repository

Bank Economic Capital

paper: bec_november.pdf

slides: bec_presentation.pdf

code: coming soon

economic capital output: bec_economic_capital.csv.zip (1997Q2–2025Q1)

estimated deposit betas: bec_deposit_betas.csv.zip (1997Q2–2025Q1)

Bank Reserve Holdings

code: coming soon

Data Sources

Bank Regulatory Data

commercial banks (ffiec 031/041, ffiec 002, frb2886b): data_call_report

bank holding companies (fr y-9c, y-9lp, y-sp): data_fry9

bank structure (ownership, transformations): data_nic

summary of deposits: data_sod

other fdic data (failures, institutions): data_fdic

Yields & Credit Spreads

yield curves (constant maturity, zero coupon, risk neutral): data_yields

credit spreads and corporate curve: data_credit

Tools

time-consistent bank panels: bankpanel