datasets
Training and evaluation data, with the modality, task and licence stated up front. Listed live from the Hugging Face Hub.
treasury-collateral-margin-coherence-risk-v0.1What this repo is for
Detect margin-call driven liquidity crises early.
Focus
volatility vs collateral level
margin call speed vs liquidity
disputes that block collateral movement
over-collateralization as liquidity drag
Why it matters
Many “sudden” treasury failures begin as collateral coherence decay.
Africa-Risk-Premium-on-Lending-lending-rate-minus-treasury-bill-rate-percentage
Africa Risk Premium on Lending lending rate minus treasury bill rate percentage | Africa (World Bank)
Size category: n<1K - Formats: csv - Sector: economics_finance - Engineered by Electric Sheep Africa
TL;DR
This dataset is part of the Electric Sheep Africa catalog on Hugging Face. It is indexed for African data discovery with standardized metadata, loading guidance, provenance notes, and analyst-oriented context.
What This Dataset Covers… See the full description on the dataset page: https://huggingface.co/datasets/electricsheepafrica/Africa-Risk-Premium-on-Lending-lending-rate-minus-treasury-bill-rate-percentage.archive-govt-nz-treasury-csv
Archive Govt NZ — Treasury CSV derivative
Simple Viewer-compatible CSV representation of 54 normalized Treasury dataset
metadata records. The Parquet derivative and preservation source archive remain
available separately.
treasury-debt-maturity-refinance-coherence-risk-v0.1What this repo is for
Detect when debt maturities outpace refinance capacity.
Focus
maturity walls
market access
rate and spread shifts
plan timing
Why it matters
Refinance risk builds quietly, then forces distressed actions.
treasury-fx-hedge-exposure-coherence-risk-v0.1What this repo is for
Detect when FX hedges stop matching real exposure.
Focus
exposure drift vs hedge coverage
tenor mismatch
effectiveness collapse
Why it matters
Treasury risk shows up as PnL shocks.
The root is hedge-exposure coherence decay.
treasury-cashflow-liquidity-coherence-risk-v0.1What this repo is for
Detect when cashflow forecasts stop matching liquidity reality.
Focus
forecast accuracy vs obligation pressure
headroom vs drawdown risk
working capital drift
Why it matters
Treasury failures look sudden.
They usually start as forecast coherence decay.