pwilczewski
commited on
Commit
•
c91a783
1
Parent(s):
10ab268
data update
Browse files- app.py +6 -4
- curr_prices.csv +1 -1
- fed_frame.csv +22 -22
- init_prices.csv +1 -1
- spread_frame.csv +7 -7
- yc_frame.csv +9 -9
app.py
CHANGED
@@ -4,10 +4,12 @@ import numpy as np
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from data_proc import load_equity_data, load_yield_curve_data, load_credit_spread_data, load_fed_balance_sheet
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from data_proc import plot_treasury_curves, plot_credit_spreads, plot_fed_balance_sheet
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with gr.Blocks() as crisis_dashboard:
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gr.Markdown("<font size=36><center>Banking Crisis Dashboard</center></font>")
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from data_proc import load_equity_data, load_yield_curve_data, load_credit_spread_data, load_fed_balance_sheet
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from data_proc import plot_treasury_curves, plot_credit_spreads, plot_fed_balance_sheet
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+
data_from_file = True
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+
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loser_frame, largest_frame = load_equity_data(data_from_file)
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10 |
+
yc_frame = load_yield_curve_data(data_from_file)
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+
spread_frame = load_credit_spread_data(data_from_file)
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fed_frame = load_fed_balance_sheet(data_from_file)
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with gr.Blocks() as crisis_dashboard:
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gr.Markdown("<font size=36><center>Banking Crisis Dashboard</center></font>")
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curr_prices.csv
CHANGED
@@ -1,2 +1,2 @@
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1 |
ABCB,ACNB,AFBI,ALLY,ALRS,AMAL,AMNB,AMTB,AROW,ASB,ASRV,ATLO,AUB,AUBN,AXP,BAC,BANC,BANF,BANR,BCML,BCOW,BFC,BFIN,BFST,BHB,BK,BKSC,BLFY,BMRC,BOH,BOKF,BOTJ,BPOP,BPRN,BRBS,BSRR,BSVN,BUSE,BWB,BWFG,BY,C,CAC,CADE,CALB,CARE,CASH,CATC,CATY,CBAN,CBFV,CBNK,CBSH,CBU,CCB,CCBG,CCNE,CFB,CFFI,CFG,CFR,CHCO,CHMG,CIVB,CIZN,CLBK,CMA,CNOB,COF,COFS,COLB,CPF,CSTR,CTBI,CUBI,CVBF,CVCY,CWBC,CZFS,CZNC,DFS,EBC,EBTC,ECBK,EFSC,EGBN,ESQ,ESSA,EVBN,EWBC,FBIZ,FBK,FBMS,FBNC,FCBC,FCCO,FCF,FCNCA,FDBC,FFBC,FFIC,FFIN,FFNW,FFWM,FGBI,FHB,FHN,FIBK,FINW,FISI,FITB,FLIC,FMBH,FMNB,FNB,FNCB,FNLC,FNWB,FRAF,FRBA,FRBK,FRME,FRST,FSBC,FSBW,FSEA,FSFG,FULT,FUNC,FUSB,FVCB,FXNC,GABC,GBCI,GBNY,GGAL,GLBZ,GNTY,GS,GSBC,HAFC,HBAN,HBCP,HBNC,HBT,HFWA,HIFS,HMST,HNVR,HOMB,HONE,HOPE,HTBK,HTH,HTLF,HVBC,HWBK,HWC,IBCP,IBOC,IBTX,INBK,INDB,ISTR,JMSB,JPM,KEY,LARK,LBAI,LBC,LCNB,LKFN,LMST,LOB,MBCN,MBIN,MBWM,MCB,MCBC,MCBS,MGYR,MLVF,MNSB,MOFG,MPB,MRBK,MS,MSBI,MSVB,MTB,MYFW,NBHC,NBN,NBTB,NFBK,NIC,NKSH,NSTS,NTRS,NWBI,NWFL,NYCB,OBNK,OBT,ONB,OPBK,OPHC,OPOF,ORRF,OSBC,OVBC,OVLY,OZK,PACW,PB,PBBK,PBFS,PBHC,PCB,PEBK,PEBO,PFBC,PFIS,PGC,PKBK,PNBK,PNC,PNFP,PPBI,PRK,PTRS,PVBC,PWOD,QCRH,RBB,RBCAA,RBKB,RF,RNST,RRBI,RVSB,SASR,SBCF,SBFG,SBSI,SFBS,SFNC,SFST,SHBI,SHFS,SMBC,SMBK,SMMF,SNV,SPFI,SRCE,SSB,SSBI,SSBK,STBA,STEL,STT,SYBT,TBBK,TCBC,TCBI,TCBK,TCBS,TCBX,TCFC,TFC,TFIN,THFF,TMP,TOWN,TRMK,TRST,TSBK,UBCP,UBFO,UBSI,UCBI,UMBF,UNB,UNTY,USB,USCB,UVSP,VABK,VBTX,VLY,WABC,WAFD,WAL,WASH,WBS,WFC,WSBC,WSFS,WTBA,WTFC,ZION
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2 |
-
30.
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1 |
ABCB,ACNB,AFBI,ALLY,ALRS,AMAL,AMNB,AMTB,AROW,ASB,ASRV,ATLO,AUB,AUBN,AXP,BAC,BANC,BANF,BANR,BCML,BCOW,BFC,BFIN,BFST,BHB,BK,BKSC,BLFY,BMRC,BOH,BOKF,BOTJ,BPOP,BPRN,BRBS,BSRR,BSVN,BUSE,BWB,BWFG,BY,C,CAC,CADE,CALB,CARE,CASH,CATC,CATY,CBAN,CBFV,CBNK,CBSH,CBU,CCB,CCBG,CCNE,CFB,CFFI,CFG,CFR,CHCO,CHMG,CIVB,CIZN,CLBK,CMA,CNOB,COF,COFS,COLB,CPF,CSTR,CTBI,CUBI,CVBF,CVCY,CWBC,CZFS,CZNC,DFS,EBC,EBTC,ECBK,EFSC,EGBN,ESQ,ESSA,EVBN,EWBC,FBIZ,FBK,FBMS,FBNC,FCBC,FCCO,FCF,FCNCA,FDBC,FFBC,FFIC,FFIN,FFNW,FFWM,FGBI,FHB,FHN,FIBK,FINW,FISI,FITB,FLIC,FMBH,FMNB,FNB,FNCB,FNLC,FNWB,FRAF,FRBA,FRBK,FRME,FRST,FSBC,FSBW,FSEA,FSFG,FULT,FUNC,FUSB,FVCB,FXNC,GABC,GBCI,GBNY,GGAL,GLBZ,GNTY,GS,GSBC,HAFC,HBAN,HBCP,HBNC,HBT,HFWA,HIFS,HMST,HNVR,HOMB,HONE,HOPE,HTBK,HTH,HTLF,HVBC,HWBK,HWC,IBCP,IBOC,IBTX,INBK,INDB,ISTR,JMSB,JPM,KEY,LARK,LBAI,LBC,LCNB,LKFN,LMST,LOB,MBCN,MBIN,MBWM,MCB,MCBC,MCBS,MGYR,MLVF,MNSB,MOFG,MPB,MRBK,MS,MSBI,MSVB,MTB,MYFW,NBHC,NBN,NBTB,NFBK,NIC,NKSH,NSTS,NTRS,NWBI,NWFL,NYCB,OBNK,OBT,ONB,OPBK,OPHC,OPOF,ORRF,OSBC,OVBC,OVLY,OZK,PACW,PB,PBBK,PBFS,PBHC,PCB,PEBK,PEBO,PFBC,PFIS,PGC,PKBK,PNBK,PNC,PNFP,PPBI,PRK,PTRS,PVBC,PWOD,QCRH,RBB,RBCAA,RBKB,RF,RNST,RRBI,RVSB,SASR,SBCF,SBFG,SBSI,SFBS,SFNC,SFST,SHBI,SHFS,SMBC,SMBK,SMMF,SNV,SPFI,SRCE,SSB,SSBI,SSBK,STBA,STEL,STT,SYBT,TBBK,TCBC,TCBI,TCBK,TCBS,TCBX,TCFC,TFC,TFIN,THFF,TMP,TOWN,TRMK,TRST,TSBK,UBCP,UBFO,UBSI,UCBI,UMBF,UNB,UNTY,USB,USCB,UVSP,VABK,VBTX,VLY,WABC,WAFD,WAL,WASH,WBS,WFC,WSBC,WSFS,WTBA,WTFC,ZION
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2 |
+
30.530000686645508,27.979999542236328,12.350000381469727,25.31999969482422,13.899999618530273,15.369999885559082,26.649999618530273,16.959999084472656,20.75,15.779999732971191,2.890000104904175,18.350000381469727,25.40999984741211,21.940000534057617,152.64999389648438,27.709999084472656,10.550000190734863,75.29000091552734,45.15999984741211,15.890000343322754,6.690000057220459,68.97000122070312,7.650000095367432,14.109999656677246,23.1200008392334,41.16999816894531,14.069999694824219,9.029999732971191,14.5600004196167,43.709999084472656,80.69999694824219,9.100000381469727,56.72999954223633,26.139999389648438,7.53000020980835,15.899999618530273,24.030000686645508,17.989999771118164,8.729999542236328,22.6299991607666,18.3799991607666,46.31999969482422,30.280000686645508,19.110000610351562,14.319999694824219,13.359999656677246,44.65999984741211,48.83000183105469,29.6200008392334,9.180000305175781,19.200000762939453,15.989999771118164,51.529998779296875,48.540000915527344,35.36000061035156,30.329999923706055,17.969999313354492,9.979999542236328,50.970001220703125,26.440000534057617,102.16999816894531,91.37000274658203,36.0,14.949999809265137,12.670000076293945,16.3799991607666,36.439998626708984,14.520000457763672,88.01000213623047,21.600000381469727,20.049999237060547,14.510000228881836,12.140000343322754,34.88999938964844,19.06999969482422,12.229999542236328,13.460000038146973,11.15999984741211,88.0,18.100000381469727,95.95999908447266,10.899999618530273,27.739999771118164,11.1899995803833,39.349998474121094,20.6200008392334,38.560001373291016,14.180000305175781,25.809999465942383,44.209999084472656,26.020000457763672,26.309999465942383,25.600000381469727,29.079999923706055,23.979999542236328,18.600000381469727,12.260000228881836,1003.72998046875,41.779998779296875,19.670000076293945,10.369999885559082,27.850000381469727,10.069999694824219,4.579999923706055,12.489999771118164,17.09000015258789,10.9399995803833,23.850000381469727,7.889999866485596,16.06999969482422,24.920000076293945,10.369999885559082,23.829999923706055,11.399999618530273,10.850000381469727,5.989999771118164,23.760000228881836,10.680000305175781,25.1200008392334,9.0600004196167,0.699999988079071,26.31999969482422,7.349999904632568,19.329999923706055,29.469999313354492,8.5,12.90999984741211,10.470000267028809,13.270000457763672,7.360000133514404,8.800000190734863,14.239999771118164,27.65999984741211,29.1299991607666,9.25,11.65999984741211,8.199999809265137,23.200000762939453,327.0199890136719,50.68000030517578,14.5,9.850000381469727,30.0,8.600000381469727,17.270000457763672,15.989999771118164,185.08999633789062,6.340000152587891,18.06999969482422,20.959999084472656,8.289999961853027,8.050000190734863,7.21999979019165,31.559999465942383,29.1200008392334,31.149999618530273,18.5,35.040000915527344,16.31999969482422,41.97999954223633,31.489999771118164,10.539999961853027,49.52000045776367,12.149999618530273,17.09000015258789,136.74000549316406,9.829999923706055,19.709999084472656,12.789999961853027,8.550000190734863,15.100000381469727,47.630001068115234,,21.600000381469727,25.719999313354492,23.420000076293945,25.489999771118164,23.079999923706055,8.760000228881836,14.960000038146973,10.039999961853027,14.649999618530273,20.489999771118164,19.399999618530273,20.1299991607666,8.600000381469727,84.87999725341797,19.530000686645508,9.75,118.58000183105469,16.09000015258789,29.06999969482422,36.4900016784668,31.729999542236328,9.720000267028809,56.849998474121094,27.399999618530273,8.331999778747559,73.02999877929688,10.640000343322754,26.40999984741211,10.0600004196167,28.049999237060547,32.20000076293945,12.6899995803833,8.420000076293945,3.0,17.25,16.260000228881836,11.829999923706055,24.649999618530273,23.600000381469727,33.34000015258789,5.760000228881836,61.68000030517578,11.619999885559082,8.65999984741211,13.5,13.789999961853027,22.020000457763672,25.440000534057617,46.66999816894531,39.25,25.209999084472656,15.770000457763672,7.949999809265137,116.18000030517578,49.56999969482422,19.1200008392334,105.70999908447266,6.119999885559082,6.505000114440918,22.280000686645508,38.75,9.555000305175781,39.939998626708984,6.425000190734863,16.540000915527344,26.540000915527344,45.45000076293945,4.699999809265137,21.65999984741211,20.329999923706055,13.130000114440918,28.329999923706055,47.58000183105469,16.010000228881836,22.1200008392334,11.569999694824219,0.5130000114440918,32.380001068115234,20.68000030517578,18.200000762939453,28.059999465942383,20.1200008392334,42.540000915527344,65.5,15.239999771118164,20.649999618530273,26.8799991607666,22.690000534057617,68.5,45.41999816894531,30.780000686645508,13.121000289916992,48.349998474121094,31.059999465942383,10.0,13.9399995803833,26.719999313354492,28.690000534057617,49.08000183105469,33.06999969482422,55.02000045776367,23.110000610351562,22.559999465942383,28.950000762939453,22.920000076293945,12.489999771118164,5.829999923706055,30.40999984741211,22.40999984741211,57.880001068115234,20.8799991607666,21.420000076293945,30.739999771118164,9.079999923706055,17.989999771118164,30.25,16.309999465942383,7.599999904632568,38.599998474121094,26.25,27.15999984741211,25.309999465942383,33.939998626708984,37.939998626708984,22.81999969482422,32.369998931884766,16.149999618530273,65.45999908447266,23.760000228881836
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fed_frame.csv
CHANGED
@@ -1,45 +1,45 @@
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1 |
,Balance,Item,Date
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2 |
0,7948335.0,Securities,2023-03-08
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3 |
-
1,
|
4 |
2,307032.0,Premiums,2023-03-08
|
5 |
-
3,
|
6 |
4,-27844.0,Discounts,2023-03-08
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7 |
-
5,-
|
8 |
6,0.0,Other repurchase,2023-03-08
|
9 |
-
7,0.0,Other repurchase,2023-
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10 |
8,15209.0,Liquidity facilities,2023-03-08
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11 |
-
9,
|
12 |
10,22431.0,Other 1,2023-03-08
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13 |
-
11,
|
14 |
12,1941.0,Other 2,2023-03-08
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15 |
-
13,
|
16 |
14,5594.0,Other 3,2023-03-08
|
17 |
-
15,
|
18 |
16,-771.0,Other 4,2023-03-08
|
19 |
-
17,-
|
20 |
18,11037.0,Other 5,2023-03-08
|
21 |
-
19,11037.0,Other 5,2023-
|
22 |
20,18206.0,Other 6,2023-03-08
|
23 |
-
21,
|
24 |
22,5200.0,Other 7,2023-03-08
|
25 |
-
23,5200.0,Other 7,2023-
|
26 |
24,33377.0,Other 8,2023-03-08
|
27 |
-
25,
|
28 |
26,51597.0,Other 9,2023-03-08
|
29 |
-
27,
|
30 |
28,411.0,CB liquidity swaps,2023-03-08
|
31 |
-
29,
|
32 |
30,2560350.0,Reverse repo,2023-03-08
|
33 |
-
31,
|
34 |
32,3003676.0,Bank deposits,2023-03-08
|
35 |
-
33,
|
36 |
34,2307964.0,Currency,2023-03-08
|
37 |
-
35,
|
38 |
36,492278.0,Other deposits,2023-03-08
|
39 |
-
37,
|
40 |
38,131.0,Other Liability 1,2023-03-08
|
41 |
-
39,
|
42 |
40,15347.0,Other Liability 2,2023-03-08
|
43 |
-
41,15347.0,Other Liability 2,2023-
|
44 |
42,12016.0,Other Liability 3,2023-03-08
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45 |
-
43,-
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|
1 |
,Balance,Item,Date
|
2 |
0,7948335.0,Securities,2023-03-08
|
3 |
+
1,7800812.0,Securities,2023-05-03
|
4 |
2,307032.0,Premiums,2023-03-08
|
5 |
+
3,301683.0,Premiums,2023-05-03
|
6 |
4,-27844.0,Discounts,2023-03-08
|
7 |
+
5,-27333.0,Discounts,2023-05-03
|
8 |
6,0.0,Other repurchase,2023-03-08
|
9 |
+
7,0.0,Other repurchase,2023-05-03
|
10 |
8,15209.0,Liquidity facilities,2023-03-08
|
11 |
+
9,317837.0,Liquidity facilities,2023-05-03
|
12 |
10,22431.0,Other 1,2023-03-08
|
13 |
+
11,22237.0,Other 1,2023-05-03
|
14 |
12,1941.0,Other 2,2023-03-08
|
15 |
+
13,1898.0,Other 2,2023-05-03
|
16 |
14,5594.0,Other 3,2023-03-08
|
17 |
+
15,5615.0,Other 3,2023-05-03
|
18 |
16,-771.0,Other 4,2023-03-08
|
19 |
+
17,-495.0,Other 4,2023-05-03
|
20 |
18,11037.0,Other 5,2023-03-08
|
21 |
+
19,11037.0,Other 5,2023-05-03
|
22 |
20,18206.0,Other 6,2023-03-08
|
23 |
+
21,18872.0,Other 6,2023-05-03
|
24 |
22,5200.0,Other 7,2023-03-08
|
25 |
+
23,5200.0,Other 7,2023-05-03
|
26 |
24,33377.0,Other 8,2023-03-08
|
27 |
+
25,44375.0,Other 8,2023-05-03
|
28 |
26,51597.0,Other 9,2023-03-08
|
29 |
+
27,51709.0,Other 9,2023-05-03
|
30 |
28,411.0,CB liquidity swaps,2023-03-08
|
31 |
+
29,410.0,CB liquidity swaps,2023-05-03
|
32 |
30,2560350.0,Reverse repo,2023-03-08
|
33 |
+
31,2640951.0,Reverse repo,2023-05-03
|
34 |
32,3003676.0,Bank deposits,2023-03-08
|
35 |
+
33,3166236.0,Bank deposits,2023-05-03
|
36 |
34,2307964.0,Currency,2023-03-08
|
37 |
+
35,2328586.0,Currency,2023-05-03
|
38 |
36,492278.0,Other deposits,2023-03-08
|
39 |
+
37,404499.0,Other deposits,2023-05-03
|
40 |
38,131.0,Other Liability 1,2023-03-08
|
41 |
+
39,203.0,Other Liability 1,2023-05-03
|
42 |
40,15347.0,Other Liability 2,2023-03-08
|
43 |
+
41,15347.0,Other Liability 2,2023-05-03
|
44 |
42,12016.0,Other Liability 3,2023-03-08
|
45 |
+
43,-1960.0,Other Liability 3,2023-05-03
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init_prices.csv
CHANGED
@@ -1,2 +1,2 @@
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|
1 |
ABCB,ACNB,AFBI,ALLY,ALRS,AMAL,AMNB,AMTB,AROW,ASB,ASRV,ATLO,AUB,AUBN,AXP,BAC,BANC,BANF,BANR,BCML,BCOW,BFC,BFIN,BFST,BHB,BK,BKSC,BLFY,BMRC,BOH,BOKF,BOTJ,BPOP,BPRN,BRBS,BSRR,BSVN,BUSE,BWB,BWFG,BY,C,CAC,CADE,CALB,CARE,CASH,CATC,CATY,CBAN,CBFV,CBNK,CBSH,CBU,CCB,CCBG,CCNE,CFB,CFFI,CFG,CFR,CHCO,CHMG,CIVB,CIZN,CLBK,CMA,CNOB,COF,COFS,COLB,CPF,CSTR,CTBI,CUBI,CVBF,CVCY,CWBC,CZFS,CZNC,DFS,EBC,EBTC,ECBK,EFSC,EGBN,ESQ,ESSA,EVBN,EWBC,FBIZ,FBK,FBMS,FBNC,FCBC,FCCO,FCF,FCNCA,FDBC,FFBC,FFIC,FFIN,FFNW,FFWM,FGBI,FHB,FHN,FIBK,FINW,FISI,FITB,FLIC,FMBH,FMNB,FNB,FNCB,FNLC,FNWB,FRAF,FRBA,FRBK,FRME,FRST,FSBC,FSBW,FSEA,FSFG,FULT,FUNC,FUSB,FVCB,FXNC,GABC,GBCI,GBNY,GGAL,GLBZ,GNTY,GS,GSBC,HAFC,HBAN,HBCP,HBNC,HBT,HFWA,HIFS,HMST,HNVR,HOMB,HONE,HOPE,HTBK,HTH,HTLF,HVBC,HWBK,HWC,IBCP,IBOC,IBTX,INBK,INDB,ISTR,JMSB,JPM,KEY,LARK,LBAI,LBC,LCNB,LKFN,LMST,LOB,MBCN,MBIN,MBWM,MCB,MCBC,MCBS,MGYR,MLVF,MNSB,MOFG,MPB,MRBK,MS,MSBI,MSVB,MTB,MYFW,NBHC,NBN,NBTB,NFBK,NIC,NKSH,NSTS,NTRS,NWBI,NWFL,NYCB,OBNK,OBT,ONB,OPBK,OPHC,OPOF,ORRF,OSBC,OVBC,OVLY,OZK,PACW,PB,PBBK,PBFS,PBHC,PCB,PEBK,PEBO,PFBC,PFIS,PGC,PKBK,PNBK,PNC,PNFP,PPBI,PRK,PTRS,PVBC,PWOD,QCRH,RBB,RBCAA,RBKB,RF,RNST,RRBI,RVSB,SASR,SBCF,SBFG,SBSI,SFBS,SFNC,SFST,SHBI,SHFS,SMBC,SMBK,SMMF,SNV,SPFI,SRCE,SSB,SSBI,SSBK,STBA,STEL,STT,SYBT,TBBK,TCBC,TCBI,TCBK,TCBS,TCBX,TCFC,TFC,TFIN,THFF,TMP,TOWN,TRMK,TRST,TSBK,UBCP,UBFO,UBSI,UCBI,UMBF,UNB,UNTY,USB,USCB,UVSP,VABK,VBTX,VLY,WABC,WAFD,WAL,WASH,WBS,WFC,WSBC,WSFS,WTBA,WTFC,ZION
|
2 |
-
44.73714828491211,35.40999984741211,15.8100004196167,29.100309371948242,19.00157356262207,21.989999771118164,32.650001525878906,26.739999771118164,29.18000030517578,21.969999313354492,3.
|
|
|
1 |
ABCB,ACNB,AFBI,ALLY,ALRS,AMAL,AMNB,AMTB,AROW,ASB,ASRV,ATLO,AUB,AUBN,AXP,BAC,BANC,BANF,BANR,BCML,BCOW,BFC,BFIN,BFST,BHB,BK,BKSC,BLFY,BMRC,BOH,BOKF,BOTJ,BPOP,BPRN,BRBS,BSRR,BSVN,BUSE,BWB,BWFG,BY,C,CAC,CADE,CALB,CARE,CASH,CATC,CATY,CBAN,CBFV,CBNK,CBSH,CBU,CCB,CCBG,CCNE,CFB,CFFI,CFG,CFR,CHCO,CHMG,CIVB,CIZN,CLBK,CMA,CNOB,COF,COFS,COLB,CPF,CSTR,CTBI,CUBI,CVBF,CVCY,CWBC,CZFS,CZNC,DFS,EBC,EBTC,ECBK,EFSC,EGBN,ESQ,ESSA,EVBN,EWBC,FBIZ,FBK,FBMS,FBNC,FCBC,FCCO,FCF,FCNCA,FDBC,FFBC,FFIC,FFIN,FFNW,FFWM,FGBI,FHB,FHN,FIBK,FINW,FISI,FITB,FLIC,FMBH,FMNB,FNB,FNCB,FNLC,FNWB,FRAF,FRBA,FRBK,FRME,FRST,FSBC,FSBW,FSEA,FSFG,FULT,FUNC,FUSB,FVCB,FXNC,GABC,GBCI,GBNY,GGAL,GLBZ,GNTY,GS,GSBC,HAFC,HBAN,HBCP,HBNC,HBT,HFWA,HIFS,HMST,HNVR,HOMB,HONE,HOPE,HTBK,HTH,HTLF,HVBC,HWBK,HWC,IBCP,IBOC,IBTX,INBK,INDB,ISTR,JMSB,JPM,KEY,LARK,LBAI,LBC,LCNB,LKFN,LMST,LOB,MBCN,MBIN,MBWM,MCB,MCBC,MCBS,MGYR,MLVF,MNSB,MOFG,MPB,MRBK,MS,MSBI,MSVB,MTB,MYFW,NBHC,NBN,NBTB,NFBK,NIC,NKSH,NSTS,NTRS,NWBI,NWFL,NYCB,OBNK,OBT,ONB,OPBK,OPHC,OPOF,ORRF,OSBC,OVBC,OVLY,OZK,PACW,PB,PBBK,PBFS,PBHC,PCB,PEBK,PEBO,PFBC,PFIS,PGC,PKBK,PNBK,PNC,PNFP,PPBI,PRK,PTRS,PVBC,PWOD,QCRH,RBB,RBCAA,RBKB,RF,RNST,RRBI,RVSB,SASR,SBCF,SBFG,SBSI,SFBS,SFNC,SFST,SHBI,SHFS,SMBC,SMBK,SMMF,SNV,SPFI,SRCE,SSB,SSBI,SSBK,STBA,STEL,STT,SYBT,TBBK,TCBC,TCBI,TCBK,TCBS,TCBX,TCFC,TFC,TFIN,THFF,TMP,TOWN,TRMK,TRST,TSBK,UBCP,UBFO,UBSI,UCBI,UMBF,UNB,UNTY,USB,USCB,UVSP,VABK,VBTX,VLY,WABC,WAFD,WAL,WASH,WBS,WFC,WSBC,WSFS,WTBA,WTFC,ZION
|
2 |
+
44.73714828491211,35.40999984741211,15.8100004196167,29.100309371948242,19.00157356262207,21.989999771118164,32.650001525878906,26.739999771118164,29.18000030517578,21.969999313354492,3.9487242698669434,23.47844886779785,38.63999938964844,24.100000381469727,174.18470764160156,32.560001373291016,16.655242919921875,87.46072387695312,60.591732025146484,19.779998779296875,9.84000015258789,77.59211730957031,10.34000015258789,19.850000381469727,29.3700008392334,49.35908126831055,15.97645378112793,11.84000015258789,27.9648380279541,72.91999816894531,99.16000366210938,13.0,65.76639556884766,33.79999923706055,12.138833045959473,19.564111709594727,28.198945999145508,23.22918128967285,14.289999961853027,28.84000015258789,23.969999313354492,50.13041687011719,39.847190856933594,25.711620330810547,25.18000030517578,17.239999771118164,49.547142028808594,74.02999877929688,41.369998931884766,12.0600004196167,24.469999313354492,19.34000015258789,63.790000915527344,56.35858154296875,44.349998474121094,35.02000045776367,23.510000228881836,13.109999656677246,58.309757232666016,37.525054931640625,126.54000091552734,94.02931213378906,49.18171691894531,21.290000915527344,15.274576187133789,20.350000381469727,66.17675018310547,23.510000228881836,104.94000244140625,28.027076721191406,27.360000610351562,22.100000381469727,16.25,41.51437759399414,28.889999389648438,22.772790908813477,24.639022827148438,15.039999961853027,81.60499572753906,21.900121688842773,110.5999984741211,15.319999694824219,35.86000061035156,15.359999656677246,53.64729309082031,41.40229415893555,43.68000030517578,18.826854705810547,37.7400016784668,72.19312286376953,34.89847946166992,35.709999084472656,29.836612701416016,40.30308532714844,29.540000915527344,20.146265029907227,14.666393280029297,679.6199951171875,48.43000030517578,23.350000381469727,18.18000030517578,35.060367584228516,14.89543342590332,13.903791427612305,18.498088836669922,25.479999542236328,21.14575958251953,33.180572509765625,8.90999984741211,23.789018630981445,33.278690338134766,16.487869262695312,29.469999313354492,13.609999656677246,13.569999694824219,7.610000133514404,28.643692016601562,13.800000190734863,32.349388122558594,13.329999923706055,1.8300000429153442,39.439998626708984,11.34000015258789,26.13033676147461,34.0,9.9399995803833,19.185117721557617,16.17279624938965,19.51654815673828,9.699999809265137,13.75,18.920000076293945,37.34000015258789,44.43260192871094,11.0,13.180000305175781,7.930013656616211,30.13178062438965,349.2900085449219,55.9722900390625,22.551748275756836,14.238903045654297,36.9066276550293,14.607828140258789,22.790000915527344,25.653963088989258,272.79388427734375,23.6299991607666,19.700000762939453,23.1200008392334,13.01953411102295,12.214629173278809,11.539999961853027,32.2599983215332,47.900001525878906,31.0,24.757816314697266,46.720001220703125,21.176349639892578,47.59000015258789,54.63413619995117,25.232839584350586,75.06221008300781,18.83837890625,25.06999969482422,136.72695922851562,17.309999465942383,22.56999969482422,18.283143997192383,11.399999618530273,17.729999542236328,67.48955535888672,26.700000762939453,33.279998779296875,28.850000381469727,29.18035316467285,34.869998931884766,54.7400016784668,10.720000267028809,19.042373657226562,12.551848411560059,17.719999313354492,28.706823348999023,28.8799991607666,29.559999465942383,15.774999618530273,95.07657623291016,25.389999389648438,13.180000305175781,140.3800048828125,24.549999237060547,39.060001373291016,43.477867126464844,38.380001068115234,14.25,73.41000366210938,40.84000015258789,10.3100004196167,92.08999633789062,13.045248031616211,33.287811279296875,8.220220565795898,36.45000076293945,53.540000915527344,16.75,10.930000305175781,3.809999942779541,27.389999389648438,22.639999389648438,15.894963264465332,26.211320877075195,27.139999389648438,40.56462478637695,26.68000030517578,69.64904022216797,14.449999809265137,11.079999923706055,19.140209197998047,17.040000915527344,34.150001525878906,29.62183380126953,66.8978271484375,49.310001373291016,36.693172454833984,19.849946975708008,10.899999618530273,143.3434295654297,67.01080322265625,29.991676330566406,124.47000122070312,9.0,8.789999961853027,26.55109405517578,51.252532958984375,18.544580459594727,42.49393081665039,9.399999618530273,21.560001373291016,33.23452377319336,50.54914093017578,6.5648298263549805,32.13999938964844,28.342082977294922,16.510000228881836,36.560001373291016,68.27400970458984,20.79827117919922,39.650001525878906,16.889999389648438,0.6899999976158142,44.41999816894531,26.3700008392334,24.298585891723633,38.122833251953125,25.27984619140625,48.52457046508789,79.56999969482422,15.850000381469727,26.938783645629883,36.060001373291016,27.84961700439453,85.86264038085938,56.22991180419922,34.029998779296875,16.299999237060547,64.75,48.57720184326172,15.270000457763672,17.540000915527344,39.205223083496094,43.77000045776367,59.75,42.869998931884766,73.12999725341797,29.460790634155273,27.829999923706055,36.20000076293945,32.7400016784668,14.677000045776367,7.397684097290039,38.43000030517578,31.60218620300293,85.78999328613281,23.812801361083984,25.8700008392334,44.88715362548828,12.670000076293945,27.739999771118164,39.21999740600586,25.59000015258789,10.741955757141113,52.795677185058594,34.38999938964844,71.55999755859375,40.242218017578125,48.68833541870117,43.499717712402344,34.31999969482422,46.61848449707031,20.200000762939453,87.0199966430664,46.68000030517578
|
spread_frame.csv
CHANGED
@@ -1,15 +1,15 @@
|
|
1 |
,Spread,Rating,Date
|
2 |
0,0.58,AAA,2023-03-08
|
3 |
-
1,0.
|
4 |
2,0.74,AA,2023-03-08
|
5 |
-
3,0.
|
6 |
4,1.05,A,2023-03-08
|
7 |
-
5,1.
|
8 |
6,1.58,BBB,2023-03-08
|
9 |
-
7,1.
|
10 |
8,2.72,BB,2023-03-08
|
11 |
-
9,3.
|
12 |
10,4.2,B,2023-03-08
|
13 |
-
11,
|
14 |
12,9.93,CCC,2023-03-08
|
15 |
-
13,
|
|
|
1 |
,Spread,Rating,Date
|
2 |
0,0.58,AAA,2023-03-08
|
3 |
+
1,0.61,AAA,2023-05-04
|
4 |
2,0.74,AA,2023-03-08
|
5 |
+
3,0.84,AA,2023-05-04
|
6 |
4,1.05,A,2023-03-08
|
7 |
+
5,1.27,A,2023-05-04
|
8 |
6,1.58,BBB,2023-03-08
|
9 |
+
7,1.85,BBB,2023-05-04
|
10 |
8,2.72,BB,2023-03-08
|
11 |
+
9,3.33,BB,2023-05-04
|
12 |
10,4.2,B,2023-03-08
|
13 |
+
11,5.27,B,2023-05-04
|
14 |
12,9.93,CCC,2023-03-08
|
15 |
+
13,11.12,CCC,2023-05-04
|
yc_frame.csv
CHANGED
@@ -1,19 +1,19 @@
|
|
1 |
,Term,Yield,Date
|
2 |
0,1,4.77,2023-03-08
|
3 |
-
1,1,
|
4 |
2,3,5.06,2023-03-08
|
5 |
-
3,3,5.
|
6 |
4,6,5.34,2023-03-08
|
7 |
-
5,6,5.
|
8 |
6,12,5.25,2023-03-08
|
9 |
-
7,12,4.
|
10 |
8,24,5.05,2023-03-08
|
11 |
-
9,24,3.
|
12 |
10,60,4.34,2023-03-08
|
13 |
-
11,60,3.
|
14 |
12,84,4.19,2023-03-08
|
15 |
-
13,84,3.
|
16 |
14,120,3.98,2023-03-08
|
17 |
-
15,120,3.
|
18 |
16,360,3.88,2023-03-08
|
19 |
-
17,360,3.
|
|
|
1 |
,Term,Yield,Date
|
2 |
0,1,4.77,2023-03-08
|
3 |
+
1,1,5.76,2023-05-04
|
4 |
2,3,5.06,2023-03-08
|
5 |
+
3,3,5.26,2023-05-04
|
6 |
4,6,5.34,2023-03-08
|
7 |
+
5,6,5.04,2023-05-04
|
8 |
6,12,5.25,2023-03-08
|
9 |
+
7,12,4.59,2023-05-04
|
10 |
8,24,5.05,2023-03-08
|
11 |
+
9,24,3.75,2023-05-04
|
12 |
10,60,4.34,2023-03-08
|
13 |
+
11,60,3.29,2023-05-04
|
14 |
12,84,4.19,2023-03-08
|
15 |
+
13,84,3.32,2023-05-04
|
16 |
14,120,3.98,2023-03-08
|
17 |
+
15,120,3.37,2023-05-04
|
18 |
16,360,3.88,2023-03-08
|
19 |
+
17,360,3.73,2023-05-04
|