U.S. Call Report Data - Data & Code
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Data may be used for non-commercial purposes free of charge.
Objective and data usage
The objective of this website is to give researchers easy access to bank balance sheet covering all U.S. banks. The website documents how Drechsler, Savov, and Schnabl (2016) form consistent time-series data with U.S. Bank Balance Sheets. If you use any part of the code, data, or data dictionary,
we kindly ask you to cite at least one of the papers on which this work was based:
Drechsler, Itamar, Alexi Savov, and Philipp Schnabl. "The deposits channel of monetary policy." The Quarterly Journal of Economics (forthcoming): Paper
Drechsler, Itamar, Alexi Savov, and Philipp Schnabl. "Banking on Deposits: Maturity Transformation without Interest Rate Risk." (2017). Paper
How to get started
There are two options to use the data
Option 1 (basic): Download bank-level data data, 1976-2013, STATA file (original, 1.1GB) or zip file (zipped, 312MB), and data dictionary Excel
Option 2 (advanced): Reconstruct the bank-level data file using our code. This option allows you to add, delete, and create other variables. This can be done by running this SAS code on the WRDS. For details on how this can be done
open the following SAS file in a Word Editor and follow the instructions in the file: SAS Code
Updates and Feedback
We are updating the data on a regular basis. If you have questions, please read this document carefully. If your question is not answered, please send an email to email@example.com.