Philipp Schnabl - Data & Code

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Data may be used for non-commercial purposes free of charge.


Securitization Without Risk Transfer, Journal of Financial Economics, 107(3), March 2013, 515-536

Bank-level Asset Backed Commercial Paper Data:

These data sets contain information conduit-level information on asset backed commercial paper (ABCP) by sponsoring financial institution. Please consult the pdf-file for a description of the data sets and the variable definitions. Please reference the published paper, which contains details on the construction and usage of the data sets.

Variable Description: pdf file
ABCP by Sponsor and Quarter-Year: STATA file
Bank-level Exposure to ABCP (end of 2006): STATA file
ABCP Sponsor Bankscope Matching Data: STATA file

Do Global Banks Spread Global Imbalances? Asset-Backed Commercial Paper during the Financial Crisis of 2007-2009, IMF Economic Review, 58(1), August 2010, 37-73

Country-level Asset Backed Commercial Paper Data:

This data set contains information conduit-level information on asset backed commercial paper (ABCP) by country. Please consult the pdf-file for a description of the dat set and the variable definitions. Please reference the published paper, which contains details on the construction and usage of the data sets.

Variable Description: pdf file
ABCP by Country and Year: STATA file


Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data, Review of Economic Studies, 107(3), forthcoming

This data set contains information on lending and exports of Peruvian firms. Please consult the pdf-file for a description of the dat set and the variable definitions. Please reference the published paper, which contains details on the construction and usage of the data sets.

Code and Data: pdf file
Data: STATA data files
Do Files: STATA do files