Senior Loan Officer’s Survey (SLO)

Welcome to our section on the SLO. This chapter presents a use case where we show how to create our own macroeconomics signal. We draw on existing academic work to show how it possible to create our own signal starting with simple intuition, progressing to data wrangling, and making a compelling case based on visualizations.

The purpose of this chapter is not to present a novel market signal, after all the academic work we leverage has been known for a few years now. Our hope is that this chapter will serve as a template or springboard that will help you, the reader, develop your own ideas to test.