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WRDS: WRDS - Content

Wharton Research Data Services (WRDS) is a web-based business data research service from The Wharton School at the University of Pennsylvania

CBS Current Subscriptions - in catchwords

CBS main WRDS subscriptions are:

  • AuditAnalytics US and Europe: Audit Analytics provides detailed research on over 150,000 active audits and more than 10,000 accounting firm
  • Boardex (North America, Europe, United Kingdom and Rest of the World): contains extensive data on publicly listed company and notable private company boards, board directors and senior managers - from companies around the globe. The database is updated daily. BoardEx currently contains details on over 952,000 Individuals and over 1.45 million Organizations both public and private.

  • COMPUSTAT: Fundamental and market information on publicly held companies. It consists of Compustat North America, Compustat   Global and Compustat Emerging Markets.
  • CRSP - stocks, bonds, indices: The Center for Research in Security Prices (CRSP) maintains a comprehensive collection of security price, return, and volume data for the NYSE, AMEX and NASDAQ stock markets (Note! Only access to part of this database)
  •  Execucomp (part of the COMPUSTAT - database from S&P, Standard & Poors): Tracks executive compensation in S&P 1000 firms. Top executives' salary, bonus, and stock option data
  • ISSM: Tick-by-tick data covering NYSE and AMEX between 1983 and 1992, and NASDAQ between 1987 and 1992.
  •  Markit: Credit Derivatives data and other financial information
  •  Mergent FISD - (FISD Database and transactions): The Mergent Fixed Income Securities Database (FISD) is a comprehensive database of publicly-offered U.S. bonds.
  •  Option Metrics - IvyDB by OptionsMetrics: OptionMetrics is a comprehensive source of historical price and implied volatility data for the US equity and index options markets
  •  SNL Financial Institution Groups (FIG) (part of Compustat) content includes comprehensive fundamental coverage of banking institutions and insurance companies. Bank fundamental coverage provides detailed insights into performance analysis, asset quality, regulatory capital, and deposit/loan composition while Insurance fundamentals provide increased insight into investment level details, underwriting analysis, solvency, embedded value, and distribution channels.
    The coverage for contains USA data is back to 1981. International bank coverage goes back to at least 2010 with many of the significant institutions in Europe dating to 2005 and Asia-Pacific to 2008.

  •  TRACE: Trace captures and disseminates consolidated information on secondary market transactions in publicly traded TRACE-eligible securities (investment grade, high yield and convertible corporate debt) - representing all over-the-counter market activity in these bonds

WRDS Content: Browse for data

On the front page of WRDS you get an overview of the datasets / databases subscribed by CBS Library. When you choose Data Dashboard you get a shortcut to a presentation of the content in WRDS

 

  • by Vendors: an overview of all available products and vendors by WRDS
  • by Subscription: a quick way to get an overview of the the subscribed datasets and databases you have access to via the CBS subscription - and the products you do not have access to.
  • by Category: classification of the vendors
  • by Concept: find the relevant data by concepts such as Analyst Estiamtes, Compensation, ESG, Financial Statements, Ownership, and many more
  • by Region: filter by Asia, Europe, Global or North America
     

CBS Current Subscriptions to WRDS - Full overview

When you log-on to WRDS, you'll come to the Home page of WRDS. Here you get an overview of the various databases and datasets included in the CBS subcription (Subscriptions).

If you would like to have an overview of all the datasets and databases available via WRDS click on Data Dashboard. Then you come to the Get Data web site (see above). For the non-subscribed material, you may access the datasets and check out data that is available but you will not have access.

 

Below is a short description of the databases / datasets to which CBS has a subscription. In the brackets you find the WRDS code for the databases:

AuditAnalytics
Audit Analytics USprovides detailed research on over 20,000 public companies and more than 1,500 accounting firms in the US. CBS subscribes to two of the six modules: 
Audit & Compliance covers current or past auditor firms, auditor changes, fees, opinions, SOX 302 disclosure controls, SOX 404 internal controls, legal cases, director and officer changes, company history, share price details, income statement and compliance difficulties.
The two other non-subscribed modules are The Corporate & Legal (which is focused on actions, disclosures and correspondence by companies, advisors, regulators and investors. It is composed of five data sets: SEC Comment Letters, bankruptcies, litigation, shareholder activism and tax footnotes) and the Other Independent Audits (OIA) Database.
Coverage: US and Annual history 1950 -present; Quarterly history 1962-present; Monthly market history 1962-present.

Audit Analytics Europe: covers public companies listed on European exchanges (EEA - the European Economic Area (EU and EFTA), Switzerland, and UK) and includes auditor, tenure, and audit fee information. This database also extracts and normalizes entities as disclosed in the transparency reports of each audit firm by member state
Coverage: Europe and Auditor changes 2013-present, Audit fees 2014-present, audit opinions 2013-present, transparency reports 2011-present

 

Bank Regulatory (bank.all): 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. This resource provides financial and merger information about U.S. banking institutions. The source of the data comes from the required regulatory forms filed for supervising purposes. For more information about the content see the Federal Reserve Bank of Chicago website.

The five databases are: The Commercial Bank Database, the Bank Holding Companies Database, the FDIC/OTS Database (Federal Deposit Insurance Corporation/FDIC and the Office of Thrift Supervision, OTS), the Merger Description Database and the Research Information System (RIS) Database.
 

BankFocus (Bureau van Dijk): is a database containing financial information on over 30,000 banks worldwide. Up to 16 years of detailed information are available for European banks, North American banks, all Japanese commercial and sogo banks, and over 4,100 other major banks. Content includes balance sheet data (200 items), income and expenses (37 items), ratios (39 items), and other annual financial data. Information on global and country-specific rankings (by total assets) is also available (NB!  Via CBS Library you have access to ORBIS company database.
 

Beta Suite: is a powerful web based tool allowing researchers to calculate stocks’ loading on various risk factors in a timely way.
 

Blockholders (block.all): This dataset contains standardized data for blockholders of 1,913 companies. Blockholders' data is reported by firm for the period 1996-2001 (blockholder definition: the owner of a large amount of a company's shares and/or bonds)
 

Boardex (North America, Europe, United Kingdom and Rest of the World): contains extensive data on publicly listed company and notable private company boards, board directors and senior managers - from companies around the globe. The database is updated daily. BoardEx currently contains details on over 952,000 Individuals and over 1.45 million Organizations both public and private.

Bureau van Dijk - databases (NB! we have access to BankFocus - see above): access to information from company databases such as AMADEUS (european companies), ORBIS  (companies from all over the world), OSIRIS (globally listed companies), and BankFocus. Via CBS Library you have access to ORBIS company database, OSIRIS and BankFocus from Bureau van Dijk.

  • ORBIS: contains information on over 275 milion companies worldwide with an emphasis on private company information. In Orbis, users get up to 10 years of history of company information (updated once evrery year)
  • OSIRIS contains over 80,000 listed, and major unlisted/delisted companies around the world.
  • Bank Focus contains detailed information on 43,000 banks (28,000 US and 15,000 Non-US). Including 6 years’ history for listed banks and 4 years’ for unlisted.
  • AMADEUS contains comprehensive information on around 21 million companies across Europe. Among the content is financials, stock prices, ownership, and subsidiaries information for public and private companies in 34 European countries.

CBOE Indexes (cboe.all): The Chicago Board of Options Exchange Volatility Index (VIX - index) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. For more information see the website of CBOE, Chicago Board Options Exchange
 

Compustat (comp.): Standard & Poor's Compustat is a database of financial, statistical, and marketing information. Compustat provides the annual and quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items on most publicly held companies. It also contains information on aggregates, industry segments, banks, market prices, dividens, and earnings. We don't have access to all datasets of Compustat. For more information on Compustat look for their homepage

Compustat is grouped in several sections: Compustat, Capital IQ, Compustat Quarterly Updates, Other Compustat, Legacy Compustat

For the moment CBS subscribe to these Compustat datasets in Compustat: North America and Global Company Financial Backdata, Bank Company Financials and Global Vantage

   Compustat:

  • Compustat North America is a database of U.S. and Canadian fundamental and market information on more than 24,000 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. For most companies, annual history is available back to 1950 and quarterly history back to 1962 with monthly market history back to 1962. Compustat North America files also contain information on aggregates, industry segments, banks, market prices, dividends, and earnings
  • Compustat Global is a database of non-U.S. and non-Canadian fundamental and market information on more than 33.900 active and inactive publicly held companies with annual data history back from 1987. It provides data from more than 80 countries.
  • Bank: Bank fundamentals annual and quarterly

   Compustat Quarterly Updates:

  • Compustat/Executive Compensation: historical data on executive compensation trends. Standard and Poors’ Execucomp provides executive compensation data collected directly from each company’s annual proxy (DEF14A SEC form). Detailed information on salary, bonus, options and stock awards, non-equity incentive plans, pensions and other compensation items are available.
    No access to Compustat Quarterly Updates Preliminary History and others.

   Capital IQ:

  • Capital Structure provides extensive debt capital structure for over 60,000 global public and private companies and equity capital structure data on over80,000 active and inactive companies worldwide.

          No access to the following Capital IQ's datasets: Key developments, Identifiers and People Intelligence

 

   Other Compustat:

  •    North America Annual Updates
  •    Marginal Tax Rates Database             

 

CRSP (crsp.): It maintains the most comprehensive collection of security prices, return, and volume data for the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX) and NASDAQ stock markets. Additional CRSP files provide stock indices and bonds. CRSP stands for the Center for Research in Security Prices. For more information regarding CRSP products, visit the CRSP home page.

CBS has subscription to:

  • the Annual Update section of CRSP
  • CRSP Quarterly Index History Intraday dataset

            (Note! No access to CRSP monthly update. And no access to CRSP Mutual Funds and Ziman REIT)

CUSIP: provide CUSIP numbers (unique identifiers of financial instruments), standardized descriptions and additional data attributes for over 5 million corporate, muicipal and government securities offered in North America.

DealScan (Reuters): is a pre-eminent source for extensive information on the global syndicated bank loan market. It provides users with access to Thomson Reuters LPC’s robust database of detailed terms and conditions on over 240,000 loan transactions. These transactions finance M&A activity, working capital needs and other general corporate purposes for loan participants world-wide.  Dealscan sources include regulatory filings, bank submissions and journalist contributions. Look for a detailed presentation on WRDS E-learning platform (http://wrds-web.wharton.upenn.edu/wrds/E-Learning/).

DMEF Academic data (dmef.all): access to four individual data sets each containing customer buying history for about 100.000 customers. DMEF stands for Direct Marketing Educational Foundation. 

Dow Jones (djones.all):

Dow Jones Average: these files contain information about daily prices (high, low, close) for the Dow Jones Industrial Average, the Dow Jones Transportation Average and the Dow Jones Utilities Average. Data for the Industrial and Transportation Averrage are from 1896 to 1999 - for the Utilities Average from 1929 to 1999.

Dow Jones Total Return Indexes: The Total Return Indexes account for reinvested dividends, and, like all Dow Jones Total Market Indexes, cover 95% of the underlying market.
 

Execucomp (Compustat Quarterly Updates, part of the COMPUSTAT database - look above): Compustat/Executive Compensation contains historical data on executive compensation trends. Standard and Poors’ Execucomp provides executive compensation data collected directly from each company’s annual proxy (DEF14A SEC form). Detailed information on salary, bonus, options and stock awards, non-equity incentive plans, pensions and other compensation items are available (No access to Compustat Quarterly Updates Preliminary History and others).

FDIC (FDIC): contains historical financial data for all entities filing the Report of Condition and Income (Call Report) and some savings institutions filing OTS Thrift Financial Report (TFR). These entities include commerical banks, savings banks or savings and loans. FDIC files include details on structure and merger history, financial time series and ratios, plus complex derived integers data. FDIC stands for the Federal Deposit Insurance Corporation. For more information about the FDIC data, visit the U.S. Federal Deposit Insurance Corporation WWW Home Page.

Fama-French & Liquidity Factors (ff.all): the Fama-French Portfolios are 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. The Fama-French data source is Kenneth French’s web site at Dartmouth.

Federal Reserve Bank:
The Federal Reserve Bank Reports in WRDS contain three databases collected from Federal Reserve Banks: two of them come from Reports published from the Federal Reserve Board; the other one comes from the Federal Reserve Bank of Philadelphia.
Foreign Exchange Rates (Federal Reserve Board’s H.10 Report). The WRDS FX database is based upon the Federal Reserve Board’s H.10 release and contains Foreign Exchange rates for over 30 world currencies and trade-weighted indices. WRDS carries all of these FX rates in currency units per U.S. dollar (e.g. yen/$ and a few are also available in “inverted form” (e.g. $/pound).

Interest Rates (Federal Reserve Board’s H.15 Report). The WRDS RATES database is based upon the Federal Reserve Board’s H.15 release that contains selected interest rates for U.S. Treasuries and private money market and capital market instruments. All rates are reported in annual terms. Daily figures are for Business days and Monthly figures are averages of Business days unless otherwise noted.

FRB-Philadelphia State Indexes. A set of coincident indexes for the 50 states has been developed at the Federal Reserve Bank of Philadelphia, based on a national coincident index methodology developed by James Stock and Mark Watson. For details and documentation on the development of the state indexes, see Theodore Crone, “Consistent Economic Indexes for the 50 States” Federal Reserve Bank of Philadelphia, Working Paper 02-7, May 2002.

 

Ivy DB Option Metrics:  look below Option Metrics (optionm.)

 

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. 

Markit:
Markit’s pricing and reference data use contributions from global institutions. Markit’s growing set of asset classes is used throughout the industry for mark-to-market, research reference, risk control and forecasting activities. For more information about the international market data vendor http://www.markit.com/en/.

  • Markit CDS Pricing: Provides CDS composite and contributor level data on approximately 2,800 individual entities. Applying a data cleansing process, Markit aggregates marks from sell-side contributors to generate its composite price. The data are provided on a daily basis starting in 2001 (with 810 reference entities) and are available by entity, tier, currency and restructuring clause. 
  • RED (Reference Entity Database): a database of confirmed Reference Entities and their Reference Obligations for use in trading, documenting, and processing credit derivatives transactions. A Reference Entity is an institution, such as a company, a sovereign, a statute-created entity, or a multilateral institution, that has either issued or guaranteed an obligation (a Reference Obligation). These Reference Obligations are typically issuances of debt obligations, but on occasion they may also be non-debt securities (such as preference shares). Pairs of Reference Entities and their associated Reference Obligations (Pairs) form the basis of RED. RED provides a means of linking CUSIP and ISIN to other Markit databases (e.g. CDS) which are identified by the Markit primary id (REDCODE). RED also allows the data user to track CDS reference entities through mergers, de-mergers and other corporate actions.

Mergent FISD (fisd.): The Mergent Fixed Income Securities Database (FISD) for academia is a comprehensive database of publicly-offered U.S. bonds. FISD contains issue details on over 140,000 corporate, corporate MTN (medium term note), supranational, U.S. Agency, and U.S. Treasury debt securities and includes more than 550 data items. FISD provides details on debt issues and the issuers, as well as transactions by insurance companies. It is used to research market trends, deal structures, issuer capital structures and other areas of fixed income debt research.

Option Metrics (Ivy DB OptionMetrics) (optionm.): It is a 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. With Ivy DB OptionMetrics, you'll be able to backtest trading strategies, evaluate risk models, and perform research on all aspects of options investment.
Coverage: Ivy DB OptionMetrics contains data on all US exchange- listed and NASDAQ equities and market indices, as well as all US listed index and equity options, starting from January, 1996.

Philadelphia Stock Exchange (phlx.): PHLX trades more than 2.800 stocks, 740 equity options, 12 sector index options and 100 currency pairs.

Penn World Tables (pwt.): PWT provides national income account-type of variables converted to international prices. The homogenization of national accounts to a common numeraire allows valid comparisons of income among countries.

SEC Order Execution: On November 15, 2000, the SEC adopted new rules aimed at improving public disclosure of order execution and routing practices. As a result of Rule 11Ac1-5, market centers that trade national market system securities must make monthly, electronic disclosures of basic information concerning their quality of executions on a stock-by-stock basis, including how market orders of various sizes are executed relative to the public quotes and information about effective spreads - the spreads actually paid by investors whose orders are routed to a particular market center. In addition, market centers must disclose the extent to which they provide executions at prices better than the public quotes to investors using limit orders.

SNL Financial Institution Groups (FIG) (part of Compustat) content includes comprehensive fundamental coverage of banking institutions and insurance companies. Bank fundamental coverage provides detailed insights into performance analysis, asset quality, regulatory capital, and deposit/loan composition while Insurance fundamentals provide increased insight into investment level details, underwriting analysis, solvency, embedded value, and distribution channels.
The coverage for contains USA data is back to 1981. International bank coverage goes back to at least 2010 with many of the significant institutions in Europe dating to 2005 and Asia-Pacific to 2008. 

Thomson-Reuters Institutional Holdings (13F) Database contains ownership information by institutional managers with $100 million or more in Assets Under Management. The primary source for the institutional holdings data is the 13f form that investment companies and professional money managers are required to file with the SEC on a quarterly basis
(NOTE: this database is avalaible until July 2023)

TRACE: TRACE - Trade Reporting and Compliance Engine is FINRA's over-the-counter (OTC) corporate bond market real-time price dissemination service. Bringing transparency to the corporate bond market, it helps create a level playing field for all market participants by providing comprehensive, real-time access to corporate bond price information.
Introduced in July of 2002, TRACE consolidates transaction data for all eligible corporate bonds - investment grade, high yield and convertible debt. As a result, individual investors and market professionals can access information on 100 percent of OTC activity representing over 99 percent of total U.S. corporate bond market activity in over 30,000 securities.
The TRACE Historical Time and Sales data is available through WRDS. The information collected and disseminated for all publicly traded corporate bonds by TRACE includes the time of execution, price, yield, and volume

FINRA stands for the Financial Industry Regulatory Authority, a non-governmental regulator of the entire securities industry. It was formed in the summer of 2007 from the NYSE and the NASD. For more information see the FINRA web page

WRDS-Reuters Deal Scan: DealScan database contains comprehensive historical information on loan pricing and contracts details, terms, and conditions. It contains detailed terms and conditions on over 240,000 loan transactions.

WRDS - datasets Not Subscribed by CBS

CENTRIS: collects household information on the choice and use of voice, video, data and electronic products and services. It tracks over 75 communications, entertainment and technology areas on a daily basis, at the household level.

CISDM Hedge fund

CSMAR (the China Stock Market & Accounting Research) offers data on the China stock markets and the financial statements of China's listed companies

ComScore: the ComScore panelist-level database captures detailed browsing and buying behaviour by one hundred thousand Internet users across the Uni´ted States

Corporate Library: is a source of comprehensive objective corporate governance, compensation, and critical company information. It contains information on over 3,000 U.S. companies and over 40,000 corporate executives and directors. Access to annual corporate governance datasets from 2001 through 2011

CRSP: there is no access to the Quarterly Update and Monthly Update sections of CRSP as well as no access to Mutual Funds and Ziman REIT.

CRSP Mutual Funds: open-ended U.S. mutual fund data for funds of all investment objectives. Data from 1961- (quarterly updates)

CRSP Ziman REIT: The REIT data series is a unique research resource whose development merges CRSP’s experience in academic-quality financial markets and the collection of real estate data.

Eventus: perform event studies that compute abnormal returns for specific corporate actions or events using data directly from the CRSP stock database

Factset: is a comprehensive global database providing users with a firm foundation for financial analysis. It has data on more than 43,000 companies and history back to 1980. FactSet has added more than 2,000 new dually listed securities and adding nearly 6,000 new securities to the database on a net basis

First Call: The First Call Historical Database, or FCHD, is a history of First Call's Real Time Earnings Estimates. It contains earnings information dating back as far as 1990 on over 9,700 securities including U.S., Canadian and ADR's (American Depository Receipt). (NB! this database will soon be removed from Thomson)

GSIOnline: 1) the Mergers and Acquisitions (M&A) Database from GSIOnline covers change in control transactions, as well as significant acquisitions or sale of assets, equity, subsidiaries or business divisions. 2) the Registration & Prospectus (R&P) Database from GSIOnline covers registration statements (and associated Prospectus if any) by companies making offerings of securities to the public.

GovPX: the GovPX Treasury Benchmark prices are for all active and off-the-run Treasury issues.

Hedge Fund Research (HFR): includes fund-level detail on historical performance and assets, as well as firm characteristics on both the broadest and most influential hedge fund managers.

I/B/E/S - the Institutional Brokers' Estimate System, is a database from Thomson Reuters. It is an historical earnings estimate database containing analyst estimates for more than 20 forecast measures - including EPS (earnings per share), revenue, price targets, EBITDA and pre-tax profits - available on both consensus and detailed levels, covering both U.S. and international companies. The database also includes buy-hold-sell recommendations (access to I/B/E/S data via the financial databases Eikon and Datastream)

Wall Strees earnings forecasts and the consensus data derived from these forecasts for more than 3500 publicly traded companies in the U.S.: earnings per share, revenue, cash flow, long-term growth projections, and stock recommendations. Look here for more information: http://drcwww.uvt.nl/its/voorlichting/handleidingen/datastream/IBESonWRDS.pdf

IHS Global Insight: offers a comprehensive economic coverage of countries, regions and industries available from any source. Their collection of U.S. and international financial, economic and industry data is complimented by more than 225 analysts, researchers and economists whose expertise covers over 120 industries and 200 countries. Data from IMF services and OECD series

IRRC Governance data: provides research and data covering corporate governance in firms included in the S&P 1500 index

ISS (formerly Risk Metrics): provides historical governance data, historical director's data, voting results data, and shareholder proposal Data (RiskMetrics Group Historical Governance and Historical Directors data)
Access to e.g.
ISS Voting Analytics - ISS Recommendations Add-on
ISS Voting Analytics - Company Vote Results Global: U.S. mutual fund voting records for all institutions filing the SEC form N-PX - Global institutions covered by ISS outside SEC U.S. disclosure
You can find more information if you follow this link, https://wrds-www.wharton.upenn.edu/documents/1338/ISS.pdf

KLD: MSCI (formerly KLD Research & Analytics, Inc.) is the leading authority on social research for institutional investors. The DS 400 (the Domini 400 SocialSM Index) is recognized as the first social investment benchmark.

MFLINKS: The MFLINKS tables provide a reliable means to join CRSP Mutual Fund (MFDB) data that covers mutual fund performance, expenses, and related information to equity holdings data in the Thomson Reuters Mutual Fund Ownership data (formerly known as the CDA S12 data).

Nastraq: The NASdaq TRade And Quote database provides intraday trades and quotes for all Nasdaq stocks. There are five different types of data that you can retrieve from NASTRAQ data since January 2004

PACAP:  PACAP Databases contain extensive information on all listed companies from each country's major stock exchange including: daily security prices and returns, capital distributions, financial statements, market indices and returns, and economic statistics.

RentBureau: the largest and most widely used consumer reporting agency (in the United States) designed specifically for the multifamily industry, enabling the industry to report resident's rental payment history directly from property management office.

TAQ, Trade and Quote (taq.): contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX) and NASDAQ National Market System (NMS) and SmallCap issues.

Thomson Reuters:

  • Mutual Fund Holdings - all registered funds filing with the SEC plus 3,000 global funds. Data from 1980.
  • Insider filing data - transaction and holdings information. Data from 1986.

WRDS SEC Analytics Suite: allows you to quickly and easily develop tailored datasets from all SEC filings