Jay, the EBA and BCBS Basel III monitoring results are out!

It is that time of the year: the Basel III monitoring reports are out. The Basel report can be found here. The EBA report can be found here. Highlights from the EBA report: CET1 ratios are steadily increasing – Compared with the previous exercise (reference date June 2014), the average CET1 ratio of Group 1 banks increased by 0.5 […]

A python script to manage regulatory data of U.S. Bank Holding Companies

The Chicago Fed offers great data on bank holding companies, click here for the full page, and here for the download page. The data is big, deep, large. The number of variables is stunning (more than 3,000). The format is a flat text file with a typical delimiter: a caret (^) separates the data fields. How to […]