BELLINGS

Research & Data

BELLINGS research, outlooks, and data for professionals working across the credit markets.

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    Credit Markets Outlook: Q3 2026

    An evidence-led Q3 2026 view of U.S. benchmark rates, public corporate-credit spreads, and commercial-bank C&I credit-quality proxies, with dated comparisons, scenarios, and limitations.

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    Private Credit Annual Outlook 2026

    A bounded review of the public funding, spread, and bank-credit backdrop relevant to private-credit underwriting, with no inference about private portfolios.

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    The Refinancing Wall: 2026–2028 Maturity Analysis

    A public-market monitor of rate and spread conditions that shape refinancing risk; it does not claim a borrower-level maturity wall.

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    Middle Market Lending Conditions: H1 2026

    A public-evidence review of bank lending rates and lagged C&I loan performance relevant to middle-market credit.

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    CLO Market Review: H1 2026

    A disciplined public-proxy review of floating-rate funding and below-investment-grade spread conditions relevant to CLO collateral markets.

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    CMBS Delinquency Tracker: Mid-Year 2026

    A benchmark-rate context report that does not present unrelated bank-credit data as CMBS performance.

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    Investment Grade Credit: Mid-Year Review

    A direct public-market review of U.S. investment-grade option-adjusted spreads and the benchmark Treasury backdrop.

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    High Yield Annual Review 2026

    A direct public-market review of broad U.S. high-yield option-adjusted spreads and the benchmark Treasury backdrop.

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    Leveraged Loan Market: H1 2026

    A public-proxy review of floating-rate funding, below-investment-grade spreads, and lagged bank C&I stress relevant to leveraged finance.

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    CRE Debt Markets Outlook 2026

    A benchmark-rate review relevant to commercial-real-estate debt, without property- or loan-level inference.

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    Restructuring Watch: Emerging Stress Signals

    A public-evidence monitor of high-yield risk premia and lagged commercial-bank C&I stress.

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    SOFR Transition: Two Years On

    A direct review of SOFR, the effective federal funds rate, and bank prime rate under the post-LIBOR reference-rate framework.

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    Private Credit Monitor

    Aggregate direct lending metrics drawn from BDC public filings: weighted average yield, non-accrual rates, leverage, and net asset values across the BDC universe.

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    Leveraged Loan Market Tracker

    Loan price index, CLO issuance activity, institutional demand, and spread trends across the broadly syndicated leveraged loan market.

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    CRE Stress Tracker

    Commercial real estate delinquency, special servicing rates, and property-type performance metrics drawn from public CMBS and bank regulatory data.

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    CLO Pipeline & Issuance Report

    New CLO issuance, reset and refinancing activity, liability spread trends, and manager league tables across the CLO market.

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    Deal Flow Tracker

    M&A financing activity, LBO deal volume, direct lending deployments, and capital markets transaction trends across the leveraged finance market.

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    Maturity Wall Dashboard

    2024–2028 leveraged loan and high-yield bond maturity schedule by rating, sector, and deal size — the structural refinancing challenge facing leveraged credit.

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    Middle Market Monitor

    Middle market-specific spread, leverage, and coverage metrics drawn from BDC filings and regulatory data on bank commercial and industrial lending.

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    Credit Conditions Dashboard

    Multi-market credit conditions including the NFCI, investment-grade and high-yield spreads, leveraged loan prices, and bank lending standards — all from public sources.

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    Investment Grade Credit Monitor

    Investment-grade corporate spread, Treasury benchmark, and public issuance indicators for tracking high-quality credit conditions.

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    Bank Lending Standards Tracker

    Federal Reserve survey measures of bank underwriting standards, loan demand, and lending terms across commercial credit categories.

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    Bank Funding & Liquidity Monitor

    Public measures of bank deposits, wholesale funding, central-bank liquidity usage, and balance-sheet capacity across the banking system.

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    Key Credit Market Indicators

    The core indicator set behind the BELLINGS market ribbon — benchmark rates, credit spreads, and bank credit quality measures, with definitions and reading guidance for each series.

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    Credit Conditions Index

    The methodology behind the Credit Conditions Index chart — what the Chicago Fed's NFCI credit sub-index measures, how to interpret its level and direction, and its track record around past credit cycles.