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Banking Research Datasets
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| The page is intended to distribute data that is useful for conducting and replicating academic research involving commercial banks. |
CRSP-FRB Link
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This data set documents the historical linkage between regulatory entity codes and CRSP permcos for publicly-traded banks and bank holding companies. The link is valid from January 1990 to December 2007 for supervised institutions that are listed on the NYSE, AMEX, or NASDAQ. Please note that CRSP has approved the publication of this link. Our license authorizes us to distribute this data exclusively for personal use through this web site, but does not permit you to sublicense, redistribute, reproduce, retransmit, disseminate, sell, publish, broadcast, or otherwise circulate the data. It is also important to note the following: The PERMCOs displayed herein are used with the permission of the Center for Research in Securities Prices (CRSP(R)), Graduate School of Business, The University of Chicago. PERMCO(R) is a registered trademark of The University of Chicago. The University of Chicago and CRSP make no warranty of any kind, express or implied with respect to the validity, merchantabilty, fitness, condition, use, or appropriateness of PERMCOs or the links to the PERMCOs displayed herein. |
| Description of Methods |
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| We use historical volumes of the SNL Quarterly Bank & Thrift Digest in order to identify the universe of publicly-traded banks and bank holding companies. From this publication, we record each institution’s name, stock market ticker, exchange, and address. This data is hand-matched by our staff to the regulatory entity code using the institution’s name and geographic information. Finally, the combined data is hand-matched by our staff to CRSP permco using institution name, exchange, and ticker. We identify a unique mapping between permco and entity code for every institution during a start date and end date which indicate the first and last dates for which a link is valid.
Note that permco generally accounts for all mergers and acquisitions over time. However, we have identified certain cases where some researchers might want to limit the match to certain quarters. These cases typically involve the conversion of a publicly-traded bank to a pubilcly-traded bank holding company or involving the acquisition of a public bank or bank holding company by a private one. For these reasons, we provide a date range over which the match refers to the exact same regulatory entity. Our intention is to update this link on an annual basis as more recent data becomes available. We also intend to publish vintages of the data if corrections to the data become necessary, and recommend in your work that you make reference to the specific vintage used in your analysis so that others can easily replicate your work. |
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| Link Data |
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Each data set is a comma-delimited file.
2007-4 >> In addition to the link data set, we provide two additional data sets below that are likely to be useful to researchers. First, we have provided a “pro forma” history. This data permits a researcher to track all of the institutions acquired by an institution which exists in the most recent quarter. Second, we have provided a mapping between the entity code for each bank with that for the top tier bank holding company, in the event that a researcher wants to know if a bank is affiliated with a publicly-traded bank holding company. |
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| Disclaimers |
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| Each of the data sets provided here are covered by the standard terms-of-use policy. While we have done our best to eliminate the presence of mistakes, we make no guarantees about the accuracy of the link. | ||||||||||||||
| Contacts |
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| Chenyang Wei, (212) 720 - 5995 | ||||||||||||||
