## dataset overview

## Source details

**Canonical URL:** [dataset overview](https://www.imf.org/-/media/files/publications/gfsr/2023/october/data/ch1data.xlsx)

## Other formats

- [Markdown version](/-/media/files/publications/gfsr/2023/october/data/ch1data.xlsx.md)
- [Structured JSON version](/-/media/files/publications/gfsr/2023/october/data/ch1data.xlsx.json)

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### File structure and worksheets
- Worksheets included (name — rowCount — columnCount):
  - "1.2" — 13 rows — 7 columns
  - "1.4" — 210 rows — 15 columns
  - "1.6" — 38 rows — 15 columns
  - "1.7" — 77 rows — 25 columns
  - "1.11" — 18 rows — 4 columns
  - "1.13" — 21 rows — 10 columns
  - "1.16" — 246 rows — 30 columns
  - "1.18" — 13 rows — 2 columns
  - "1.19" — 38 rows — 41 columns
  - "1.20" — 37 rows — 18 columns
  - "1.21" — 2507 rows — 7 columns
  - "1.24" — 29 rows — 3 columns

### Key variables, panels, and labels (preserved exactly as in file)
- Worksheet "1.2":
  - Column header: "Panel 2"
  - Sample rows include country labels "US" and "EA" and rows labeled "2021 end", "2023 April", "Latest".
  - Numeric sample values: e.g., for "US" / "2021 end":
    - 0.0026, 0.0747692219207985, 0.124615369868004, 0.437112374306229, 0.36350303390496796, 0.0026
  - For "US" / "2023 April":
    - 0.0026, 0.11741660687644452, 0.31692234104342476, 0.37880351224845416, 0.18685753983167655, 0.0036

- Worksheet "1.4":
  - Column headers include "Panel 1" and "Panel 2".
  - Time series sample labels in monthly format (e.g., "1972M02", "1972M03", ...).
  - Sample numeric values for "Ex-post Federal Fund Rate" include -0.3655, 0.28998, 0.7784, 1.08844, 1.47673, 1.66431, 1.85529, 1.73977.
  - Panel 2 sample timestamp format: "2010-01-31T00:00:00.000Z", "2010-02-28T00:00:00.000Z", etc.

- Worksheet "1.6":
  - Mixed panel labels including region codes "US", "EA", "OA", "China", "EM ex-China".
  - Quarter labels (e.g., "1Q19", "2Q19", ...).
  - Sample numeric values: 43553, -0.5690133585468249, -0.2582141162729221, 0.2924867448997951, 0.5483871561397277, 0.06598194766442729.
  - Additional index and component values present (e.g., "Sep, 22", -0.12432085303472144).

- Worksheet "1.7":
  - Panels for country groups and bank survey items. Date timestamps in "2005-04-01T00:00:00.000Z" format.
  - Numeric survey scores sample: 5, 0, 2, 9, -2, -30 (Euro area "Bank capital" etc. in sample row).
  - Time-series numeric samples: 1.881187036686634, -0.38998268422521465, -0.17268521075867332, 0.5011772723645438.

- Worksheet "1.11":
  - Column header: "Panel 4"
  - Sample rows with label "Misalignment per risk unit" and "Percentile (right scale)".
  - Sample entries include:
    - "US IG" / 20 / -1.5187968819618758 / 27.3
    - "US HY" / 20 / -1.0765328998891723 / 41.8
    - "23Q3" / -4.607670708795866 / 8.799999999999999

- Worksheet "1.13":
  - Panels "Panel 5" and "Panel 6"
  - Firm-size categories "SMALL FIRMS", "MEDIUM FIRMS".
  - Sample ratios for "SMALL FIRMS" (Total):
    - "ratio < 1x": 0.35343744868748816 (1Q19), 0.2976512169774503 (1q21), 0.3668833606317675 (1q23)
    - "ratio >1 and < 1.5x": 0.03495251708800173 (1Q19), 0.03288732924601795 (1q21), 0.039354707197176875 (1q23)

- Worksheet "1.16":
  - Multiple panels including "Panel 1", "Panel 2", "Panel 4", "Panel 6"
  - Column labels include "isocode", "2023:Q1 (y-o-y, Real)", "2023:Q1 (y-o-y, Nominal)", "Latest since 2019:Q4 (Real)", "DSRs in 2022Q4", "Change in DSR assuming +200 bpt interest rate", "Change in DSR assuming +500 bpt interest rate", "observation_date", and credit-score buckets "<620", "620-659", "660-719", "720-759", "760+", "TOTAL".
  - Country-sample rows:
    - "Australia" row includes -13.7628, -7.70733072096288, 8.376658702284434.
    - "Finland" row (appearing in same sample block) shows 7.7, 0.9715562137590696, 1.3676854972991794, 2.53 and observation_date "1963-01-01T00:00:00.000Z".
    - Credit-bucket sample totals for "03:Q1": 72.19, 68.12, 188.33, 336.1, 304.24, 968.98.

- Worksheet "1.18":
  - Column header: "Panel 2"
  - Year series for "Nonfinancial credit ":
    - 2014 — 142.2
    - 2015 — 151.2
    - 2016 — 152.2
    - 2017 — 160.8
    - 2018 — 152.4
    - 2019 — 158.6
    - 2020 — 181.2

- Worksheet "1.19":
  - Column header: "Panel 1"
  - Monthly timestamps from "2013-12-01T00:00:00.000Z" through "2023-06-01T00:00:00.000Z" in sample header row.
  - Series examples:
    - "Investment trusts: Assets under management" with values such as 10308.528, 11077.23, 11774.22, ... , 15697.782.
    - "Property management trusts: Assets under management" with values such as 598.5829616999999, 650.6509604, ..., 5987.9410271.
    - "Trust loans" with values such as 4832.88166215, 5114.72275335, ..., 3770.

- Worksheet "1.20":
  - Panels "Panel 1", "Panel 2", "Panel 4"
  - Province-level sample rows (e.g., "Qinghai", "Guizhou", "Yunnan", "Heilongjiang") with fields including "Average yield", "Share of Between 7% and 10%", "Share of above 10%".
  - Examples:
    - Qinghai — "H" — 9.769344939271258 — 46.894031668696705 — 43.361753958587094
    - Guizhou — "H" — 9.7013514134408 — 29.95101526407346 — 38.25739527754354

- Worksheet "1.21":
  - Column header: "Panel 2"
  - Time-series daily date stamps with index-weight breakdown columns:
    - Column labels: "Date", "Credit A only Index Weight (%)", "Credit AA only Index Weight (%)", "Credit B only Index Weight (%)", "Credit BB only Index Weight (%)", "Credit BBB only Index Weight (%)", "Credit C only Index Weight (%)"
  - Sample rows:
    - "2013-09-30T00:00:00.000Z" — 4.44048, 3.63974, 17.22785, 8.03973, 65.16845, 0.55949
    - "2013-10-01T00:00:00.000Z" — 4.44797, 3.63638, 17.20902, 8.03868, 65.18198, 0.5604
    - "2013-10-02T00:00:00.000Z" — 4.45786, 3.64334, 16.99886, 8.05499, 65.35182, 0.56035

- Worksheet "1.24":
  - Column header: "Panel 4"
  - Quarterly sample rows with "Assets: 3+ Flags" and "Num. Banks: 3+ Flags":
    - "1Q2018" — 20.228 — 42
    - "2Q2018" — 7.0373951 — 49
    - "3Q2018" — 6.4206461 — 45
    - "4Q2018" — 24.671976 — 65
    - "1Q2019" — 17.744585 — 62
    - "2Q2019" — 18.669554 — 64

### Time coverage and formats
- Date and timestamp formats present in the workbook include:
  - Quarterly labels (e.g., "1Q19", "03:Q1")
  - Monthly labels (e.g., "1972M02")
  - ISO 8601 timestamps with zero UTC offset (e.g., "2010-01-31T00:00:00.000Z", "1963-01-01T00:00:00.000Z")
  - Daily ISO dates in "YYYY-MM-DDT00:00:00.000Z" (worksheet "1.21")
  - Calendar years (e.g., 2014, 2015) in worksheet "1.18"

### Data types and notable values to preserve when ingesting
- High-precision floating values (examples): 0.0747692219207985, 0.11741660687644452, -1.5187968819618758, -4.691767133993055
- Integer and small-integer survey scores (examples): 5, 0, 2, 9, -2, -30
- Percentage-format columns are stored as numeric weights (e.g., 4.44048, 65.16845)
- Some cells include non-numeric entries or special values:
  - "." in a sample row of worksheet "1.2"
  - JSON-style error marker object: {"error": "#N/A"} appearing in a sample cell in "1.16"
  - Empty/null cells are present throughout worksheets and should be preserved as missing values

### Representative sample statistics and series to ingest verbatim
- From "1.2" (US, Latest): 0.0026, 0.1498882431828316, 0.31315377738042083, 0.3756593652212792, 0.1612986142154686, 0.0036
- From "1.11" (US IG): 20, -1.5187968819618758, 27.3
- From "1.16" (Germany sample): -13.8917, -6.799163179916324, 1.7224074782703713; credit-bucket totals for "04:Q2": 87.96, 69.76, 169.62, 216.33, 167.23, 710.9000000000001
- From "1.19" (Investment trusts AUM end sample): 15697.782
- From "1.21" (2013-09-30): 4.44048, 3.63974, 17.22785, 8.03973, 65.16845, 0.55949
- From "1.18" (2014–2020 Nonfinancial credit): 2014 — 142.2; 2015 — 151.2; 2016 — 152.2; 2017 — 160.8; 2018 — 152.4; 2019 — 158.6; 2020 — 181.2

*Dataset: ch1data — canonical file https://www.imf.org/-/media/files/publications/gfsr/2023/october/data/ch1data.xlsx*

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_Source: https://www.imf.org/-/media/files/publications/gfsr/2023/october/data/ch1data.xlsx_