Credit-to-GDP gap signals (BIS macroprudential credit cycle)
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).
Qualité
Attribution
Bank for International Settlements (derived signals by Frontier Data Hub)
Schéma
| Colonne | Type | Description |
|---|---|---|
| date | string | First day of the reference quarter (BIS SDMX TIME_PERIOD, e.g. 2026-Q1 -> 2026-01-01). |
| country | string | |
| country_code | string | |
| series_id | string | BIS BORROWERS_CTY code plus the gap-data-type suffix: .GAP for the credit-to-GDP gap, .RATIO for the credit-to-GDP ratio (official CL_AREA and CL_CREDT_GAP_DTYPE codelists). |
| series_label | string | BIS CL_AREA English name plus the official CL_CREDT_GAP_DTYPE label: 'Credit-to-GDP gap (actual minus HP-filter trend)' or 'Credit-to-GDP ratio (actual data)', for the private non-financial sector. |
| value | float | Credit-to-GDP gap or ratio in percentage points, as published in the BIS WS_CREDIT_GAP dataflow (private non-financial sector, all lenders). |
| qoq_change_pp | float | |
| yoy_change_pp | float | |
| volatility_30d | float | |
| momentum_3m | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| rank | integer | |
| ccyb_guide_flag | float | |
| high_gap_flag | float | |
| gap_z_10y | float | |
| ratio_z_10y | float |
Exemple de lignes
| date | country | country_code | series_id | series_label | value | qoq_change_pp | yoy_change_pp | volatility_30d | momentum_3m | anomaly_flag | forecast_1m | rank | ccyb_guide_flag | high_gap_flag | gap_z_10y | ratio_z_10y |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1947-10-01 | United States | USA | US.RATIO | United States — Credit-to-GDP ratio (actual data) | 47.060190285428 | — | — | — | — | 0 | — | — | — | — | — | — |
| 1948-01-01 | United States | USA | US.RATIO | United States — Credit-to-GDP ratio (actual data) | 47.573557478739 | 0.513367193310998 | — | — | 0.513367193310998 | 0 | — | — | — | — | — | — |
| 1948-04-01 | United States | USA | US.RATIO | United States — Credit-to-GDP ratio (actual data) | 47.87667465787 | 0.3031171791310001 | — | — | 0.3031171791310001 | 0 | — | — | — | — | — | — |
| 1948-07-01 | United States | USA | US.RATIO | United States — Credit-to-GDP ratio (actual data) | 48.046789997951 | 0.17011534008100426 | — | — | 0.17011534008100426 | 0 | — | — | — | — | — | — |
| 1948-10-01 | United States | USA | US.RATIO | United States — Credit-to-GDP ratio (actual data) | 48.59859732216 | 0.5518073242090011 | 1.5384070367320035 | — | 0.5518073242090011 | 0 | — | — | — | — | — | — |
Télécharger un échantillon
Téléchargez l'échantillon complet de ce jeu de données (lignes d'exemple, pas le jeu complet).
Utiliser avec un LLM
Dirigez n’importe quel LLM vers le point d’accès des métadonnées — la documentation ci-dessus est aussi lisible par machine (JSON-LD + Croissant).
cURL
curl "https://datazimuts.com/v1/datasets/bis_gap_signals/credit_to_gdp_gap_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/bis_gap_signals/credit_to_gdp_gap_signals").json()
print(ds["title"], ds["rows"], "rows")
# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
print(row)Point d’accès API: https://datazimuts.com/v1/datasets/bis_gap_signals/credit_to_gdp_gap_signals
Astuce : récupérez /llms.txt pour le catalogue complet lisible par machine.