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Description
Derivative contract data for mandatory pensions and severance funds managed by Colombian pension fund administrators. Columns suggest detailed tracking of contract terms, cash flows, valuations, and counterparty risk. The data is hosted by the Colombian open data portal www.datos.gov.co and was last updated in May 2026.
Use Cases
Analyzing interest rate risk exposure using Cod_Tasa_Int_Flujo_Pagar, Cod_Tasa_Int_Flujo_Recibir, and Valor_Razonable.
Modeling counterparty credit risk and valuation adjustments using CVA_DVA, Valor_Presente_Flujo_Recibir, and Valor_Presente_Flujo_Pagar.
Tracking contract lifecycle and maturity profiles using Fecha_Cel_Contrato, Fecha_Vcto_Contrato, and Num_Contrato.
Assessing currency exposure in cross-currency swaps using Cod_Moneda_Ppal_Flujo_Pagar and Cod_Moneda_Ppal_Flujo_Recibir.
Strengths
Contains 27 detailed columns covering contract identifiers, cash flow dates, principal values, and risk metrics.
Data is categorized by specific pension fund portfolios (e.g., Codigo Patrimonio 1000 for 'Moderado') enabling granular analysis.
Available in multiple machine-readable formats including CSV, JSON, XML, and RDF.
Limitations
Row count and total data size are unknown, which may limit suitability assessment for large-scale modeling.
Description metadata is limited; actual data quality requires manual inspection after download.
Provenance
Source
www.datos.gov.co (Colombian open data portal).
Collection Method
Likely reported by Sociedades Administradoras de Fondos de Pensiones y de Cesantías (Pension and Severance Fund Management Companies).
Freshness
Last updated 2026-05-18 18:46:56; freshness should be verified.
Geography
Colombia
License is unknown; terms of use should be verified before application.