Banks, treasury & ALM
Treasury, ALM and market-risk teams need the rate environment every day, and the history behind it for stress tests. PakDataHub puts all of it behind one key.
The rate stack
| Need | Series |
|---|---|
| Today's KIBOR (bid and offer) | rates.kibor.3m, rates.kibor.6m, rates.kibor.1y |
| KIBOR history for backtests (daily, 2005 →) | rates.kibor.3m, rates.kibor.6m, rates.kibor.1y (dims=side:offer or side:bid) |
| Daily interbank USD/PKR for revaluation | fx.rate.m2m.usd (SBP M2M rate), fx.rate.interbank.usd |
| Policy-rate corridor | rates.policy, rates.policy.floor, rates.policy.ceiling, rates.policy_target |
| Overnight money market | rates.repo.overnight (daily, from SBP's market snapshot), rates.weighted_average_overnight_repo_rate (history) |
| Government yield curve (20 tenors, daily) | rates.pkrv.1m … rates.pkrv.20y; Islamic curve rates.pkisrv.* |
| Primary-market auctions | /v1/fixed-income/auctions, rates.auction.tbill.3m.cutoff_yield, rates.auction.pib.10y.cutoff_yield |
| Floating PIB and Sukuk prices | /v1/securities |
Balance sheet & system context
- Liquidity and funding:
banking.m2,banking.total_deposits_with_scheduled_banks, weeklybanking.broad_money_liability_side_2. - Asset quality benchmarks:
banking.npl.*(NPLs by segment) andsme.npl_ratio. - Who holds government paper:
debt.mtb_holding_banks,debt.pib_holding_banks,debt.gis_holding_banks.
Example: build today's curve
import httpx, pandas as pd
H = {"X-API-Key": "pk_live_xxx"}
tenors = ["1m", "3m", "6m", "1y", "2y", "3y", "5y", "10y", "15y", "20y"]
curve = {t: httpx.get(f"https://api.pakdatahub.com/v1/series/rates.pkrv.{t}/latest", headers=H)
.json()["data"][0]["value"] for t in tenors}
print(pd.Series(curve))
Example: a KIBOR stress window
# 6-month KIBOR offer through the 2022-23 tightening cycle
curl -H "X-API-Key: pk_live_xxx" \
"https://api.pakdatahub.com/v1/series/banking.six_months_karachi_interbank_offer?from=2022-01-01&to=2024-12-31&sort=asc&format=csv"
Why teams use it
- One format: every series comes back the same way, so the curve, KIBOR and auctions join by date without any scraping.
- Reproducible regulatory work: revision vintages (Pro) return data exactly as it stood on a past date.
- No polling: webhooks tell your systems when a new KIBOR fixing or auction result lands.