{
  "@context": "https://schema.org",
  "@type": "Dataset",
  "identifier": "fin-lexicon-quantitative-metrics-time-series",
  "name": "FinLexicon Wiki Quantitative Empirical Metrics & Period-over-Period Delta Series (2024–2026)",
  "description": "Aggregated empirical time-series and period-over-period basis-point/percentage shifts compiled across all published FinLexicon Wiki research dossiers. Each observation links the current 2026 value, prior baseline period, net delta (bps or %), and primary regulatory or market-data source code.",
  "url": "https://finlexicon.org/datasets#fin-lexicon-quantitative-metrics-time-series",
  "version": "2026.4",
  "temporalCoverage": "2024-01-01/2026-12-31",
  "spatialCoverage": "Global G-SIB Jurisdictions (US, EU, UK, Switzerland, APAC)",
  "license": "https://creativecommons.org/licenses/by/4.0/",
  "isAccessibleForFree": true,
  "dateModified": "2026-10-22",
  "keywords": [
    "Basel III CET1 capital conservation buffer",
    "Liquidity Coverage Ratio LCR NSFR",
    "BCBS-IOSCO UMR Phase 6 AANA threshold",
    "ISDA VM CSA variation margin",
    "period over period basis points",
    "empirical financial metrics table",
    "FinLexicon Wiki time series CSV"
  ],
  "creator": {
    "@type": "Organization",
    "name": "FinLexicon Wiki",
    "url": "https://finlexicon.org"
  },
  "isBasedOn": [
    {
      "@type": "CreativeWork",
      "name": "Basel Committee on Banking Supervision (BCBS) — Basel Framework",
      "url": "https://www.bis.org/basel_framework/"
    },
    {
      "@type": "CreativeWork",
      "name": "BCBS-IOSCO — Margin Requirements for Non-Centrally Cleared Derivatives (UMR)",
      "url": "https://www.bis.org/bcbs/publ/d499.htm"
    },
    {
      "@type": "CreativeWork",
      "name": "International Swaps and Derivatives Association (ISDA) — SIMM & CSA Standards",
      "url": "https://www.isda.org/margin-reform/"
    },
    {
      "@type": "CreativeWork",
      "name": "European Banking Authority (EBA) — Single Rulebook & CRR III",
      "url": "https://www.eba.europa.eu/regulation-and-policy/single-rulebook"
    },
    {
      "@type": "CreativeWork",
      "name": "FinLexicon Wiki Primary Regulatory Reference (bis.org)",
      "url": "https://www.bis.org/basel_framework/index.htm"
    },
    {
      "@type": "CreativeWork",
      "name": "FinLexicon Wiki Primary Regulatory Reference (mas.gov.sg)",
      "url": "https://www.mas.gov.sg/regulation/capital-markets/cms-licence"
    }
  ],
  "distribution": [
    {
      "@type": "DataDownload",
      "encodingFormat": "text/csv",
      "contentUrl": "https://finlexicon.org/api/datasets/fin-lexicon-quantitative-metrics-time-series?format=csv"
    },
    {
      "@type": "DataDownload",
      "encodingFormat": "application/json",
      "contentUrl": "https://finlexicon.org/api/datasets/fin-lexicon-quantitative-metrics-time-series?format=json"
    }
  ],
  "columns": [
    {
      "key": "seriesId",
      "label": "Series ID",
      "unitOrFormat": "Alphanumeric Code",
      "description": "Unique time-series observation identifier."
    },
    {
      "key": "metric",
      "label": "Quantitative Metric",
      "unitOrFormat": "Text",
      "description": "Specific financial, prudential, or microstructure variable measured."
    },
    {
      "key": "currentValue",
      "label": "2026 Current Value",
      "unitOrFormat": "Rate / Spread / Ratio",
      "description": "Latest verified observation for the 2026 reporting window."
    },
    {
      "key": "priorPeriod",
      "label": "Prior Period Baseline",
      "unitOrFormat": "Rate / Spread / Ratio",
      "description": "Comparative prior-period or pre-reform baseline value."
    },
    {
      "key": "changeBpsOrPct",
      "label": "Net Change (bps / %)",
      "unitOrFormat": "Delta (bps or %)",
      "description": "Net period-over-period change or structural regime shift."
    },
    {
      "key": "sourceCode",
      "label": "Primary Source Citation",
      "unitOrFormat": "Authority / Filing Code",
      "description": "Official regulatory filing, central bank release, or exchange source code."
    },
    {
      "key": "researchDossierSlug",
      "label": "Source Briefing Slug",
      "unitOrFormat": "URL Slug",
      "description": "Associated institutional research briefing slug on this domain."
    },
    {
      "key": "observationDate",
      "label": "Verification Date",
      "unitOrFormat": "ISO-8601 Date",
      "description": "Date of last fact-check verification by the editorial review board."
    }
  ],
  "rowCount": 9,
  "rows": [
    {
      "seriesId": "FIN-LEXICON-101",
      "researchDossierSlug": "basel-iii-endgame-cet1-rwa-output-floor-lcr-nsfr-encyclopedia",
      "category": "Prudential Regulation & Capital Standards",
      "metric": "Minimum CET1 Ratio (Including Conservation Buffer)",
      "currentValue": "7.00% of RWA",
      "priorPeriod": "4.5% Pillar 1 + 2.5% CCB",
      "changeBpsOrPct": "+1.0%-3.5% for G-SIBs",
      "sourceCode": "BCBS-RBC20",
      "observationDate": "2026-10-21"
    },
    {
      "seriesId": "FIN-LEXICON-102",
      "researchDossierSlug": "basel-iii-endgame-cet1-rwa-output-floor-lcr-nsfr-encyclopedia",
      "category": "Prudential Regulation & Capital Standards",
      "metric": "Basel III Endgame IRB Output Floor",
      "currentValue": "72.5% Standardized RWA",
      "priorPeriod": "Phased Implementation",
      "changeBpsOrPct": "Caps Internal Model Benefit at 27.5%",
      "sourceCode": "BCBS-FLO10",
      "observationDate": "2026-10-21"
    },
    {
      "seriesId": "FIN-LEXICON-103",
      "researchDossierSlug": "basel-iii-endgame-cet1-rwa-output-floor-lcr-nsfr-encyclopedia",
      "category": "Prudential Regulation & Capital Standards",
      "metric": "Liquidity Coverage Ratio (LCR) & NSFR Minimums",
      "currentValue": "≥ 100% (30-Day / 1-Year)",
      "priorPeriod": "HQLA / Net Outflows & ASF / RSF",
      "changeBpsOrPct": "Mandatory Pillar 1 Liquidity",
      "sourceCode": "BCBS-LCR-NSF",
      "observationDate": "2026-10-21"
    },
    {
      "seriesId": "FIN-LEXICON-104",
      "researchDossierSlug": "mas-cms-license-fca-part-4a-sec-ria-regulatory-comparison",
      "category": "Prudential Regulation & Capital Standards",
      "metric": "Singapore MAS CMS (A/I LFMC) Base Capital",
      "currentValue": "SGD 250,000 (Retail: SGD 1,000,000)",
      "priorPeriod": "MAS Notice SFA 04-N13",
      "changeBpsOrPct": "120% Risk-Based Capital Buffer",
      "sourceCode": "MAS-SFA-CMS",
      "observationDate": "2026-10-20"
    },
    {
      "seriesId": "FIN-LEXICON-105",
      "researchDossierSlug": "mas-cms-license-fca-part-4a-sec-ria-regulatory-comparison",
      "category": "Prudential Regulation & Capital Standards",
      "metric": "UK FCA MIFIDPRU Permanent Minimum Capital",
      "currentValue": "GBP 75,000 / 150,000 / 750,000",
      "priorPeriod": "FCA Handbook MIFIDPRU 4.4",
      "changeBpsOrPct": "Max(PMC, FOR, K-Factor)",
      "sourceCode": "FCA-MIFIDPRU",
      "observationDate": "2026-10-20"
    },
    {
      "seriesId": "FIN-LEXICON-106",
      "researchDossierSlug": "mas-cms-license-fca-part-4a-sec-ria-regulatory-comparison",
      "category": "Prudential Regulation & Capital Standards",
      "metric": "US SEC Mandatory Federal RIA Registration Threshold",
      "currentValue": "$110 Million RAUM",
      "priorPeriod": "15 U.S.C. § 80b-3a",
      "changeBpsOrPct": "Form ADV + Rule 206(4)-7",
      "sourceCode": "SEC-IAA-1940",
      "observationDate": "2026-10-20"
    },
    {
      "seriesId": "FIN-LEXICON-107",
      "researchDossierSlug": "isda-master-agreement-csa-variation-initial-margin-simm-lexicon",
      "category": "Market Microstructure & Derivatives Taxonomy",
      "metric": "UMR Phase 6 AANA Initial Margin Threshold",
      "currentValue": "USD / EUR 8.0 Billion Gross Notional",
      "priorPeriod": "March–May Group AANA Average",
      "changeBpsOrPct": "$50M Consolidated IM Threshold",
      "sourceCode": "BCBS-IOSCO-UMR",
      "observationDate": "2026-10-20"
    },
    {
      "seriesId": "FIN-LEXICON-108",
      "researchDossierSlug": "isda-master-agreement-csa-variation-initial-margin-simm-lexicon",
      "category": "Market Microstructure & Derivatives Taxonomy",
      "metric": "ISDA SIMM Calibration Confidence Interval",
      "currentValue": "99% 10-Day Liquidation Horizon",
      "priorPeriod": "6 Asset Classes (IR, Credit, Equity, FX, Commodity)",
      "changeBpsOrPct": "Delta + Vega + Curvature Margin",
      "sourceCode": "ISDA-SIMM-V2.6",
      "observationDate": "2026-10-20"
    },
    {
      "seriesId": "FIN-LEXICON-109",
      "researchDossierSlug": "isda-master-agreement-csa-variation-initial-margin-simm-lexicon",
      "category": "Market Microstructure & Derivatives Taxonomy",
      "metric": "Regulatory VM CSA Minimum Transfer Amount (MTA)",
      "currentValue": "≤ USD / EUR 500,000 (Combined IM + VM)",
      "priorPeriod": "Zero Threshold ($0)",
      "changeBpsOrPct": "Daily Mark-to-Market Exchange",
      "sourceCode": "ISDA-2016-VM-CSA",
      "observationDate": "2026-10-20"
    }
  ]
}