Birds don't usually come with paperwork unless you are buying
it from a store or breeder although it isn't the same as a dog
or cat. Birds are not registered like dogs and cats can be. If
the bird is banded you shouldn't have anything to worry about
whether the band is open or not. IF the bird is young and
unbanded it could possibly be an illegal import. Importing of
parrots has been banned for years. However some breeders no
longer band baby birds because they feel banding is unsafe.
Some vets recommend removing the band for safety reasons.
Unless you believe or were told this bird has been brought
here from another country within the last 14 years or so, you
don't need to be worried.