Name: Commercial Real-Estate Stress Index
Brand: AlpineDataWorks.AI
SKU: ADW-052
Availability: InStock

Use cases

What it unlocks

⌁

For an agent

A bank credit-portfolio agent checks ADW-052 quarterly; when the cre_stress_score rises above 65 (currently 63.5, 81st percentile over 43 observations with a range of 40.1 to 77.5, now on a falling trend) and the delinquency_4q_change_ppt momentum sub-component is positive, it automatically flags CRE loan concentrations above 15% of Tier 1 capital for senior review, attaches the cre_delinquency_rate_pct and momentum_z values from top_drivers for the credit committee, and waits for confidence above 0.8 before escalating — methodology_version pins the 70/30 level-vs-momentum weighting so the alert threshold is stable across quarterly model updates.

📈

For the business

A bank's Chief Credit Officer uses ADW-052's stress_label and composite_z to calibrate CRE-specific loan-loss provisions ahead of quarterly earnings: with the score at its 81st percentile historically — reflecting a 58% increase from the index's 40.1 starting point — the IOM quantifies that CRE credit conditions are materially more stressed than their long-run average, supporting a higher reserve build without requiring the credit team to manually pull and normalize FRED DRCRELEXFACBS series and compute 4-quarter momentum in a spreadsheet.

Forward outlook

Prediction

Horizon: —
Recommended use: Monitor CRE loan delinquency stress. High score = rising commercial mortgage defaults; flag bank exposure and refinancing risk. Descriptive, quarterly cadence.

Methodology

How it's built

DRCRELEXFACBS level z-score (0.7 weight) + 4-quarter momentum z-score (0.3 weight) vs trailing 36-quarter window → 0-100

FRED (DRCRELEXFACBS)

Version ADW-052-live-1.0 · validated to beat a naive baseline · benchmark: none

Live response

The object an agent receives

One call returns the answer with its reasoning attached — the live Intelligence Object for ADW-052.

GET /v1/intelligence/adw-052

{
  "product_id": "ADW-052",
  "entity": "US commercial real estate lending",
  "score": 63.5,
  "trend": "stress-rising",
  "confidence": 0.83,
  "top_drivers": [
    {
      "factor": "cre_delinquency_rate_pct",
      "contribution": 1.56
    },
    {
      "factor": "delinquency_z",
      "contribution": 1.735
    },
    {
      "factor": "momentum_4q_ppt",
      "contribution": -0.01
    }
  ],
  "recommended_use": "Monitor CRE loan delinquency stress. High score = rising commercial mortgage defaults; flag bank exposure and refinancing risk. Descriptive, quarterly cadence.",
  "methodology_version": "ADW-052-live-1.0",
  "freshness": "2026-06-26T15:06:42.715Z",
  "coverage": "US commercial real estate loans (FRED DRCRELEXFACBS)",
  "source_lineage": [
    "FRED DRCRELEXFACBS (CRE Loan Delinquency Rate, ex. Farm)"
  ],
  "allowed_use": "informational",
  "cre_stress_score": 63.5,
  "stress_label": "elevated",
  "cre_delinquency_rate_pct": 1.56,
  "delinquency_z": 1.735,
  "delinquency_4q_change_ppt": -0.01,
  "momentum_z": 0.463,
  "composite_z": 1.353,
  "validation_status": "descriptive"
}

IOM schema