Absorption Fragility Index
Composite Study | Emerging | As of 2026-05-22 | Freshness 54d
Absorption Fragility Index is 'emerging' with a score of 35.5. Child studies are contributing as follows: Household Absorption 64.5, Credit Fragility 35.5.
35.51
Score
54 day(s)
Freshness
2026-05-22
As Of
Component Scores
| Component | Score |
|---|---|
| Household Absorption | 64.51 |
| Credit Fragility | 35.51 |
Current Drivers
| Driver | Component | Score | Raw | Transformed |
|---|---|---|---|---|
| Consumer sentiment | Income strain | 72.99 | 49.80 | -53.34 |
| Household debt service ratio | Debt-service pressure | 70.74 | 11.32 | 11.32 |
| Real personal consumption expenditures | Spending strain | 62.55 | 16772.70 | -1.98 |
| Real disposable personal income | Income strain | 59.37 | 18108.70 | 0.13 |
| Real retail sales | Spending strain | 52.48 | 227758.00 | -1.05 |
| Adjusted National Financial Conditions Index | Financing tightness | 42.85 | -0.48 | -0.48 |
| High-yield option-adjusted spread | Market stress | 33.28 | 2.78 | 2.78 |
| Delinquency rate on credit-card loans | Consumer credit strain | 32.92 | 2.92 | 2.92 |
Metrics
| Metric | Value |
|---|---|
| Score | 35.51 |
| Overlay Score | N/A |
| Freshness Days | 54 |
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 is emerging, indicating rising household absorption pressures but still below formal stress thresholds.
- Debt‑service pressure remains the strongest driver (score 70.7), reflecting tightening repayment burdens.
- Consumer sentiment (UMCSENT) contributes a high‑impact 32.8 points, with income‑strain scores above 70.
- Financing tightness in the Credit Fragility component is elevated (score 42.9), pushing market‑stress spreads higher.
Caveat: The composite relies on a narrow set of drivers and a fallback constant macro‑stress probability, so the signal should be treated as indicative rather than definitive.