Companion Materials
The link below will take you to a website that contains the items promised in the book:
https://sites.google.com/a/tamu.edu/bouwman/data
PART A: Clickable Links Mentioned in Chapter 16 of "Bank Liquidity Creation and Financial Crises"
This part of the website 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" contains more in-depth information on these data sources.
This part 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 send an email to Christa Bouwman at cbouwman@tamu.edu.
PART B: QUARTERLY Bank Liquidity Creation Data (1984:Q1 – 2014:Q4)
These data will be updated regularly.
This part of the website has a dataset that includes the dollar amounts of liquidity created by virtually every bank in the U.S. from 1984:Q1 - 2014: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.
This 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 2014 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 is explained in Chapter 4 of the book.
PART C: Historical Call Report forms 1959 – 1995
This part of the website has 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
This part of the website has a zip file containing 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).