Compustat Bank¶

Overview¶

Compustat Bank provides fundamental financial data specifically for banks and financial institutions in North America. Bank financial statements follow a different structure than non-financial companies (e.g., interest income vs. revenue, loan loss provisions, regulatory capital ratios), which is why they have a dedicated database.

What you can find here:

Bank income statement data: interest income/expense, net interest margin, provision for loan losses, non-interest income
Bank balance sheet data: total loans, deposits, securities, tier 1 capital, risk-weighted assets
Regulatory ratios: capital adequacy ratios, leverage ratios
Annual and quarterly financial data
Bank identifiers: GVKEY, company name, ticker

WRDS Access¶

WRDS web interface: Compustat Bank Daily
WRDS product name: comp_bank_daily
Python API library: bank
Update frequency: Daily
Data dictionary: Link

Key Tables¶

Core Financial Data¶

Table	Description	Use case
`bank_funda`	Bank Annual File	Annual financial statements for banks — the main table for bank fundamentals
`bank_fundq`	Bank Quarterly File	Quarterly financial statements for banks

Identifiers & Names¶

Table	Description	Use case
`bank_names`	Name File	Bank identifiers and names (annual)
`bank_namesq`	Name File	Bank identifiers and names (quarterly)

Detailed Item-Level Data¶

Table	Description
`bank_afnd1`	Bank Annual Item (A–L)
`bank_afnd2`	Bank Annual Item (M–Z)
`bank_ifndq`	Bank Interim Quarterly Item
`bank_ifndytd`	Bank Interim Year-to-Date Item

Descriptors & Metadata¶

Table	Description
`bank_adesind`	Bank Annual Descriptor
`bank_idesind`	Bank Interim Descriptor
`bank_aacctchg`	Bank Annual Accounting Adoption
`bank_iacctchg`	Bank Interim Accounting Adoption

Data Codes & Footnotes¶

Table	Description
`bank_afnddc1`	Bank Annual Data Code (A–L)
`bank_afnddc2`	Bank Annual Data Code (M–Z)
`bank_afntind`	Bank Annual Footnote
`bank_funda_fncd`	Bank Annual Footnote and Data Code File
`bank_fundq_fncd`	Bank Interim Quarterly Footnote and Data Code Items
`bank_ifntq`	Bank Interim Quarterly Footnote
`bank_ifntytd`	Bank Interim Year-to-Date Footnote

Example: Querying Bank Fundamentals¶

import wrds
conn = wrds.Connection()

# List available tables
conn.list_tables(library='bank')

# Get annual bank data
bank_data = conn.raw_sql("""
    SELECT gvkey, datadate, bhck2170 AS total_assets, bhck4340 AS net_income
    FROM bank.bank_funda
    WHERE datadate >= '2019-01-01'
""", date_cols=['datadate'])

For more examples, see the Python API notebook.