 'series_id': 'RRSFS', 'component': 'Spending strain', 'score': 40.4269, 'transformed_value': -2.5756, 'raw_value': 231630.0, 'from_study': 'Household Absorption', 'composite_impact': 18.1921}, {'label': 'High-yield option-adjusted spread', 'series_id': 'BAMLH0A0HYM2', 'component': 'Market stress', 'score': 32.2654, 'transformed_value': 2.68, 'raw_value': 2.68, 'from_study': 'Credit Fragility', 'composite_impact': 17.746}, {'label': 'BBB option-adjusted spread', 'series_id': 'BAMLC0A4CBBB', 'component': 'Market stress', 'score': 31.4619, 'transformed_value': 0.94, 'raw_value': 0.94, 'from_study': 'Credit Fragility', 'composite_impact': 17.304}, {'label': 'Adjusted National Financial Conditions Index', 'series_id': 'ANFCI', 'component': 'Financing tightness', 'score': 30.2077, 'transformed_value': -0.5783, 'raw_value': -0.582, 'from_study': 'Credit Fragility', 'composite_impact': 16.6142}] Caveat: This summary is template-based and may miss contextual drivers outside these indicators.