090°Données ouvertes
Jeux de données ouverts, entièrement documentés — interrogeables ici, et lisibles par n’importe quel LLM.
Les titres et les descriptions proviennent des sources de données, en anglais.
10 jeux de données
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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