US Corporate and Household Debt Dynamics

US Corporate and Household Debt Dynamics

Corporate bankruptcies in the United States are at their highest level since 2010, but they mainly concern small and medium-sized businesses. The wave of bankruptcies has not yet reached corporations in the S&P 500. The process is only gaining momentum with a clear tendency for problems to escalate.

Household Challenges

Households are also starting to feel the problems, but to what extent? The front-loaded increase in debt service costs will inevitably erode the balance sheets of economic agents; it's just a matter of time.

The Household Debt Service Ratio

The household debt service ratio is the ratio of total required payments on household debt to total disposable income, including both mortgage and non-mortgage debt. The amount of required payments consists of the principal debt amount plus interest expenses. The debt service ratio is influenced by factors such as the weighted average interest rate, the outstanding debt amount, the type of interest rate (mostly fixed rate), and the remaining time to maturity.

As of Q2 2023, the debt service spending accounted for approximately 9.8% of disposable income, according to the Fed, which is comparable to the average spending from 2012 - 2019.

We're talking about nearly $5 trillion in non-mortgage debt, of which $1.5 trillion is in auto loans, $1.8 trillion in student debt (with $1.5 trillion under the federal government), and the rest in credit card debt and unsecured non-prime loans. There's another $13.3 trillion in mortgage debt held by households.

Mortgage debt has a servicing ratio of just 4%, compared to a high of 7.2% in 4Q 2007, and non-mortgage debt is at 5.83%, compared to a high of 6.7% in 4Q 2001, with no change since 1Q 2022.

Mortgage rates are fixed, and mortgage issuance from 4Q 2022 to 2Q23 was insignificant in total debt to affect overall spending.

Post-Pandemic Impact and Student Loan Moratorium

After the pandemic, there was a moratorium on student loan payments, which was not lifted until October 1, 2023, affecting non-mortgage debt since student loans make up a third of the debt.

Starting from 3Q 2023, there will be an acceleration in debt servicing.

Conclusion

In conclusion, there is a noticeable surge in corporate bankruptcies in the U.S., primarily affecting small and medium-sized businesses, with large corporations in the S&P 500 index remaining resilient. At the same time, households are beginning to feel the effects of rising debt service costs, especially in the post-pandemic environment. The debt service ratio remains a critical indicator, with about 9.8% of disposable income going to debt service in Q2 2023, comparable to pre-pandemic levels.

Table of contents
  1. Household Challenges
  2. The Household Debt Service Ratio
  3. Post-Pandemic Impact and Student Loan Moratorium
  4. Conclusion