{ "schema_version": "1.0.0", "title": "BondStats Financial Data Comparability & Provenance Catalog", "description": "Original editorial metadata about comparability risks and source provenance. NOT a dataset of observed financial values.", "updated": "2026-10-22", "license": "CC0-1.0", "license_scope": "Original BondStats-authored metadata and comparability rules only. External source data is not included or relicensed.", "publisher": "BondStats Ltd", "landing_page": "https://www.bondstats.org/tools/developer-tools/data-provenance-atlas/", "records": [ { "id": "GGD", "name": "General government gross debt", "category": "Sovereign balance sheets", "question": "How much does the consolidated general government owe relative to GDP?", "definition": "Gross liabilities of general government before netting financial assets; instrument and valuation coverage depend on statistical framework.", "unit": "% of GDP", "frequency": "Annual / quarterly", "comparability": "medium", "risk": "Sector perimeter, instrument coverage, valuation and GDP vintage can differ.", "sources": [ "IMF WEO", "World Bank WDI", "Eurostat" ], "dimensions": [ "government perimeter", "gross versus net", "GDP denominator", "valuation basis" ], "rule": "Do not equate general-government debt with central-government debt." }, { "id": "CGD", "name": "Central government debt", "category": "Sovereign balance sheets", "question": "What debt is issued or owed by the central government?", "definition": "Liabilities attributable to the central government; excludes some subnational and social security entities.", "unit": "Currency / % GDP", "frequency": "Monthly / quarterly / annual", "comparability": "low", "risk": "Not the same institutional perimeter as general-government debt.", "sources": [ "World Bank WDI", "National authorities" ], "dimensions": [ "government perimeter", "instrument coverage", "consolidation" ], "rule": "Compare only after aligning government sector coverage." }, { "id": "DSR", "name": "Debt service ratio", "category": "Credit and funding", "question": "How much income is used for principal and interest?", "definition": "Debt-service payments relative to an income measure for a specified borrower sector.", "unit": "% of income", "frequency": "Quarterly", "comparability": "low", "risk": "Borrower sector, amortization assumptions and income denominator vary.", "sources": [ "BIS", "National authorities" ], "dimensions": [ "borrower sector", "payment definition", "income denominator", "estimation method" ], "rule": "Avoid comparing corporate, household and private non-financial DSR as equivalents." }, { "id": "CPI", "name": "Consumer price inflation", "category": "Monetary transmission", "question": "How quickly are consumer prices changing?", "definition": "Change in a consumer price index; country-specific baskets and index coverage vary.", "unit": "% year over year", "frequency": "Monthly", "comparability": "medium", "risk": "Headline CPI, HICP, core inflation and seasonal adjustments are not interchangeable.", "sources": [ "World Bank WDI", "Eurostat", "National authorities" ], "dimensions": [ "basket definition", "seasonal adjustment", "reference period", "coverage" ], "rule": "Label the index family and seasonal adjustment explicitly." }, { "id": "POL", "name": "Policy interest rate", "category": "Monetary transmission", "question": "Which monetary policy rate is being compared?", "definition": "A policy-relevant interest rate or operating target announced by a monetary authority.", "unit": "% per annum", "frequency": "Event / daily", "comparability": "low", "risk": "Target ranges, deposit facilities and corridor systems have different roles.", "sources": [ "Central banks", "BIS" ], "dimensions": [ "instrument type", "target versus facility", "effective date", "range versus point" ], "rule": "Compare policy instruments by function, not only by headline rate." }, { "id": "Y10", "name": "10-year government bond yield", "category": "Market pricing", "question": "What does a 10-year sovereign yield represent?", "definition": "Market yield for a benchmark government security or synthetic constant-maturity tenor.", "unit": "% per annum", "frequency": "Daily", "comparability": "low", "risk": "Benchmark bonds, par yields, constant maturity and end-of-day timestamps differ.", "sources": [ "National debt offices", "Central banks" ], "dimensions": [ "security versus curve", "maturity method", "timestamp", "yield convention" ], "rule": "Do not combine benchmark security and constant-maturity series without a method flag." }, { "id": "CA", "name": "Current account balance", "category": "External sector", "question": "What is the net external income and trade balance?", "definition": "Balance-of-payments current account covering goods, services, primary and secondary income.", "unit": "Currency / % GDP", "frequency": "Quarterly / annual", "comparability": "medium", "risk": "Revisions, BPM versions and GDP conversion can change comparability.", "sources": [ "IMF BOP", "World Bank WDI" ], "dimensions": [ "BPM standard", "revisions", "currency", "GDP denominator" ], "rule": "Record balance-of-payments manual and vintage." }, { "id": "RES", "name": "Official reserve assets", "category": "External sector", "question": "How much reserve liquidity is held by monetary authorities?", "definition": "Reserve assets available to and controlled by monetary authorities, subject to the reporting standard.", "unit": "USD / domestic currency", "frequency": "Monthly", "comparability": "medium", "risk": "Gold valuation, reserve eligibility and currency conversion vary.", "sources": [ "IMF IFS", "Central banks" ], "dimensions": [ "asset eligibility", "valuation date", "currency conversion", "gold treatment" ], "rule": "Avoid mixing total international reserves with foreign-exchange-only reserves." }, { "id": "FX", "name": "Exchange rate", "category": "External sector", "question": "Which direction and rate convention is used?", "definition": "Quoted price of one currency in units of another, possibly spot, reference or market fixing.", "unit": "Currency pair", "frequency": "Daily", "comparability": "low", "risk": "Quote direction, fix time and reference rate definitions are often inconsistent.", "sources": [ "Central banks", "National authorities" ], "dimensions": [ "base currency", "quote currency", "fixing time", "market versus reference" ], "rule": "Invert rates explicitly when quote direction differs." }, { "id": "NPL", "name": "Nonperforming loan ratio", "category": "Banking system", "question": "What share of bank loans are classified as nonperforming?", "definition": "Loans classified as nonperforming divided by gross loans, with jurisdiction-specific recognition rules.", "unit": "% of gross loans", "frequency": "Quarterly / annual", "comparability": "low", "risk": "Forbearance, write-offs and accounting standards change classification.", "sources": [ "World Bank WDI", "National supervisors" ], "dimensions": [ "classification threshold", "loan denominator", "forbearance", "reporting sector" ], "rule": "Require a classification-method note before ranking banking systems." }, { "id": "CAP", "name": "Regulatory capital ratio", "category": "Banking system", "question": "What is the regulatory capital buffer relative to risk-weighted assets?", "definition": "Regulatory capital divided by risk-weighted assets under the applicable supervisory framework.", "unit": "% of RWA", "frequency": "Quarterly / annual", "comparability": "low", "risk": "CET1, Tier 1 and total capital are distinct; RWA models differ.", "sources": [ "BIS", "National supervisors" ], "dimensions": [ "capital tier", "RWA methodology", "consolidation", "Basel framework" ], "rule": "Never compare CET1 with total capital as the same measure." }, { "id": "GCF", "name": "Gross capital formation", "category": "Investment and flows", "question": "What investment aggregate is represented?", "definition": "Acquisition less disposal of fixed assets plus inventories and valuables where applicable.", "unit": "% GDP / currency", "frequency": "Quarterly / annual", "comparability": "medium", "risk": "Gross fixed capital formation is a narrower measure.", "sources": [ "World Bank WDI", "National statistics" ], "dimensions": [ "fixed versus total", "national accounts version", "valuation", "GDP denominator" ], "rule": "Distinguish gross capital formation from gross fixed capital formation." } ], "sources": [ { "id": "imf", "name": "International Monetary Fund", "url": "https://www.imf.org/en/Data", "role": "Data publisher", "rights": "VERIFY", "detail": "Rights depend on the particular IMF product and terms. No IMF observations redistributed here." }, { "id": "wb", "name": "World Bank Open Data", "url": "https://data.worldbank.org/", "role": "Data publisher", "rights": "CONDITIONAL", "detail": "Many datasets use CC BY 4.0; individual series and third-party material require checks. No observations redistributed here." }, { "id": "bis", "name": "Bank for International Settlements", "url": "https://data.bis.org/", "role": "Data publisher", "rights": "VERIFY", "detail": "Review the specific BIS data usage terms before republishing observations." }, { "id": "eu", "name": "Eurostat", "url": "https://ec.europa.eu/eurostat", "role": "Data publisher", "rights": "CONDITIONAL", "detail": "Reuse may be permitted with attribution and exceptions; verify the dataset and applicable terms." }, { "id": "nat", "name": "National statistical and monetary authorities", "url": "https://www.bis.org/cbanks.htm", "role": "Source directory", "rights": "VERIFY", "detail": "Each national authority has its own terms; the link is a directory, not a universal licence." }, { "id": "bs", "name": "BondStats original methodology catalog", "url": "https://www.bondstats.org/tools/developer-tools/data-provenance-atlas/", "role": "Original editorial metadata", "rights": "CC0", "detail": "Original curated descriptions, mapping and metadata only. No external data observations or third-party texts are included." } ] }