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Credit & Financial Stressquarterly

SLOOS: C&I Loan Tightening

Senior Loan Officer Survey, net % of banks tightening standards on C&I loans.

5.30%
1W -18.46%1M -18.46%3M -18.46%
Updated 3m ago

Credit markets are often the first to signal trouble. Widening high-yield spreads and rising financial stress indexes have historically led equity drawdowns by weeks or months. Tracking these gauges helps identify when risk appetite is contracting and defensive positioning is warranted.

No data available

Recent Data

DateValueChange
Jan 1, 20265.30%-18.46%
Oct 1, 20256.50%-31.58%
Jul 1, 20259.50%-48.65%
Apr 1, 202518.50%+198.39%
Jan 1, 20256.20%+Infinity%
Oct 1, 20240.00%-100.00%
Jul 1, 20247.90%-49.36%
Apr 1, 202415.60%+7.59%
Jan 1, 202414.50%-57.23%
Oct 1, 202333.90%—

Related in Credit & Financial Stress

HY Credit Spread (OAS)
ICE BofA High Yield Option-Adjusted Spread, the market's price of default risk.
IG Credit Spread (OAS)
ICE BofA Investment Grade OAS, credit stress in high-quality corporate bonds.
HY Effective Yield
HY corporate bond effective yield, total return required by junk bond investors.
IG Effective Yield
IG corporate bond effective yield, cost of investment-grade corporate borrowing.

Explore Further

Forecast 2026
SLOOS: C&I Loan Tightening Outlook
Scenario-weighted forecast using regime implied approach.
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Credit card delinquencies signal consumer balance-sheet stress, while C&I tightening signals bank caution on business le...
Comparison
C&I Lending Standards vs C&I Loans
Lending standards (DRTSCILM) lead actual loan growth by 3-6 months. Tightening standards (positive DRTSCILM) with still-...
Comparison
C&I Lending Standards vs Unemployment
Bank lending tightening typically precedes rising unemployment by 6-12 months. When standards tighten aggressively but u...
Scenario
What Happens When Banks Tighten Lending Standards?
What happens when banks pull back on lending? How tighter credit standards predict recessions, default waves, and the tr...
Scenario
What Happens When Bank Lending Standards Tighten Sharply?
What happens when banks sharply tighten lending standards? Credit contraction effects, business investment decline, and ...
Category
All Credit & Financial Stress Data
Credit spreads, financial stress indexes, and default risk indicators. Monitor high-yield spreads, the TED spread, and s...

Frequently Asked Questions

▶What is SLOOS: C&I Loan Tightening?
Senior Loan Officer Survey, net % of banks tightening standards on C&I loans.
▶How does SLOOS: C&I Loan Tightening relate to credit & financial stress?
SLOOS: C&I Loan Tightening is part of the Credit & Financial Stress category. Credit markets are often the first to signal trouble. Widening high-yield spreads and rising financial stress indexes have historically led equity drawdowns by weeks or months. Tracking these gauges helps identify when risk appetite is contracting and defensive positioning is warranted.
▶How often is SLOOS: C&I Loan Tightening updated?
SLOOS: C&I Loan Tightening is updated once per quarter when the releasing agency publishes new data. Each metric page on Convex shows the exact time of the last data update and provides historical data going back up to five years.
▶Where does Convex source SLOOS: C&I Loan Tightening data?
Convex sources SLOOS: C&I Loan Tightening data from the Federal Reserve Economic Data (FRED) API, maintained by the Federal Reserve Bank of St. Louis. Data is fetched automatically and displayed alongside interactive charts, AI analysis, and historical context.
▶What can I do on the SLOOS: C&I Loan Tightening chart page?
The SLOOS: C&I Loan Tightening page includes an interactive chart with selectable time ranges (1 month to 5 years), percentage changes over multiple timeframes, a table of recent readings, AI-generated analysis, and links to related metrics and comparisons.

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Data sourced from FRED, CoinGecko, CBOE, CFTC, and EIA. Updated quarterly. This page is for informational purposes only and does not constitute financial advice.