Data, Forms, and Links to Websites for U.S. Banking Research

PART A: Clickable Links Mentioned in Chapter 16 of "Bank Liquidity Creation and Financial Crises" (pdf)

This document contains clickable links to websites containing data, documents, and other information useful for U.S. bank performance benchmarking, research, and policy work.  Chapter 16 of "Bank Liquidity Creation and Financial Crises" (see the research tab of this website) contains more in-depth information on these data sources.

This document will be updated if and when new data sources become available and also if and when a link to an existing data source is changed.

If you find a new data source that is useful to add or if you notice a non-working link, please email me at cbouwman@tamu.edu. 

The date on which a link is changed will be noted.  (Last update: Jan. 29, 2016.)

 PART B: QUARTERLY Bank Liquidity Creation Data (1984:Q1 – 2016:Q4)  (ZIP_part1) and (ZIP_part2)

These data will be updated regularly. (Last update: July 14, 2017.)

This dataset includes the dollar amounts of liquidity created by virtually every bank in the U.S. from 1984:Q1 - 2016:Q4 (quarterly data) calculated using seven liquidity creation measures:

1) The preferred liquidity creation measure (“cat fat”) 

2) On-balance sheet liquidity creation (“cat nonfat”)

3) Asset-side liquidity creation

4) Liability-side liquidity creation

5) Off-balance sheet liquidity creation ("fat")

6) Takedown probability-adjusted “cat fat” liquidity creation

7) Securitization-adjusted “cat fat” liquidity creation. 

The dataset also includes these amounts normalized by total assets, each bank’s identifier (RSSD9001), name, a few common measures of bank size (gross total assets, total assets, deposits, and gross loans), and location (city and state).  Amounts are expressed in real 2016 dollars using the implicit GDP price deflator. (Gross total assets and total assets are also included in nominal terms for ease of use.)

The methodology to construct liquidity creation data is explained in:

“Bank Liquidity Creation” (with Allen N. Berger), Review of Financial Studies 22(9): 3779-3837.

Please cite this paper (available on the research tab on the top of this webpage) when using these data.

PART C: Historical Call Report forms 1959 – 1995 (ZIP_part1) and (ZIP_part2)

The zip files contain some historical Call Report forms filled out by banks between 1959 and 1995.  Most of them are from 1984 - 1995.  These forms precede the ones available on the website of the FFIEC.

PART D: Historical Summary of Deposits (SoD) data from 1981 – 1993 (ZIP)

The zip file contains Summary of Deposits data that precede the data found on the website of the FDIC. The data include bank and branch level variables (e.g., identifiers, names, addresses, counties, MSAs, and deposits) and bank-level variables (e.g., number of offices, charter, high holder, and insurer).

PART E: ANNUAL Bank Liquidity Creation Data (1993 – 2003) (XLSX)

This dataset includes the dollar amounts of liquidity created by virtually every bank in the U.S. from 1993-2003 (annual data) calculated using six liquidity creation measures (our preferred “cat fat” measure, “cat nonfat,” “mat fat,” “mat nonfat,” takedown probability-adjusted “cat fat,” and securitization-adjusted “cat fat”). The dataset also includes each bank’s identifier (RSSD9001), name, and a few common measures of bank size (total assets, total deposits, and total loans).  Amounts are expressed in real 2003 dollars using the implicit GDP price deflator.

These data were developed and used for the first time in:

“Bank Liquidity Creation” (with Allen N. Berger), Review of Financial Studies 22(9): 3779-3837.

Please cite this paper (available on the research tab on the top of this webpage) when using these data.