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

Analytical Database on Individual Multinationals and Affiliates (ADIMA)

This new OECD database reports on 500 of the world’s largest multinational enterprises (MNEs) and its affiliates, including information on subsidiaries and websites belonging to a MNE, indicators on e.g. market power, as well as a “monitor”, which identifies events which may significantly affect a company’s structure and global profile. The data are compiled using open big data sources.
Data Provider: OECD
Level/Frequency: MNE-level data
Geographic Coverage: World (where MNEs are active)
Time Range: since 2019
Availability: Free access online

Coordinated Portfolio Investment Survey

Provides data on an economy’s holdings of portfolio investment securities.
Data Provider: IMF
Level/Frequency: yearly
Time Range: since 12/2001, regularly updated
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: since 1948, regularly updated
Availability: Free access online

TARGET2 Series

Provides 21 new monthly series on TARGET2.
Data Provider: ECB
Level/Frequency: monthly
Geographic Coverage: Eurozone
Time Range: since 2008, regularly updated
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: On request
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.

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: since 1993, regularly updated
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: since 2005, regularly updated
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: since 1983, regularly updated
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: since 2013, regularly updated
Availability: Free Access Online

EUROFIDAI Daily Market Data

Provides historical data for stocks, indices, mutual funds, exchange rates and corporate events on European markets. Data for other regions are available upon request.
Data Provider: EUROFIDAI
Level/Frequency: Stock or Index / Daily
Geographic Coverage: Europe (other regions upon request)
Time Range: 1980-2019
Availability: Limited

External Positions of German Banks (Deutsche Bundesbank)

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: since 2003, regularly updated
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: Contact authors for access
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.

Forbes & Warnock Data on Capital Flows

These data sets provide comprehensive information on the volume and kind of cross-border capital flows. The latter are categorized into surge, stop, flight and retrenchment episodes, thereby shedding light on the extremity and direction of capital flows.
Data Provider: Kristin J. Forbes and Francis Warnock
Level/Frequency: Country/Quarterly
Geographic Coverage: World
Time Range: 1980-2018
Availability: Free access online
Where has it been used? Forbes, K. J., & Warnock, F. E. (2020). Capital Flow Waves—or Ripples? Extreme Capital Flow Movements since the Crisis (No. w26851). National Bureau of Economic Research.

OECD Monthly Capital Flow Dataset

This data set compiles monthly capital flow data from public national sources in 43 countries starting from January 1995 and updated until May 2020.
Data Provider: Annamaria de Crescenzio and Etienne Lepers
Level/Frequency: Country-Level Data/ Monthly
Geographic Coverage: World
Time Range: 1995-2020
Availability: Free access online
Where has it been used? de Crescenzio, A. and E. Lepers (2021), Extreme capital flow episodes from the Global Financial Crisis to COVID-19: An exploration with monthly data, OECD Working Papers on International Investment, No. 2021/05

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: since 1999, regularly updated
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: since 2008, regularly updated
Availability: Free access online

Patterns in Invoicing Currency in Global Trade

Provides extensive information on invoice percentage shares of currencies used in trade transactions. Information is classified by imports and exports and available for the dollar, euro, and the respective home currency of each country.
Data Provider:  Emine Boz, Camila Casas, Georgios Georgiadis, Gita Gopinath, Helena Le Mezo, Arnaud Mehl and Tra Nguyen
Level/Frequency: Country/Year
Geographic Coverage: World
Time Range: 1990-2020
Availability: Free access online
Where has it been used? Boz, E., Casas, C., Georgiadis, G., Gopinath, G., Le Mezo, H., Mehl, A., & Nguyen, T. (2020). Patterns in invoicing currency in global trade. IMF Working Paper No. 20/126.

The Global Sanctions Database (GSDB)

Provides information on various economic sanctions by and to countries since 1950, including multilateral, plurilateral or bilateral sanctions. The database further specifies the kind, political objectives, and success per sanction.
Data Provider: University of Applied Sciences Konstanz, LeBow College of Business (Drexel Uiversity) and Kiel Institute for the World Economy (IFW)
Level/Frequency: Country/-
Geographic Coverage: World
Time Range: 1950-2019
Availability: Free access, requests should be sent to GSDB@drexel.edu
Where has it been used? Felbermayr, G., Kirilakha, A., Syropoulos, C., Yalcin, E., & Yotov, Y. V. (2020). The global sanctions data base. European Economic Review129, 103561.