Why ALM DataHub Exists
Every number we serve is published, free, by a UK regulator. So why does this product exist?
Because publishing isn't the same as being usable. The Bank of England releases yield curves as spreadsheets inside nested ZIP archives. The PRA publishes fundamental spreads in formats that change shape. The ONS spreads inflation and mortality across multi-tab files with their own conventions for dates, units, and revisions. Anyone who has built an ALM model knows the ritual: download, unzip, re-parse, re-map, re-check — every quarter, for every source, forever.
ALM DataHub is that ritual, done once, properly, and kept current on the sources' own publication schedules. One clean schema across three regulators. One token. Delivered wherever you work — Excel formulas, a REST API, Power Query, Python, R. With the analytics that belong next to the data: Smith-Wilson interpolation with your own α and UFR, fundamental-spread breakdowns, complete life tables.
We do the data plumbing so you can do the modelling.
How we run it
- Faithful to the source — explicit about the rest
- Published data is served as published: we parse it, we never adjust it, and past-dated values never silently change. And where we compute on top of it — Smith-Wilson curve fits, fundamental-spread breakdowns — the method and every parameter (α, UFR, day count) are yours to see and set, so each number is reproducible.
- Fresh on the source's schedule
- Daily series update daily, monthly series when the regulator publishes. The coverage page shows live counts and latest dates — counted from the database on every page load.
- No lock-in
- The Excel add-in, the API, and the templates are all the same backend. Leave any time and your workbooks keep their last-calculated values; the underlying data remains public.
- Your usage is your business
- No telemetry on which functions you call or which series you pull. No third-party trackers on this site. We keep the minimum needed to run accounts and rate limits.
The sources
Bank of England (yield curves, SONIA, Bank Rate, FX, Solvency II RFR), Office for National Statistics (inflation indices, national life tables), and the Prudential Regulation Authority (fundamental spreads). Data is sourced from public publications and re-served with attribution; ALM DataHub is independent and not affiliated with or endorsed by any of them.
Questions?
We're happy to talk about coverage, methodology, or your use case.