{"entity":{"iso3":"USA"},"as_of_year":2024,"score":{"modelled_p_credit_event_three_years":0.059083762331970706,"stress_percentile":73.12775330396477},"evaluation":[{"scope":"pooled","test_observations":4445,"positive_events":79,"model_auc":0.6889572473138231,"benchmark_auc":0.7461802072400656},{"scope":"natural_experiment","test_observations":142,"positive_events":12,"model_auc":0.6487179487179487,"benchmark_auc":0.717948717948718}],"caveat":"This is a screen over public annual macro data, not a forecast or rating. The model loses to debt/GDP alone in both published evaluations, so debt/GDP is the better single public indicator.","methodology":"/sovereign/stress","sources":[{"label":"Global Macro Database","url":"https://www.globalmacrodata.com/"},{"label":"Bank of Canada and Bank of England sovereign default database","url":"https://www.bankofcanada.ca/2025/07/staff-analytical-note-2025-11/"}]}