Absorption Fragility Index

Composite Study | Contained | As of 2026-07-03 | Freshness 63d

Absorption Fragility Index is 'contained' with a score of 34.6. Child studies are contributing as follows: Household Absorption 60.8, Credit Fragility 34.6.

34.63 Score

63 day(s) Freshness

2026-07-03 As Of

Component Scores

Component	Score
Household Absorption	60.78
Credit Fragility	34.63

Current Drivers

Driver	Component	Score	Raw	Transformed
Consumer sentiment	Income strain	73.29	44.80	-53.00
Household debt service ratio	Debt-service pressure	64.88	11.16	11.16
Real personal consumption expenditures	Spending strain	60.77	16773.40	-2.13
Real disposable personal income	Income strain	58.45	17983.80	-0.02
Adjusted National Financial Conditions Index	Financing tightness	43.42	-0.49	-0.49
Real retail sales	Spending strain	43.56	228669.00	-2.60
High-yield option-adjusted spread	Market stress	32.52	2.74	2.74
BBB option-adjusted spread	Market stress	30.64	0.94	0.94

Metrics

Metric	Value
Score	34.63
Overlay Score	N/A
Freshness Days	63

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 contained at 34.6, but household absorption pressures are elevated (score 60.8) while credit fragility remains stable.

• Composite score: 34.6 (contained, below 40 threshold)
• Household absorption component: 60.8, driven by income strain (73.3) and debt‑service pressure (64.9)
• Credit fragility: financing tightness 43.4 and market stress ~31–33 remain low

Caveat: Data freshness varies and macro‑stress probability uses a fallback constant, limiting certainty about near‑term risk.