Dealscan Database Manual

Dealscan Database Manual

To create a single database in the Azure portal, this quickstart starts at the Azure SQL page. Browse to the Select SQL Deployment option page. Under SQL databases, leave Resource type set to Single database, and select Create. On the Basics tab of the Create SQL Database form, under Project details, select the desired Azure Subscription. Dealscan Database Manual Start dreaming fantastic colors and emotions with the terrific work by Ludovico Einaudi for piano solo. It offers PDF sheet music files and interactive sheet music for realtime transposition.
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RSSD-DealScan Database Linking Table
Dealscan Database Manual Download
Content: 44,224 links between RSSD lender identifier-years from FDIC (Federal Deposit Insurance Corporation) or FED/NIC (Federal Reserve Bank/National Information Center) databases and companyid lender identifier-years from the Thomson Reuters DealScan Facilities file. Files can be linked with this table using the variables RSSD (the FDIC and FED identifier), companyid or ultimateparentid (the DealScan identifiers), plus the year variable for all files involved.
Coverage: 93% or 652,772 of 701,435 of all lender-facility observations in which DealScan loans were issued by U.S. non-FIRE companies between 1987 and 2016.
Referencing: Augmentations to the DealScan-Compustat Link are obtained from Jan Keil's website; first presented in 'Jan Keil, Do Relationship Lenders Manage Loans Differently?, Working Paper, 2018' [BibTeX].
Download: A technical documentation, and CSV files linking DealScan lenders and ultimate parents. Files contain only companyid, rssd and FDIC/FED flag variables. Lender names, information on lenders and loans must be obtained from the FDIC, the FED, and DealScan. The latter requires a paid subscription.

U.S. Industry Concentration Data

Dealscan Database Manual PdfContent: Concentration ratios, Herfindahl Index, number of establishments for manufacturing and non-manufacturing U.S. industries, from 1935 to 2012.
Sources: U.S. Census Bureau at the U.S. Department of Commerce and Bureau of Labor Statistics (for additional sales, payroll and employee variables). Files are assembled from raw data that can be freely obtained by the respective U.S. government bodies. Raw data are not readily usable for a quantitative analysis and must be either collected by hand, requested, or scraped from websites. Please reference to the original sources that hold the copy rights, my website and the publication in which I used the file first.
Referencing: U.S. Census and BLS data compiled by Jan Keil; first presented in 'Jan Keil, The Trouble with Approximating Industry Concentration from Compustat, Journal of Corporate Finance, 2017' [BibTeX].
Download: Stata 14 .dta files with original industry classifications, with translated, most recent classifications, with two fitted Herfindahl Index variables, and a description. All three files are also available for older versions of Stata.
WRDS is only available to USC Faculty, Staff, and PhD Candidates. Registration is required and must be approved by Dr. Eric Powers.
Steps for Applying for an Account:
Step 1: Point your web browser to http://wrds.wharton.upenn.edu
Step 2: In the login box, select the 'Register' tab.
Dealscan Database Manual FreeStep 3: Fill out the account request form and click the 'Submit' box.
You will receive an email when your registration is confirmed.
Dealscan Database ManualsUSC has access to the following databases through WRDS:
DATABASE
DESCRIPTION
Bank Regulatory
Contains five databases for regulated depository financial institutions. These databases provide accounting data for bank holding companies, commercial banks, savings banks, and savings and loans institutions. The source of the data comes from the required regulatory forms filed for supervising purposes.
Blockholders
Contains standardized data for blockholders of 1,913 companies. The data was cleaned from biases and mistakes usually observed in the standard source for this particular type of data. Blockholders' data is reported by firm for the period 1996-2001.
CBOE Indexes
Chicago Board Options Exchange Volatility Index® (VIX®) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. Based on S&P 500 index option prices and incorporates information from the volatility 'skew' by using a wider range of strike prices rather than just at-the-money series.
COMPUSTAT
Database of U.S. and Canadian fundamental and market information on active and inactive publicly held companies. It provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items.
CRSP
Center for Research in Security Prices database contains end-of-day and month-end prices on all listed NYSE, Amex, and NASDAQ common stocks along with basic market indices, and includes the most comprehensive distribution information available, with the most accurate total return calculations.
CUSIP
Provides CUSIP numbers, standardized descriptions and additional data attributes for over 5 million corporate, municipal and government securities offered in North America.
DMEF Academic Data
Four individual data sets, each containing customer buying history for about 100,000 customers of nationally known catalog and non-profit database marketing businesses are available through DMEF to approved academic researchers for use within academic situations.
Dow Jones
Consists of Dow Jones Averages & Total Return Indexes
Eventus
Performs event studies using data read directly from CRSP stock databases or pre-extracted from any source. The Eventus system includes utility programs to convert calendar dates to CRSP trading day numbers, convert CUSIP identifiers to CRSP permanent identification numbers, and extract event study cumulative or compounded abnormal returns for cross-sectional analysis.
FDIC
Contains historical financial data for all entities filing the Report of Condition and Income (Call Report) and some savings institutions filing the OTS Thrift Financial Report (TFR). Files include details on structure and merger history, financial time series and ratios, plus complex derived integers data.
Fama French & Liquidity Factors
Returns from the Fama-French Portfolios, constructed from the intersections of two portfolios formed on size, as measured by market equity (ME), and three portfolios using the ratio of book equity to market equity (BE/ME) as a proxy for value.
Federal Reserve Bank
Reports in WRDS contain three databases collected from Federal Reserve Banks: Foreign Exchange Rates (Federal Reserve Board's H.10 Report), Interest Rates (Federal Reserve Board's H.15 Report), and FRB-Philadelphia State Indexes.
GMI Ratings 
GMI Ratings offers access to annual corporate governance datasets from 2001 through 2012. The datasets provide proxy data captured through June 30th of each year on over 3,000 US companies and contain approximately 225 unique data points, including: Corporate Board Structure and Independence, Executive and Director Compensation, Audit Fees, Takeover Defenses, Corporate Ownership, and Director Positions.
IBES
Provides both summary and individual analyst forecasts of company earnings, cash flows, and other important financial items, as well as buy-sell-hold recommendations.
ISSM
The Institute for the Study of Security Markets (ISSM) database contains tick-by-tick data covering the NYSE and AMEX between 1983 and 1992, and NASDAQ between 1987 and 1992. Each year of data is divided into two files, one for trades and one for quotes.
Option Metrics
Comprehensive source of historical price and implied volatility data for the US equity and index options markets. Ivy DB OptionMetrics contains historical prices of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities.
Philadelphia Stock Exchange (PHLX)
Contains Philadelphia Automated Communication and Execution (PACE) system and the following Index Options: Semiconductor Sector (SOX), Oil Service Sector (OSX) Gold/Silver Sector (XAU), KBW Bank Sector (BKX) and Utility Sector (UTY)
Penn World Tables
Provides national income accounts-type of variables converted to international prices.
SEC Order Execution
Data is available on WRDS through 2005, and is no longer updated.
TRACE
Trade Reporting and Compliance Engine is FINRA's over-the-counter (OTC) corporate bond market real-time price dissemination service.
Thomson Reuters
Contains the following: Thomson-Reuters Mutual Fund Holdings Database, Thomson-Reuters Institutional Holdings (13F) Database, Insider Filing Data Feed (IFDF), WRDS-Reuters DealScan

DATABASE	DESCRIPTION
Bank Regulatory	Contains five databases for regulated depository financial institutions. These databases provide accounting data for bank holding companies, commercial banks, savings banks, and savings and loans institutions. The source of the data comes from the required regulatory forms filed for supervising purposes.
Blockholders	Contains standardized data for blockholders of 1,913 companies. The data was cleaned from biases and mistakes usually observed in the standard source for this particular type of data. Blockholders' data is reported by firm for the period 1996-2001.
CBOE Indexes	Chicago Board Options Exchange Volatility Index® (VIX®) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. Based on S&P 500 index option prices and incorporates information from the volatility 'skew' by using a wider range of strike prices rather than just at-the-money series.
COMPUSTAT	Database of U.S. and Canadian fundamental and market information on active and inactive publicly held companies. It provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items.
CRSP	Center for Research in Security Prices database contains end-of-day and month-end prices on all listed NYSE, Amex, and NASDAQ common stocks along with basic market indices, and includes the most comprehensive distribution information available, with the most accurate total return calculations.
CUSIP	Provides CUSIP numbers, standardized descriptions and additional data attributes for over 5 million corporate, municipal and government securities offered in North America.
DMEF Academic Data	Four individual data sets, each containing customer buying history for about 100,000 customers of nationally known catalog and non-profit database marketing businesses are available through DMEF to approved academic researchers for use within academic situations.
Dow Jones	Consists of Dow Jones Averages & Total Return Indexes
Eventus	Performs event studies using data read directly from CRSP stock databases or pre-extracted from any source. The Eventus system includes utility programs to convert calendar dates to CRSP trading day numbers, convert CUSIP identifiers to CRSP permanent identification numbers, and extract event study cumulative or compounded abnormal returns for cross-sectional analysis.
FDIC	Contains historical financial data for all entities filing the Report of Condition and Income (Call Report) and some savings institutions filing the OTS Thrift Financial Report (TFR). Files include details on structure and merger history, financial time series and ratios, plus complex derived integers data.
Fama French & Liquidity Factors	Returns from the Fama-French Portfolios, constructed from the intersections of two portfolios formed on size, as measured by market equity (ME), and three portfolios using the ratio of book equity to market equity (BE/ME) as a proxy for value.
Federal Reserve Bank	Reports in WRDS contain three databases collected from Federal Reserve Banks: Foreign Exchange Rates (Federal Reserve Board's H.10 Report), Interest Rates (Federal Reserve Board's H.15 Report), and FRB-Philadelphia State Indexes.
GMI Ratings	GMI Ratings offers access to annual corporate governance datasets from 2001 through 2012. The datasets provide proxy data captured through June 30th of each year on over 3,000 US companies and contain approximately 225 unique data points, including: Corporate Board Structure and Independence, Executive and Director Compensation, Audit Fees, Takeover Defenses, Corporate Ownership, and Director Positions.
IBES	Provides both summary and individual analyst forecasts of company earnings, cash flows, and other important financial items, as well as buy-sell-hold recommendations.
ISSM	The Institute for the Study of Security Markets (ISSM) database contains tick-by-tick data covering the NYSE and AMEX between 1983 and 1992, and NASDAQ between 1987 and 1992. Each year of data is divided into two files, one for trades and one for quotes.
Option Metrics	Comprehensive source of historical price and implied volatility data for the US equity and index options markets. Ivy DB OptionMetrics contains historical prices of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities.
Philadelphia Stock Exchange (PHLX)	Contains Philadelphia Automated Communication and Execution (PACE) system and the following Index Options: Semiconductor Sector (SOX), Oil Service Sector (OSX) Gold/Silver Sector (XAU), KBW Bank Sector (BKX) and Utility Sector (UTY)
Penn World Tables	Provides national income accounts-type of variables converted to international prices.
SEC Order Execution	Data is available on WRDS through 2005, and is no longer updated.
TRACE	Trade Reporting and Compliance Engine is FINRA's over-the-counter (OTC) corporate bond market real-time price dissemination service.
Thomson Reuters	Contains the following: Thomson-Reuters Mutual Fund Holdings Database, Thomson-Reuters Institutional Holdings (13F) Database, Insider Filing Data Feed (IFDF), WRDS-Reuters DealScan