CONVEX
Scenario × Asset Analysis

What Happens to Credit Card Delinquency Rate When the Sahm Rule Exceeds 1.0?

The Sahm Rule triggers recession alerts when unemployment rises 0.5 points. What happens when it exceeds 1.0, signaling a deepening downturn?

Credit Card Delinquency Rate
2.94%
as of Oct 1, 2025
Full chart →
Trigger: Sahm Rule Recession Indicator
0.20%
Condition: exceeds 1.0
Monitor trigger →

How Credit Card Delinquency Rate Responds

When the Sahm Rule Exceeds 1.0, Credit Card Delinquency Rate typically sees spreads widen as credit risk reprices. Delinquency rate on credit card loans, consumer stress indicator. This scenario is particularly relevant for credit & financial stress because changes in Sahm Rule Recession Indicator directly influence the macro environment for Credit Card Delinquency Rate. Investors should monitor both the trigger condition and Credit Card Delinquency Rate's response to position accordingly.

Scenario Background

The Sahm Rule identifies recessions in real time: when the three-month moving average of unemployment rises 0.5 percentage points or more from its 12-month low, the economy is already in recession. A Sahm value exceeding 1.0 indicates a severe acceleration in unemployment, historically signaling not just recession onset but a deepening downturn.

Read full scenario analysis →

Historical Context

The Sahm Rule has accurately identified every recession since 1970 with no false positives at the 0.5 threshold. Values exceeding 1.0 occurred in every recession from 1970 onward: 1974 (2.0 peak), 1980 (2.0), 1981-1982 (2.5), 1990 (1.8), 2001 (1.3), 2008-2009 (4.5), and 2020 (11.0 peak during COVID). The 1981-1982 recession showed Sahm reach 1.0 in July 1981 with unemployment at 7.2%, peaking at 10.8% in November 1982. The 2008 Sahm crossed 1.0 in October 2008 with unemployment at 6.5%; unemploy...

What to Watch For

  • Continuing claims rising above 2.0 million alongside Sahm exceeding 1.0
  • Unemployment rate rising above 4.5% with Sahm-rule acceleration
  • Initial claims above 300,000 weekly confirming layoff acceleration
  • Fed shifting to 50 bp cuts or inter-meeting actions
  • Job openings (JOLTS) falling below nonfarm payrolls level

Other Assets When the Sahm Rule Exceeds 1.0

Other Scenarios Affecting Credit Card Delinquency Rate

Get scenario analysis and Credit Card Delinquency Rate alerts delivered to your inbox.