April 18, 2018

Cross-border Banking

This type of data consists mainly of reports that are directly related to banks´ international operations. Data sources which are often used in the literature are the BIS statistics on international banking or data on foreign ownership by Claessens and Van Horen (2014).

Links to data sources

 

Coordinated Portfolio Investment Survey

Provides data on an economy’s holdings of portfolio investment securities.
Data Provider: IMF
Level/Frequency: yearly
Time Range: 12/2001- and 06/2013-
Availability: Free access online

 

International Financial Statistics

Provides data on a country’s exchange rate, Fund position, international liquidity, monetary statistics, interest rates, prices, production, labor, international transactions, government accounts, national accounts, and population. Section 7 (International Liquidity) in the data is especially interesting for cross-border banking issues.
Data Provider: IMF
Level/Frequency: yearly
Geographic Coverage: World (194 countries and areas)
Time Range: 1948-2016
Availability: Free access online

 

TARGET2 Series

Provides 21 new monthly series on TARGET2.
Data Provider: ECB
Level/Frequency: monthly
Geographic Coverage: Eurozone
Time Range: 10/2017-
Availability: Free access online

 

Cross-border Exposures

Provides data on cross-border loans of the 61 biggest European banks.
Data Provider: Duijm, P., and D. Schoenmaker
Level/Frequency: annual
Geographic Coverage: Europe
Time Range: 2010-2015
Availability: Free access online
Where has it been used? Duijm, P. & Schoenmaker, D. (2017), “European Banks Straddling Borders: Risky or Rewarding?”. CEPR Discussion Paper, July 2017.

 

Capital flow data

Provides data about GFCy by analyzing the VIX, VDAX and VSTOXX and capital flows by analyzing the balance of payments having regard to IMF BOP Statistics
Data Provider: Cerutti, E., S. Claessens and A. Rose
Level/Frequency: quarterly
Geographic Coverage: 85 economies
Time Range: 1990Q1-2015Q4
Availability: Free access online
Where has it been used? Cerutti, E., S. Claessens, and A. Rose (2017). How Important is the Global Financial Cycle? Evidence from Capital Flows. CEPR Discussion Paper 12075

 

Bank Ownership Database

This database contains full ownership information over the period 1995-2013 for 5,498 banks active in 139 countries. It includes for each bank its year of establishment, its year of inactivity, its ownership (foreign or domestic) and, if foreign owned, the home country of the majority shareholder.
Data Provider: De Nederlandsche Bank
Level/Frequency: Bank-Level Data
Geographic Coverage: World
Time Range: 1995-2013
Availability: Free access
Where has it been used? Claessens, S., and N. van Horen (2015). The impact of the global financial crisis on banking globalization. IMF Economic Review (Forthcoming).

 

Balance sheet data of German banks abroad (Deutsche Bundesbank BISTA)

It lists domestic banks’ assets and liabilities based on the books at the end of the month. Also provides assets and liabilities 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: 1993-2016
Availability: Available upon project-application at the Research Department of the Deutsche Bundesbank.

 

Country-Level Banking Data (Committee on the Global Financial System)

The data, covering 21 countries over the 2000-2016 period, encompass various aspects of banking e.g. indicators of market structure, balance sheet composition, capitalisation and performance.
Data Provider: Committee on the Global Financial System
Level/Frequency: Country-Level / Yearly
Geographic Coverage: 21 countries (CGFS – countries)
Time Range: 2000-2016
Availability: Free Access Online

 

Credit Register Data, Example: Bolivia (ASFI)

Provides monthly data about all loans that were granted by commercial banks as well as by nonbank financial institutions (e.g. credit unions, microfinance institutions, general deposit warehouses and mutual societies). Contains detailed information on each loan (e.g. contract terms, origination and maturity dates as well as on the ex post performance). Provides also information about each borrower (e.g. industry, legal structure, physical location). Supplies bank-level data with detailed information about lending activities of an individual bank. Data is not freely available and is just available for individual countries.
Data Provider: Autoridad de Supervisión del Sistema Financiero Bolivia (ASFI)
Level/Frequency: Bank-Level Data / Monthly
Geographic Coverage: Bolivia
Time Range: n.a.
Availability: Limited access
Where has it been used? Beck, T., V. Ioannidou, and L. Schäfer (2012). Foreigners vs. natives: Bank lending technologies and loan pricing. European Banking Center Discussion Paper 2012-014.

 

Cross-border Claims (BIS Consolidated Statistics)

It reports worldwide consolidated claims of banks headquartered in a given BIS reporting country. Data includes claims of own foreign affiliates but excludes positions between related offices.
Data Provider: Bank for International Settlements (Description)
Level/Frequency: Country-Level / Quarterly
Geographic Coverage: BIS Reporting Countries
Time Range: 1983-2017
Availability: Free Access Online
Where has it been used? Houston, J.F., Lin, C., Ma, Y. (2012) Regulatory Arbitrage and International Bank Flows, The Journal of Finance 67 (5), 1845–1895.
Buch, C. M. (2005). Distance and international banking. Review of International Economics 13(4): 787-804.

 

Cross-border sovereign Exposures (European Banking Authority)

It provides country-level summary statistics (financial ratios, total assets, etc.) describing key aspects of banks´ prudential regulation in each EU state.
Data Provider: European Banking Authority
Level/Frequency: Country-Level / Yearly
Geographic Coverage: European Union
Time Range: 2007-2013
Availability: Free Access Online

 

External Positions of German Banks (Deutsche Bundesbank AUSIS)

The external position of banks shows the assets and liabilities of banks in Germany and their foreign branches and subsidiaries vis-à-vis non-residents. The micro database is based on the individual monthly reports of all German banks
Data Provider: Deutsche Bundesbank.
Level/Frequency: Bank-Level Data / Monthly
Geographic Coverage: Germany
Time Range: 2003-2017
Availability: Free access online

 

External Wealth of Nations Dataset (Lane and Milesi-Ferretti)

Provides country-level data on foreign assets and liabilities for 188 countries plus the euro area as a whole. Where available, it also differentiates between portfolio investment: debt securities and other investments.
Data Provider: Lane and Milesi-Ferretti
Level/Frequency: Country-Level Data
Geographic Coverage: World (188 countries + euro area)
Time Range: 1970-2011
Availability: Free access online
Where has it been used? Lane, P.R., and G. M. Milesi-Ferretti (2007). The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–2004. Journal of International Economics73(2): 223-250.

 

Syndicated Loans (Dealogic)

It provides data for investment banking, regulatory, mergers and acquisitions, institutional sales and research, equity capital markets and fixed income. Data is covering lending by individual banks to various countries as well as lending to individual countries by various banks and also contains the underlying deals.
Data Provider: Dealogic
Level/Frequency: Bank-Level Data / Daily
Geographic Coverage: World
Time Range: n.a.
Availability: No free access

 

Syndicated Loans (Thomson Reuters Dealscan)

Provides detailed information on deals in the international loan market. Also contains data on terms and conditions for more than 200 000 global loans and bond transactions. This database allows to set individual parameters to search for detailed information on individual deals, to gain a market overview or to do an industry study.
Data Provider: Thomson Reuters Dealscan
Level/Frequency: Bank-Level Data
Geographic Coverage: World
Time Range: n.a.
Availability: No free access

 

Target 2 Balances (Institute of Empirical Economic Research – Osnabrück University)

Provides monthly data on Target 2 balances for all euro zone members. It allows monitoring development over time.
Data Provider: Institute of Empirical Economic Research – Osnabrück University
Level/Frequency: Country-Level Data / Monthly
Geographic Coverage: Euro Zone
Time Range: 1999-2017
Availability: Free access online
Where has it been used? Steinkamp, S. and Westermann, F. (2014), The role of creditor seniority in Europe’s sovereign debt crisis. Economic Policy, 29: 495–552. doi: 10.1111/1468-0327.12036.          

 

Target 2 Data (ECB Statistical Warehouse)

Provides data for all euro area members on participation in the Target 2 system (e.g the number of participants in a country).
Data Provider: ECB Statistical Warehouse
Level/Frequency: Country-Level Data / Yearly
Geographic Coverage: Euro Zone
Time Range: 2008 – 2015
Availability: Free access online

 

Transparency Exercise (European Banking Authority)

Provides detailed bank-by-bank data on capital positions, risk exposure amounts and asset quality on 105 banks from 21 countries of the European Union (EU) and the European Economic Area (EEA).
Data Provider: European Banking Authority
Level/Frequency: Country-Level Data / Yearly
Geographic Coverage: Euro Zone
Time Range: December 31, 2014-June 30, 2015
Availability: Free access online