European Bank Regulatory Data: The EBA Disclosures Panel (2012–2025)
Overview
Empirical banking research often relies on public bank data that is manually collected from heterogeneous financial disclosures and therefore suffers from inconsistent scope, accounting standards, and granularity across banks and time. This dataset provides an analysis-ready alternative: a harmonized panel constructed from all European Banking Authority (EBA) Transparency Exercise (TE) releases since 2014, extended back to 2012 for some data points using the EBA stress test dataset. The TE files are structured disclosures that the EBA draws from banks' regulatory reporting submissions (COREP and FINREP) and therefore offer comparability across banks and countries.
The panel is intended for empirical work on capital regulation, bank lending and risk-taking, cross-border exposures, and supervisory policy evaluation.
Contents
- Capital and leverage ratios
- Balance sheet and P&L items
- Risk-weighted asset (RWA) components
- Detailed credit risk exposure breakdowns by portfolio and geography
Format
Provided in long format as CSV and Parquet files with a data dictionary.