Data

  1. Data for "The Dynamics of Non-Performing Loans During Banking Crises: A New Database".

Data on the annual evolution of non-performing loans (NPLs) during 92 banking crises in 82 countries since 1990, and 29 crises before 1990. NPLs are reported over an 11-year window that starts three years before a crisis and ends seven years after a crisis. The dataset also summarizes key metrics of NPL dynamics for each crisis: peak NPLs, the time it takes for NPLs to peak, the time it takes for NPLs to be resolved, a dummy variable for whether a country experienced elevated NPLs (over 7 percent of total loans), and a dummy variable for whether a country resolved elevated NPLs within 7 years.

Citation: Anil Ari, Sophia Chen, and Lev Ratnovski, “The Dynamics of Non-Performing Loans during Banking Crises: A New Database with Post-COVID-19 Implications”, Journal of Banking and Finance, forthcoming.

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NBER International Finance and Macroeconomics Catalogue of Data Sources

2. Data for "The Spread of Deposit Insurance and the Global Rise in Bank Asset Risk since the 1970s".

Data on deposit insurance coverage and coinsurance from 1934 to 2013 for all countries with deposit insurance in this period.

Citation: Charles W. Calomiris and Sophia Chen, “The Spread of Deposit Insurance and the Global Rise in Bank Asset Risk since the 1970s”, Journal of Financial Intermediation, forthcoming.