2.2 KiB
FQBM Data Dictionary
Definitions of state variables, sheet inputs/outputs, and regression variables.
1. State vector (FQBMState)
- B: Government securities (CB assets). R: Reserve balances. C: Currency in circulation. Loans: Commercial bank loans. Deposits: Commercial bank deposits. E_cb, E_b: Central bank and bank net assets/equity. S: Exchange rate (domestic per foreign). K: Capital flows. Spread: Sovereign spread. O: Oil/commodity index. L_cb: Central bank loans. cbdc_liability: CBDC liability (Part IX). reporting_date, functional_currency, presentation_currency: Optional.
Identities: B + L_cb = R + C + E_cb; Loans = Deposits + E_b; Total assets (Dr) = Total liab (Dr) + Total liab (Cr).
2. Sheet I/O
Central bank / commercial bank: state + params -> updated state. Capital stress: state + StressParams -> stress_tables. FX parity: state + FXParams -> fx_parity. Sovereign: state + SovereignParams -> spread, sustainability. Commodity: state + CommodityParams -> commodity. Monte Carlo: state + ShockSpec, n_runs -> list of states. Dashboard: state + optional stress/mc -> dashboard_aggregate. IPSAS: state (and prior) -> presentation DataFrames.
3. Regression columns (Part X)
Model 1 (inflation pass-through): d_fx, pi/inflation; synthetic: generate_synthetic_inflation(n). Model 2 (sovereign spread): debt_gdp, reserves_gdp, fx_vol, growth_differential, spread; synthetic: generate_synthetic_spread(n). Model 3 (capital flow): spread/r_dom/r_foreign, growth, capital_flow; synthetic: generate_synthetic_capital_flow(n).
4. Four-quadrant matrix
Assets (Dr): B, L_cb, Loans. Liabilities (Dr): C, R, Deposits. Liabilities (Cr): E_cb, E_b. cross_sector_consistency_check(state) returns consistent, cb_balance, bank_balance, matrix_identity, message.
5. Real data pipelines (fqbm.data.pipelines)
fetch_fed_h41: Fed H.4.1 CSV (optional url, date_col). fetch_bis_series: BIS bulk CSV (dataset in credit_gap, debt_service, property, total_credit, cb_assets; optional country). fetch_imf_series: IMF data (optional api_key for API). Pipelines can be extended (e.g. more series, caching, retries). See RECOMMENDATIONS.md.