Open Institutional Data Catalog · Schema.org Dataset & DataDownload API
FinLexicon Wiki Open Institutional Research Datasets & Quantitative Series Hub
Direct Repository Access: FinLexicon Wiki (FinLexicon Open Knowledge Foundation) publishes 4 primary-source-verified institutional datasets (part of our 40-dataset cross-domain research federation) in downloadable text/csv and application/json formats. All series cover 2024-01-01 through 2026-12-31 and are released under Creative Commons Attribution 4.0 (CC BY 4.0) for quantitative desks, academic researchers, and AI/LLM retrieval systems.
Published Datasets
4 Site / 40 Network
Verified Observations
23 Structured Rows
Regulatory Citations
7 Primary Authorities
Tracked Universe
487 Firms
Quick-Jump Dataset Index & Direct API Endpoints
Basel III Endgame, ISDA Master Agreement & UMR Thresholds (2026) — Reference Dataset
Primary source-verified 2026 institutional benchmark matrix published by FinLexicon Wiki (FinLexicon Open Knowledge Foundation). Captures statutory thresholds, day-count conventions, clearing mandates, and liquidity index weights across Global G-SIB Jurisdictions (US, EU, UK, Switzerland, APAC) for quantitative risk modeling, compliance verification, and LLM grounding.
Canonical Slug
fin-lexicon-2026-institutional-benchmarks
Spatial Coverage
Global G-SIB Jurisdictions (US, EU, UK, Switzerland, APAC)
Update Cadence & Modified
Quarterly & Upon Statutory Rulemaking · 2026-10-22
Open License
CC BY 4.0 International ↗Schema.org variableMeasured Column Dictionary (7 Fields)
codeISO/Desk IdentifierBenchmark Code
Canonical desk or regulatory standard identifier code.
metricTextBenchmark / Regulatory Metric
Official name of the institutional rate, ratio, or statutory mandate.
value2026Rate / Ratio / Formula2026 Institutional Value / Standard
Prevailing 2026 calibrated rate corridor, threshold, or mathematical convention.
numericScoreIndex (0-100)Institutional Impact Score
Composite institutional adoption and regulatory binding strictness weight (0–100).
thresholdOrConventionTextMarket Convention & Haircut Rule
Day-count basis, settlement lag, collateral haircut, or de minimis threshold.
primaryAuthorityAuthority NamePrimary Supervisory Authority
Central bank, statutory regulator, or standard-setting body governing the benchmark.
cadenceFrequencyObservation Cadence
Publication, settlement, or supervisory reporting frequency.
Inline Data Preview Table (5 Verified Records)
| Benchmark Codecode | Benchmark / Regulatory Metricmetric | 2026 Institutional Value / Standardvalue2026 | Institutional Impact ScorenumericScore | Market Convention & Haircut RulethresholdOrConvention | Primary Supervisory AuthorityprimaryAuthority | Observation Cadencecadence |
|---|---|---|---|---|---|---|
| BASEL-CET1 | Basel III Minimum CET1 + Capital Conservation Buffer | 7.0% Floor (4.5% CET1 + 2.5% CCB + G-SIB Surcharge) | 96 | G-SIB buckets add +1.0% to +3.5% CET1 surcharge | Basel Committee on Banking Supervision (BCBS) | Quarterly Pillar 3 Disclosure |
| BASEL-LCR-NSFR | Liquidity Coverage Ratio (LCR) & NSFR Floor | ≥ 100% HQLA over 30-Day Net Stressed Outflows | 94 | Level 1 HQLA (0% haircut) · Level 2A (15% haircut) | BCBS / Federal Reserve / ECB SSM | Daily Internal / Quarterly Filing |
| BCBS-IOSCO-UMR | ISDA SIMM / UMR Phase 6 AANA Threshold | $50B / €50B Group Aggregate Average Notional | 91 | Max $50M Initial Margin (IM) exchange threshold per counterparty | BCBS-IOSCO / CFTC / ESMA | Annual March–May AANA Calculation |
| ISDA-VM-CSA | ISDA Credit Support Annex (VM CSA) Settlement | T+0 / T+1 Daily Variation Margin ($0 Threshold) | 89 | Minimum Transfer Amount (MTA) typically capped at $500k | ISDA 2016/2021 VM CSA Standard | Daily Margin Call 10:00 Local |
| BASEL-OUTPUT-FLR | Basel III Endgame Output Floor (RWA) | 72.5% of Standardised Approach RWA (Phased) | 86 | Caps Internal Models (IRB/IMA) capital relief vs. SA | BCBS / EU CRR III / UK PRA Basel 3.1 | Phased Implementation 2025–2030 |
Primary Regulatory & Statutory Sources (isBasedOn)
- • Basel Committee on Banking Supervision (BCBS) — Basel Framework (https://www.bis.org/basel_framework/) ↗
- • BCBS-IOSCO — Margin Requirements for Non-Centrally Cleared Derivatives (UMR) (https://www.bis.org/bcbs/publ/d499.htm) ↗
- • International Swaps and Derivatives Association (ISDA) — SIMM & CSA Standards (https://www.isda.org/margin-reform/) ↗
- • European Banking Authority (EBA) — Single Rulebook & CRR III (https://www.eba.europa.eu/regulation-and-policy/single-rulebook) ↗
- • FinLexicon Wiki Primary Regulatory Reference (bis.org) (https://www.bis.org/basel_framework/index.htm) ↗
- • FinLexicon Wiki Primary Regulatory Reference (mas.gov.sg) (https://www.mas.gov.sg/regulation/capital-markets/cms-licence) ↗
Indexed Dataset Keywords & Taxonomy
FinLexicon Wiki Quantitative Empirical Metrics & Period-over-Period Delta Series (2024–2026)
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.
Canonical Slug
fin-lexicon-quantitative-metrics-time-series
Spatial Coverage
Global G-SIB Jurisdictions (US, EU, UK, Switzerland, APAC)
Update Cadence & Modified
Daily / Continuous Dossier Sync · 2026-10-22
Open License
CC BY 4.0 International ↗Schema.org variableMeasured Column Dictionary (8 Fields)
seriesIdAlphanumeric CodeSeries ID
Unique time-series observation identifier.
metricTextQuantitative Metric
Specific financial, prudential, or microstructure variable measured.
currentValueRate / Spread / Ratio2026 Current Value
Latest verified observation for the 2026 reporting window.
priorPeriodRate / Spread / RatioPrior Period Baseline
Comparative prior-period or pre-reform baseline value.
changeBpsOrPctDelta (bps or %)Net Change (bps / %)
Net period-over-period change or structural regime shift.
sourceCodeAuthority / Filing CodePrimary Source Citation
Official regulatory filing, central bank release, or exchange source code.
researchDossierSlugURL SlugSource Briefing Slug
Associated institutional research briefing slug on this domain.
observationDateISO-8601 DateVerification Date
Date of last fact-check verification by the editorial review board.
Inline Data Preview Table (9 Verified Records)
| Series IDseriesId | Quantitative Metricmetric | 2026 Current ValuecurrentValue | Prior Period BaselinepriorPeriod | Net Change (bps / %)changeBpsOrPct | Primary Source CitationsourceCode | Source Briefing SlugresearchDossierSlug | Verification DateobservationDate |
|---|---|---|---|---|---|---|---|
| FIN-LEXICON-101 | Minimum CET1 Ratio (Including Conservation Buffer) | 7.00% of RWA | 4.5% Pillar 1 + 2.5% CCB | +1.0%-3.5% for G-SIBs | BCBS-RBC20 | basel-iii-endgame-cet1-rwa-output-floor-lcr-nsfr-encyclopedia | 2026-10-21 |
| FIN-LEXICON-102 | Basel III Endgame IRB Output Floor | 72.5% Standardized RWA | Phased Implementation | Caps Internal Model Benefit at 27.5% | BCBS-FLO10 | basel-iii-endgame-cet1-rwa-output-floor-lcr-nsfr-encyclopedia | 2026-10-21 |
| FIN-LEXICON-103 | Liquidity Coverage Ratio (LCR) & NSFR Minimums | ≥ 100% (30-Day / 1-Year) | HQLA / Net Outflows & ASF / RSF | Mandatory Pillar 1 Liquidity | BCBS-LCR-NSF | basel-iii-endgame-cet1-rwa-output-floor-lcr-nsfr-encyclopedia | 2026-10-21 |
| FIN-LEXICON-104 | Singapore MAS CMS (A/I LFMC) Base Capital | SGD 250,000 (Retail: SGD 1,000,000) | MAS Notice SFA 04-N13 | 120% Risk-Based Capital Buffer | MAS-SFA-CMS | mas-cms-license-fca-part-4a-sec-ria-regulatory-comparison | 2026-10-20 |
| FIN-LEXICON-105 | UK FCA MIFIDPRU Permanent Minimum Capital | GBP 75,000 / 150,000 / 750,000 | FCA Handbook MIFIDPRU 4.4 | Max(PMC, FOR, K-Factor) | FCA-MIFIDPRU | mas-cms-license-fca-part-4a-sec-ria-regulatory-comparison | 2026-10-20 |
| FIN-LEXICON-106 | US SEC Mandatory Federal RIA Registration Threshold | $110 Million RAUM | 15 U.S.C. § 80b-3a | Form ADV + Rule 206(4)-7 | SEC-IAA-1940 | mas-cms-license-fca-part-4a-sec-ria-regulatory-comparison | 2026-10-20 |
| FIN-LEXICON-107 | UMR Phase 6 AANA Initial Margin Threshold | USD / EUR 8.0 Billion Gross Notional | March–May Group AANA Average | $50M Consolidated IM Threshold | BCBS-IOSCO-UMR | isda-master-agreement-csa-variation-initial-margin-simm-lexicon | 2026-10-20 |
| FIN-LEXICON-108 | ISDA SIMM Calibration Confidence Interval | 99% 10-Day Liquidation Horizon | 6 Asset Classes (IR, Credit, Equity, FX, Commodity) | Delta + Vega + Curvature Margin | ISDA-SIMM-V2.6 | isda-master-agreement-csa-variation-initial-margin-simm-lexicon | 2026-10-20 |
| FIN-LEXICON-109 | Regulatory VM CSA Minimum Transfer Amount (MTA) | ≤ USD / EUR 500,000 (Combined IM + VM) | Zero Threshold ($0) | Daily Mark-to-Market Exchange | ISDA-2016-VM-CSA | isda-master-agreement-csa-variation-initial-margin-simm-lexicon | 2026-10-20 |
Primary Regulatory & Statutory Sources (isBasedOn)
- • Basel Committee on Banking Supervision (BCBS) — Basel Framework (https://www.bis.org/basel_framework/) ↗
- • BCBS-IOSCO — Margin Requirements for Non-Centrally Cleared Derivatives (UMR) (https://www.bis.org/bcbs/publ/d499.htm) ↗
- • International Swaps and Derivatives Association (ISDA) — SIMM & CSA Standards (https://www.isda.org/margin-reform/) ↗
- • European Banking Authority (EBA) — Single Rulebook & CRR III (https://www.eba.europa.eu/regulation-and-policy/single-rulebook) ↗
- • FinLexicon Wiki Primary Regulatory Reference (bis.org) (https://www.bis.org/basel_framework/index.htm) ↗
- • FinLexicon Wiki Primary Regulatory Reference (mas.gov.sg) (https://www.mas.gov.sg/regulation/capital-markets/cms-licence) ↗
Indexed Dataset Keywords & Taxonomy
FinLexicon Wiki Regulated Entity, Statutory Code & Wikidata Knowledge Graph Registry
Structured institutional knowledge-graph dataset mapping regulated financial entities, benchmark tickers, statutory rule codes, supervising authorities, and canonical Wikidata Q-identifiers curated by FinLexicon Wiki. Designed for entity disambiguation, RegTech reconciliation, and semantic knowledge graph ingestion.
Canonical Slug
fin-lexicon-regulated-entity-knowledge-registry
Spatial Coverage
Global G-SIB Jurisdictions (US, EU, UK, Switzerland, APAC)
Update Cadence & Modified
Weekly Knowledge Graph Audit · 2026-10-22
Open License
CC BY 4.0 International ↗Schema.org variableMeasured Column Dictionary (7 Fields)
tickerOrCodeCodeTicker / Statutory Code
Official market ticker, ISO code, or statutory rule identifier.
entityNameTextEntity / Standard Name
Canonical legal or regulatory name of the tracked entity.
entityTypeCOMPANY | PRODUCT | LICENSEEntity Class
Ontology classification within the institutional knowledge graph.
jurisdictionCountry / RegionJurisdiction
Primary sovereign or supranational legal jurisdiction.
regulatoryBodyRegulatorSupervisory Authority
Primary licensing or prudential oversight authority.
wikidataIdQ-IdentifierWikidata Q-ID
Linked open-data Wikidata entity identifier for semantic reconciliation.
canonicalDefinitionTextCanonical Definition
Fact-checked institutional definition and operational scope.
Inline Data Preview Table (4 Verified Records)
| Ticker / Statutory CodetickerOrCode | Entity / Standard NameentityName | Entity ClassentityType | Jurisdictionjurisdiction | Supervisory AuthorityregulatoryBody | Wikidata Q-IDwikidataId | Canonical DefinitioncanonicalDefinition |
|---|---|---|---|---|---|---|
| BIS-BCBS | Bank for International Settlements (BIS) & Basel Committee (BCBS) | COMPANY | Basel, Switzerland (International) | Central Bank Governors of the Group of Ten / G20 | Q180207 | International financial institution owned by 63 central banks that hosts the Basel Committee on Banking Supervision (BCBS), setting global CET1, LCR, NSFR, and FRTB prudential standards. |
| ECB-PRES | Christine M. Lagarde | PERSON | European Union (Eurosystem) | European Central Bank (ECB) Governing Council | Q484605 | President of the European Central Bank and Chair of the European Systemic Risk Board (ESRB), overseeing Eurozone monetary policy and Single Supervisory Mechanism (SSM) bank governance. |
| BASEL-CET1 | Common Equity Tier 1 (CET1) Capital Adequacy Ratio & RWA Floor | PRODUCT | Global Banking Supervision (BIS / Fed / ECB / MAS) | Basel Committee on Banking Supervision (BCBS CAP10) | Q5153411 | The highest-quality loss-absorbing regulatory bank capital metric, calculated as Common Equity Tier 1 capital divided by total Risk-Weighted Assets (RWA) subject to the 72.5% Basel III Endgame output floor. |
| MAS-SFA-CMS | Monetary Authority of Singapore (MAS) Capital Markets Services (CMS) License | LICENSE | Singapore | Monetary Authority of Singapore (Securities and Futures Act Cap. 289) | Q1472285 | Statutory regulatory license under Section 82 of the Singapore Securities and Futures Act (SFA) required for dealing in capital markets products, fund management, REIT management, and custodial services. |
Primary Regulatory & Statutory Sources (isBasedOn)
- • Basel Committee on Banking Supervision (BCBS) — Basel Framework (https://www.bis.org/basel_framework/) ↗
- • BCBS-IOSCO — Margin Requirements for Non-Centrally Cleared Derivatives (UMR) (https://www.bis.org/bcbs/publ/d499.htm) ↗
- • International Swaps and Derivatives Association (ISDA) — SIMM & CSA Standards (https://www.isda.org/margin-reform/) ↗
- • European Banking Authority (EBA) — Single Rulebook & CRR III (https://www.eba.europa.eu/regulation-and-policy/single-rulebook) ↗
- • Wikidata Open Knowledge Graph Registry (https://www.wikidata.org/) ↗
Indexed Dataset Keywords & Taxonomy
FinLexicon Wiki Quantitative Model Equations & Multi-Period Stress Calibration Panel (2024–2026)
Verifiable mathematical specifications, closed-form equations, sample input parameters, and multi-period 2024–2026 benchmark outputs used by FinLexicon Wiki's interactive calculators and institutional risk engines. Enables reproducible backtesting and independent model validation.
Canonical Slug
fin-lexicon-supervisory-stress-calibration-panel
Spatial Coverage
Global G-SIB Jurisdictions (US, EU, UK, Switzerland, APAC)
Update Cadence & Modified
Monthly Model Calibration Review · 2026-10-22
Open License
CC BY 4.0 International ↗Schema.org variableMeasured Column Dictionary (8 Fields)
modelIdIdentifierModel / Parameter ID
Unique quantitative model or stress calibration identifier.
modelNameTextModel / Calibration Series
Name of the pricing engine, risk calculator, or stress parameter.
categoryCategoryAnalytical Domain
Quantitative discipline or regulatory pillar.
formulaSpecificationFormula / RuleEquation / Convention Spec
Mathematical identity, LaTeX expression, or statutory calculation rule.
calibrationInputRegimeParametersReference Input Regime
Standardized institutional input vector used for baseline verification.
benchmarkOutput2026Calibrated ValueVerified 2026 Output
Expected deterministic output or 2026 regime corridor.
validationAuthorityAuthority / TextMethodology Standard
Primary regulatory rulebook or canonical quantitative reference.
temporalWindowPeriod RangePanel Window
Historical and forward calibration window covered by the panel.
Inline Data Preview Table (5 Verified Records)
| Model / Parameter IDmodelId | Model / Calibration SeriesmodelName | Analytical Domaincategory | Equation / Convention SpecformulaSpecification | Reference Input RegimecalibrationInputRegime | Verified 2026 OutputbenchmarkOutput2026 | Methodology StandardvalidationAuthority | Panel WindowtemporalWindow |
|---|---|---|---|---|---|---|---|
| MOD-FIN-LE-01 | Basel III CET1 Buffer Stack & 72.5% Output Floor Reference Matrix | Prudential Compliance Lookup | \text{RWA}_{\text{floored}} = \max\left(\text{RWA}_{\text{IRB}},\; 0.725 \times \text{RWA}_{\text{Std}}\right) | G-SIB Bucket 3 (+2.0%), CCyB = 1.0%, IRB RWA = $410B, Std RWA = $600B | Required CET1 = 10.0% | Floored RWA = $435B ($43.5B Min CET1) | BIS Basel Framework RBC20 & FLO10 | 2024-Q1 to 2026-Q4 |
| CAL-BASEL-CET1 | Basel III Minimum CET1 + Capital Conservation Buffer Stress & Regime Calibration | Multi-Year Regime Panel (2024–2026) | G-SIB buckets add +1.0% to +3.5% CET1 surcharge | 2024–2025 Baseline Window · Cadence: Quarterly Pillar 3 Disclosure | 7.0% Floor (4.5% CET1 + 2.5% CCB + G-SIB Surcharge) (Composite Weight: 96/100) | Basel Committee on Banking Supervision (BCBS) | 2024-Q1 to 2026-Q4 |
| CAL-BASEL-LCR-NSFR | Liquidity Coverage Ratio (LCR) & NSFR Floor Stress & Regime Calibration | Multi-Year Regime Panel (2024–2026) | Level 1 HQLA (0% haircut) · Level 2A (15% haircut) | 2024–2025 Baseline Window · Cadence: Daily Internal / Quarterly Filing | ≥ 100% HQLA over 30-Day Net Stressed Outflows (Composite Weight: 94/100) | BCBS / Federal Reserve / ECB SSM | 2024-Q2 to 2026-Q4 |
| CAL-BCBS-IOSCO-UMR | ISDA SIMM / UMR Phase 6 AANA Threshold Stress & Regime Calibration | Multi-Year Regime Panel (2024–2026) | Max $50M Initial Margin (IM) exchange threshold per counterparty | 2024–2025 Baseline Window · Cadence: Annual March–May AANA Calculation | $50B / €50B Group Aggregate Average Notional (Composite Weight: 91/100) | BCBS-IOSCO / CFTC / ESMA | 2024-Q3 to 2026-Q4 |
| CAL-ISDA-VM-CSA | ISDA Credit Support Annex (VM CSA) Settlement Stress & Regime Calibration | Multi-Year Regime Panel (2024–2026) | Minimum Transfer Amount (MTA) typically capped at $500k | 2024–2025 Baseline Window · Cadence: Daily Margin Call 10:00 Local | T+0 / T+1 Daily Variation Margin ($0 Threshold) (Composite Weight: 89/100) | ISDA 2016/2021 VM CSA Standard | 2024-Q4 to 2026-Q4 |
Primary Regulatory & Statutory Sources (isBasedOn)
- • Basel Committee on Banking Supervision (BCBS) — Basel Framework (https://www.bis.org/basel_framework/) ↗
- • BCBS-IOSCO — Margin Requirements for Non-Centrally Cleared Derivatives (UMR) (https://www.bis.org/bcbs/publ/d499.htm) ↗
- • International Swaps and Derivatives Association (ISDA) — SIMM & CSA Standards (https://www.isda.org/margin-reform/) ↗
- • European Banking Authority (EBA) — Single Rulebook & CRR III (https://www.eba.europa.eu/regulation-and-policy/single-rulebook) ↗
- • FinLexicon Wiki Primary Regulatory Reference (bis.org) (https://www.bis.org/basel_framework/index.htm) ↗
- • FinLexicon Wiki Primary Regulatory Reference (mas.gov.sg) (https://www.mas.gov.sg/regulation/capital-markets/cms-licence) ↗
Indexed Dataset Keywords & Taxonomy
Quantitative Desk & AI Agent Ingestion
Direct cURL & Python Pandas / Polars Data Ingestion
1. cURL CLI Download (CSV & JSON)
# Download RFC 4180 CSV Attachment curl -sL "https://finlexicon.org/api/datasets/fin-lexicon-2026-institutional-benchmarks?format=csv" \ -o fin-lexicon-2026-institutional-benchmarks.csv # Download Schema.org JSON Dataset + Rows curl -sL "https://finlexicon.org/api/datasets/fin-lexicon-2026-institutional-benchmarks?format=json" \ -o fin-lexicon-2026-institutional-benchmarks.json
2. Python (pandas) Direct DataFrame Load
import pandas as pd url = "https://finlexicon.org/api/datasets/fin-lexicon-2026-institutional-benchmarks?format=csv" df = pd.read_csv(url) print(df.head())
Dataset Governance & Licensing FAQ
Frequently Asked Questions on Open Institutional Datasets
Q01.How can institutional desks download and ingest FinLexicon Wiki datasets programmatically?
Every dataset published by FinLexicon Wiki is available via deterministic REST endpoints at https://finlexicon.org/api/datasets/[slug]?format=csv (RFC 4180 UTF-8 CSV) and ?format=json (Schema.org Dataset + structured row array). No API key or authentication token is required for open research use.
Q02.What license governs the reuse and citation of these institutional datasets?
All 4 institutional datasets on FinLexicon Wiki (and all 40 datasets across our 10-site research network) are licensed under Creative Commons Attribution 4.0 International (CC BY 4.0, https://creativecommons.org/licenses/by/4.0/), permitting commercial and academic redistribution with attribution to FinLexicon Open Knowledge Foundation.
Q03.What temporal coverage and primary regulatory sources back these quantitative series?
Each dataset spans the 2024-01-01/2026-12-31 multi-year observation window and is cross-verified against primary statutory and central bank disclosures (including SEC, Federal Reserve, BIS/BCBS, ESMA, FCA, MAS, BOJ, and OECD filings).
Connected Research & Benchmark Infrastructure
Explore 2026 Institutional Benchmarks, Thematic Hubs & Primary Dossiers
Benchmarks & Topic Hubs
Source Research Dossiers (/articles)
- • ISDA 2026 SIMM Risk Weights, Uncleared Margin Rules (UMR) Thresholds & VM/IM Collateral Eligibility
- • U.S. Treasury Central Clearing Mandate & FICC Sponsored Repo: Done-With vs. Done-Away Clearing Mechanics
- • Expanded Risk-Based Approach (ERBA) Basel III Endgame Standard: Statutory Definition, Regulatory Scope & Compliance Deadlines (-4.8% Cat I/II CET1 Change Benchmark)
- • Expanded Risk-Based Approach (ERBA) Basel III Endgame Standard: Balance-Sheet Netting Mechanics & RWA Capital Weight Calculation (-4.8% Cat I/II CET1 Change Benchmark)
- • Expanded Risk-Based Approach (ERBA) Basel III Endgame Standard: Cross-Jurisdictional Comparison: US vs. EU CRR III vs. UK PRA (-4.8% Cat I/II CET1 Change Benchmark)
- • Expanded Risk-Based Approach (ERBA) Basel III Endgame Standard: Clearinghouse Default Waterfall & Margin Segregation Rules (-4.8% Cat I/II CET1 Change Benchmark)