Datasets

On this page, I present some datasets that might be useful for prospective researchers. Here I divide into three categories: 
Private - that must be paid to be used;
Confidential - that requires a formal partnership with the entity to get access to the data;
Public - everyone can use it.

  • Economática [private]
This dataset catalogs financial reports, on a quarterly basis, for publicly traded Brazilian firms. Also provides data about stock prices of these firms.There are plenty of studies using this dataset in Brazil.
Papers: Perobelli, Famá, and Sacramento (2016); Inoue, Lazzarini, and Musacchio (2013);

  • Orbis Bank Focus [private]
This dataset catalogs many financial and managerial informations about 42.000 financial institutions around the globe, being 12.000 non-US. Also, it includes data from non-listed (non-publicly traded) financial institutions.
Papers:

  • SCR2 - Brazilian Central Bank [confidential]
In Brazil every financial institution must send to Brazilian Central Bank, on a monthly basis, all credit operations above a certain threshold (presently R$200,00). The data, at the loan level, contains the CPF as unique identifier and allows for matching with other datasets. The central bank organizes this data for regulatory purposes. Some variables available are: interest rates, collateral, arrears, maturity, and so on.
Papers: Joaquim and Doornik (2019);

  • Estban (Estatística Bancária) - Brazilian Central Bank [public] 
Brazilian regulation demands financial institutions to report, on a monthly basis its balance sheets. The advantage of this data is that it is granular at the branch level. It contains, for instance, how much in Brazilian reais were lend in each month by each branch.
Papers: 
Joaquim and Doornik (2019); Coelho, Melo, and Rezende (2013);


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