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Credit risk measures: Last 10 years, quarterly data
Delinquency rates and charge-off rates for both credit cards and residential mortgages are on the rise.
In continuation of an uptrend from the previous quarter, in Q1 2009 residential mortgage delinquencies and loss rates for the top 100 banks in the US were sharply higher.
Historical data shows that credit card loss rates follow this trend with a slight time lag.
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 |
 |
| Month |
|
30 dpd(C) |
|
30 dpd(R) |
|
C/O Rate(C) |
|
C/O Rate(R) |
| 2008 Q4 |
5.66% |
6.99% |
6.26% |
1.77% |
| 2009 Q1 |
6.61% |
8.77% |
7.51% |
2.05% |
|
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Time Series: Quarterly for Delinquency rates. Charts start from 1999. Delinquency and Charge-off rates are for top 100 banks, seasonally adjusted. Data Source: Federal Reserve
Last Updated 06/10/2009
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