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.
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.
SNL will be removed from WRDS at the end of 2024.
When you log into 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 website (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.
In the brackets, you find the WRDS code for the databases.
Audit Analytics Europe: covers public companies listed on European exchanges (EEA - the European Economic Area (EU and EFTA), Switzerland, and the 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
The Europe module tracks data on public companies with equity listed on EEA, UK, and Swiss regulated exchanges and public companies with equity listed on select EEA and UK unregulated exchanges.
A powerful web-based tool allowing researchers to calculate stocks’ loading on various risk factors in a timely way.
This dataset contains standardized data for blockholders of 1,913 companies. Blockholders' data is reported by a firm for the period 1996-2001 (blockholder definition: the owner of a large amount of a company's shares and/or bonds).
Contains extensive data on publicly listed companies 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.
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.
Standard & Poor's Compustat is a database with 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, dividends, and earnings. We don't have access to all the datasets in Compustat. For more information on Compustat look for their homepage.
Compustat is grouped into several sections: Compustat, Capital IQ, Compustat Quarterly Updates, Other Compustat, Legacy Compustat.
At the moment, CBS subscribes to these Compustat datasets in Compustat: North America and Global Company Financial Backdata, Bank Company Financials and Global Vantage.
Compustat:
Compustat Quarterly Updates:
Capital IQ:
No access to the following Capital IQ's datasets: Key developments, Identifiers and People Intelligence
Other Compustat:
It maintains the most comprehensive collection of security prices, returns, 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 a subscription to:
(Note! No access to CRSP monthly update. And no access to CRSP Mutual Funds and Ziman REIT)
Provides CUSIP numbers (unique identifiers of financial instruments), standardized descriptions and additional data attributes for over 5 million corporate, municipal and government securities offered in North America.
This 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 worldwide. 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/).
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 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 Average 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.
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).
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 commercial 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 website at Dartmouth.
The Federal Reserve Bank Reports in WRDS contain three databases collected from Federal Reserve Banks: two of them come from Reports published by 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.
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’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/.
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.
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.
PHLX trades more than 2.800 stocks, 740 equity options, 12 sector index options and 100 currency pairs.
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.
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 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.
Contents include 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.
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 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.
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.
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 the ORBIS company database).
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 the ORBIS company database,
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.
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/Refinitiv:
WRDS SEC Analytics Suite: allows you to quickly and easily develop tailored datasets from all SEC filings