Data for the spatiotemporal analysis of US global banks’ exposure to foreign counterparty risks

Abstract

This article Presents an extract of the fully consolidated data collected through the US Federal Financial Institutions Examination Council (FFIEC) reports, FFIEC 009 and FFIEC 009a [1]. The data is provided here as a Panel of Quarterly claims covering the 2017 fiscal year from last quarter 2016, to third quarter 2017. Following U.S. generally Accepted Accounting Principles (GAAP), it contains financial claims reported by 68 US banking organizations (including US holding companies owned by foreign banks, but excludes US branches of foreign banks), on foreign counterparties distributed across 71 countries in six world regions. From the original raw claims data we generate and include in this shared data, six accounting measures of foreign country risks (including Cross-border risk ratio, Foreign Office risk ratio, Derivative risk ratio, Ratio of Public Sector Claims, Ratio of Banking Sector Claims, and Ratio of non-bank financial sector claims) previously used to study the relative contribution of public sector, banking sector, and non-bank financial sector claims in U.S. global banks' exposure to foreign counterparties' default risks in [2]. The present article also presents a brief descriptive analysis of the various measures and their inter-relationships in characterizing US global banks exposures to foreign counterparties risks.

Panel and geospatial data for U.S. FDIC insured banks fiduciary activities and annual performance analyses over the periods 2016 to 2018

“…Given our interest in extending the analysis in [7], which focused exclusively on U.S. global banks' performances outside of the country, we now turn our attention to U.S. banks' fiduciary activities and annual performances overtime inside the country, by focusing our data query on the 4th Quarter reports for the most recent three years of reporting, namely (Q4-2016, Q4-2017, and Q4-2018). After downloading these three zipped files of 61 “csv” data files each, we extracted from each unzipped folder, the 10 “csv” data files describing the aspect of FDIC banks fiduciary activities and performances of interest to us.…”