April 9, 2018

Banks’ Balance Sheets Data

Bank balance sheets and income statements are able to describe the operational structure of a bank. In some cases balance sheets also report information regarding banks’ foreign operations, making these data suitable to explore banks’ international linkages. Due to regulatory reasons, banks usually report their balance sheet data directly to central banks and regulatory agencies. Many countries make these data available for researchers and offer the chance of conducting research at the bank level.

Links to data sources

 

Bank balance sheet data (Bankscope)

Provides bank balance sheet and income statement data for banks worldwide. Offers different variables measuring this (e.g. net interest income, operating profit, loans, off-balance sheet items). Database delivers comparable data (a standardized format) for private and public banks across countries. Contains data for 30.000 banks worldwide and has up to 16 years of data for each bank.
Data Provider: Bankscope
Level/Frequency: Bank-Level Data
Geographic Coverage: World
Time Range: n.a.
Availability: No free access to data
Where has it been used?     

 

Bank balance sheet data (SNL Financial)

Provides in-depth data for banking, insurance industries, and financial services. The provided real time data for the global financial industry are in a standardized format, such that they can be compared more easily across different countries.
Data Provider: SNL Financial
Level/Frequency: Bank-Level Data / Real time
Geographic Coverage: World
Time Range: n.a.
Availability: No free access to data
Where has it been used? ECB Financial Stability Review – November 2014

 

Bank balance sheet data, market data (Datastream, Bloomberg)

Provide current and historical data on bank-level on a daily basis. Include information on market capitalization and stock returns for international markets. Also deliver data on bonds, trading volumes, options, currencies and market indices.
Data Provider: Datastream / Bloomberg
Level/Frequency: Bank-Level Data / Daily
Geographic Coverage: World
Time Range: n.a.
Availability: No free access to data

 

Banking Organization Systemic Risk Report (FR Y-15)

The FR Y-15 is the Banking Organization Systemic Risk Report, which is filed by 33 large U.S. bank holding companies (BHCs), savings and loan holding companies (SLHCs) with total consolidated assets of $50 billion or more, foreign banking organizations (FBOs) with combined U.S. operations that total $50 billion or more in assets as of the June 30th prior to the December 31st as-of date and any U.S.-based organizations identified as global systemically important banks (G-SIBs as of November 1, 2012) that do not otherwise meet the consolidated assets threshold for BHCs. The FR Y-15 is filed annually as of the last calendar day of December starting 2013. The data items collected in this report mirror those developed by the Basel Committee on Banking Supervision (BCBS) to assess the global systemic importance of banks indicating size, interconnectedness, substitutability, complexity and cross-jurisdictional activity.
Data Provider: The National Information Center (NIC)
Level/Frequency: Bank-Level Data / Annually
Geographic Coverage: United States  
Time Range: 2013 – 2016
Availability: Free access online

 

Bundesbank BISTA (Deutsche Bundesbank)

It lists domestic banks’ assets and liabilities based on the books at the end of the month. Also provides assets and liabilites of foreign branches and subsidiaries of German banks. They thus represent the most comprehensive statistical survey of the banking industry in Germany and are at the core of the banking statistics reporting system.
Data Provider: Deutsche Bundesbank
Level/Frequency: Bank-Level Data / Monthly
Geographic Coverage: Germany
Time Range: 1993-2017
Availability: Available upon project-application at the Research Department of the German Bundesbank.

 

Credit Register Data, Example: Spain (CIRBE)

Contains monthly data about all loans with a value over 6000 Euros that are granted by all credit institutions in Spain (commercial, saving and cooperative banks as well as credit finance establishments). It also includes information about certain characteristics of each loan (e.g. instrument, currency) and information about each borrower (e.g. province and sector). Data is on bank-level and provides very detailed information on lending activities of individual banks. Data is not freely available and is just available for individual countries.
Data Provider: Credit Register of the Bank of Spain (CIRBE)
Level/Frequency: Bank-Level Data / Monthly
Geographic Coverage: Spain  
Time Range: n.a.
Availability: Limited access
Where has it been used? Jiménez, G., V. Salas, and J. Saurina (2006).  Determinants of Collateral. Journal of Financial Economics 81(2): 255‐281.

 

Financial Structure Dataset (Worldbank)

Provides country-level data on financial development and structure. Includes in total 31 indicators that measure e.g. size, efficiency as well as activity of financial intermediaries and markets. It covers the period from 1960 – 2015.
Data Provider: World Bank
Level/Frequency: Country-Level Data / Yearly
Geographic Coverage: World  
Time Range: 1960-2015
Availability: Free access online
Where has it been used? Čihák, M., A. Demirgüç-Kunt, E. Feyen and R. Levine (2012). Benchmarking Financial Development around the World. World Bank Policy Research Working Paper 6175.

 

Funding of the Irish Domestic Banking System

Information on foreign and domestic banks operating in Ireland including the bank’s assets, funding and their composition of sources and type of liabilities. Irish Central Bank’s money and banking statistics as well as composition and source of interbank funding.
Data Provider: Philip R. Lane (Trinity College Dublin)
Level/Frequency: Bank-Level / aggregate Data – annually / quarterly / monthly (depending on type)
Geographic Coverage: Ireland 
Time Range: 2000/03 – 2008 (differs across variables)
Availability: Free access online
Where has it been used? Philip R. Lane (2015).  The Funding of the Irish Domestic Banking System During the Boom.  Journal of the Statistical and Social Inquiry Society of Ireland  forthcoming.

 

Global Financial Development Database (Worldbank)

Provides data on depth, access, efficiency as well as stability of financial institutions and financial markets. Also delivers measures of competition and concentration in the banking sector. Includes data for 203 economies and contains annual data for the period 1960 – 2015.
Data Provider: World Bank
Level/Frequency: Country-Level Data / Yearly
Geographic Coverage: World
Time Range: 1960-2015
Availability: Free access online
Where has it been used? Čihák, M., A. Demirgüç-Kunt, E. Feyen, and R. Levine (2012). Benchmarking Financial Systems Around the World. Worldbank Policy Research Working Paper 6175.

 

Uniform Bank Performance Report (FFIEC)

Provides bank-level data for commercial and saving banks in the USA. Offers data e.g. on balance sheets, liquidity and asset quality. It also provides data for a comparison of the performance of an individual bank against a comparable group of peer-banks and against itself over time.
Data Provider: Federal Financial Institutions Examination Council (FFIEC)
Level/Frequency: Bank-Level Data / Quaterly
Geographic Coverage: USA
Time Range: n.a
Availability: Free access online