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Banking Research Datasets

The page is intended to distribute data that is useful for conducting and replicating academic research involving commercial banks.

CRSP-FRB Link

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.

This data set is available for download free of charge for public use. In lieu of using this link, researchers are typically forced to hand-match market data to regulatory data on the basis of institution name. Unfortunately, this process is time-consuming and mistake-prone task. Therefore, this data set is provided as a public service in order to reduce the time costs of using market data in banking research and to make it easier for researchers to replicate existing research.

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, merchantability, fitness, condition, use, or appropriateness of PERMCOs or the links to the PERMCOs displayed herein.

Description of Methods

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 indicates 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 publicly 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.

Link Data

Each data set is a comma-delimited file.

notice	License agreement notice
snl_name	Entity name
snl_type	Bank or bank holding company
entity	Regulatory entity code
permco	CRSP permco
dt_start	First date (YYYYMMDD) on which the match was known to be valid (10000101 = valid prior to January 1, 1990)
dt_end	Last date (YYYYMMDD) on which the match was known to be valid (99991231 = still valid)

2007-4 >>

Disclaimers

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.

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Chenyang Wei, (212) 720 - 5995

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