Links to Data Sources:
Marshall Library Electronic Resources
Company, industry, and economic data bases and searchable sources of text data, available only to students registered at USC.
Ohio State University Virtual Finance Library
Extremely useful website which provides many links to financial data sources. Particularly useful are the links to thousands of financial firm home pages, including commercial and investment banks, insurance companies, securities firms, and others.
Board of Governors of the Federal Reserve System, press releases, publications and research. Included are a great deal of data sources and search engines geared to financial market research. Students for this course will find the following especially useful:
(2) Federal Reserve Systems publications
(3) Instruments of the Money Market (FRB Richmond)
The Twelve Federal Reserve Banks
Each Federal Reserve Bank has its own publication, usually concentrating on some specific aspect of economic policy and specific regional problems, and produces statistics on bank operations and economic data in its region.
Federal Deposit Insurance Corporation (FDIC)
The FDIC reports both balance sheet and income statement information for insured banks and thrifts in the aggregate for each state and various other data items, like number of branches, classified by other regional definitions (e.g. counties).
Federal Financial Institutions Examination Council (FFIEC)
The FFIEC has its own repository of information as part of its role in coordinating examinations of financial institutions. The FFIEC website provides access to its own data as well as a good list of links to other useful data sources (some already mentioned above).
The Wharton Data Base is made available to the USC Marshall School as part of a consortium of better research-oriented universities. You can download stock market price and return data from the University of Chicago's famous Center for Research in Securities Prices (CRSP) data base, from the most widely used data-base on corporate financial data from annual reports and 10-Ks, Standard and Poor's Compustat data, and other sources (e.g. Federal Deposit Insurance Corporation (FDIC) and so on.
A former unit of J. P. Morgan, RiskMetrics Group has developed some widely used and endorsed risk management tools. This link to its website can be used to download many of its product descriptions without charge.
Bond Information and Economic Data
Three websites provide information on prices and yields of Treasury, corporate, foreign, and other bonds. A fourth is the source of historical data on a variety of interest rates.
(a) Bloomberg L.P is a well-known financial data news service whose founder is now mayor of New York City
(b) The NASD Trace system provides last trade information on a large number of corporate bonds and is the easiest source of last trade information to use. Coverage is was expanded in March, 2003, from 500 to around 4,200 corporations accounting for around 75% of the dollar volume of daily corporate bond trading
(c) BondsOnline is a service providing data on corporate bond spreads over U.S. Treasury securities by risk classification and also sometimes providing prices for individual corporate bonds and a search engine for locating bonds satisfying criteria (like industry, maturity, risk classification, etc.)
(d) FRED is a database maintained by the Federal Reserve Bank of Saint Louis with many historical series including U.S Treasury rates on selected maturities for past dates (useful in pricing bonds for a given date in the past)