090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
10 datasets
Bank for International Settlements
BIS debt service ratios — interest payments plus amortisations relative to income, in per cent — for households & NPISHs, non-financial corporations and the private non-financial sector. Bank for International Settlements, BIS Data Portal.
Credit from all sectors to the private non-financial sector at market value, as a percentage of GDP, adjusted for breaks, from 1947. Bank for International Settlements, BIS Data Portal.
Global Credit Cycle Signals (derived)
Value-added credit-cycle signals derived from the free Bank for International Settlements debt-service-ratio and total-credit statistics (private non-financial sector): per-country DSR deviation from its 8-year mean, DSR z-scores, total-credit year-on-year growth, credit-boom flags at a +2pp deviation threshold, 3-sigma anomaly flags, and per-quarter cross-country ranks — the canonical BIS early-warning gauges in one frame. All computation is local pandas/numpy; no paid models or APIs.
Credit-to-GDP Gap Signals (derived)
Quarterly macroprudential signals derived from BIS credit-to-GDP gaps: the deviation of private-sector credit from its long-run trend for ~44 economies — the Basel III countercyclical-buffer guide — alongside the underlying credit-to-GDP ratio. Each series carries quarter-on-quarter and year-on-year changes, 30-quarter annualized change volatility, 1-quarter momentum, 3-sigma anomaly flags vs a trailing 12-quarter baseline, naive-drift 1-quarter forecasts, a per-quarter cross-country volatility rank, plus Basel guide flags (gap > 2pp, gap > 10pp) and 10-year z-scores. Country codes are normalized to ISO alpha-3 so rows join cleanly with other country-keyed datasets. Raw series: Bank for International Settlements (WS_CREDIT_GAP).
Bank of Canada Valet
Interest rates charged by Canadian chartered banks on credit extended to the corporate sector — business loans, leases, non-residential mortgages — for new lending (funds advanced) and outstanding balances. Month-end, percent per annum. Bank of Canada.
Bank Credit Cycle Signals (derived)
Signals derived from FRED's US bank-credit series: 30-period annualized volatility of changes, 3-month momentum, year-over-year level change, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and a delinquency stress-regime flag (1 when the real-estate delinquency rate exceeds its trailing-5-year 75th percentile) mapped onto every row's quarter. Covers TOTLL (weekly bank credit of all commercial banks), BUSLOANS (monthly commercial & industrial loans), REVOLSL (monthly consumer credit outstanding) and DRALACBN (quarterly delinquency rate on all real-estate loans). All rows are normalized to country_code USA so they join cleanly with US macro data. Raw series: Federal Reserve Bank of St. Louis (FRED).
US Financial Stress Signals (derived)
Value-added financial-stress signals derived from FRED's free Federal Reserve financial-conditions indices: the Chicago Fed National Financial Conditions Index (weekly, 1971 -> present) and the St. Louis Fed Financial Stress Index (weekly, 1993 -> present). Each row carries change volatility, 13-week momentum, year-over-year level change, a trailing-1y stress z-score, a tight-financial-conditions regime flag, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-week cross-series volatility rank, and the NFCI-STLFSI stress spread. All computation is local pandas/numpy; no paid models or APIs.
US Consumer Credit Stress (FRED, keyless)
Quarterly US consumer credit-stress panel, 2005-Q1 onward: credit-card delinquency rate (SA, all commercial banks), credit-card plan APR, bank prime loan rate (quarterly mean of monthly), and the household debt-service ratio (required debt payments as % of disposable income), plus 4-quarter point changes, the card-APR-over-prime spread, and a documented 0-100 credit_stress_score (mean of full-panel min-max normalizations of delinquency, APR and debt-service; higher = more stressed) with s1..s4 stress tiers. Upstream: FRED keyless fredgraph.csv (DRCCLACBS, TERMCBCCALLNS, MPRIME, TDSP; Board of Governors of the Federal Reserve System). Panel start is set by TDSP's keyless coverage (2005-Q1). One row per quarter x USA; in-window nulls fail loudly, never imputed. Who joins this: subscription businesses join churn on year_quarter; online shops join demand on year_quarter + country_code.
U.S. Small Business Administration
Quarterly US small-business credit-health intelligence from the SBA 7(a) FOIA loan file (keyless data.sba.gov CSV, approvals 2019-10-01 -> 2026-06-30, data as of 2026-06-30, U.S. federal public domain). Per (quarter, borrower state): net credit extended (loan count, approval volume, SBA-guaranteed volume, average loan/term/rate, jobs supported), vintage charge-off rate and loss rate with a 12-quarter seasoning flag, volume/count year-over-year momentum, an 8-quarter volume z-score, a documented 0-100 lending-health composite with per-quarter state ranks, expansion/contraction/stress flags, and top NAICS-2 sector concentration. Who joins this: a subscription business joins quarterly SMB-customer churn or expansion revenue to (quarter, state_code) to model how small-business credit availability moves its revenue; a sales team joins by state_code to prioritize territories where SMB lending is expanding or under stress. Caveat: the most recent quarter in any vintage can be incomplete (SBA posts data about a month after quarter-end), so contraction flags on the latest quarter deserve a second look. Source: U.S. Small Business Administration.
Administrative Office of the U.S. Courts
Quarterly district-level bankruptcy filing distress intelligence from the Administrative Office of the U.S. Courts' Table F-2 (business and nonbusiness cases commenced, by chapter of the Bankruptcy Code, circuit and district): 93 federal judicial districts x 6 quarters (2025-Q1..2026-Q2 at launch, extending quarterly), with raw filing counts (total/business/nonbusiness x chapter 7/11/13/other), business and chapter-11 shares, quarter-over-quarter and year-over-year momentum, a trailing 4-quarter z-score, a documented 0-100 distress score with per-quarter ranks and quartile tiers, and filing-surge / chapter-11-spike flags. Join keys: quarter_start (ISO date) and state_code/state_name. Useful as a credit-risk, small-business churn, and household-distress prediction feature.
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