Stress Testing 01: Creating the Dataset

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  • Опубліковано 31 січ 2025

КОМЕНТАРІ • 11

  • @amalhafiane7937
    @amalhafiane7937 3 роки тому

    Thank you! But where did you find the dataset regarding the quartely loan loss information ?

  • @pyb6675
    @pyb6675 2 роки тому

    Hi Litt Data!! Can i ask you where is Total Charge off chart??? I can't find it. I mean excel file named of "Bank data"

  • @lorenzodeleon6804
    @lorenzodeleon6804 2 роки тому

    Hi there, im currently doing my dissertation and this is really useful. I wanted to ask if you know by any chance where i can find the historical data of charge-offs for JP morgan chase?

    • @LittEconomics
      @LittEconomics  2 роки тому +1

      Hi Lorenzo - I'm glad you're finding it helpful. This probably isn't the most efficient way of doing it but you can find that info here:
      For Chase or any bank, you can find charge-offs at the following link:
      www7.fdic.gov/idasp/advSearchLanding.asp
      Type in "Chase" for the institution name and select it from the list (you could also use the FDIC Cert #628). In the next section, select "Income and Expense" in the ID Report Selections dropdown. You can then click into "Net Charge-offs" to find total charge-offs or charge-offs by loan category. I would advise you not to use Net Charge-Offs because these are total COs minus recoveries and I imagine you're probably interested in just the charge-offs themselves.
      If you dig around the FDIC website, you may be able to find that data in a time series, but you can click through different quarters from that report. Hope that helps!

    • @lorenzodeleon6804
      @lorenzodeleon6804 2 роки тому +1

      @@LittEconomics Thank you for responding! That’s right, I am just looking for the total charge-offs for JP for each quarter dating back to 2000 as I am conducting a stress test of JP similar to what you have done with Keybank which is why I am taking the exact process you are doing in your videos.

  • @user-yb6tk1ru6x
    @user-yb6tk1ru6x 4 роки тому

    Hmmmm... I've always found them to be referred to a write offs. How strange.

    • @LittEconomics
      @LittEconomics  3 роки тому

      Yep! Interchangeable terms - the bank where I used to work referred to them as charge-offs but it's fine to use either!

  • @liamwildes
    @liamwildes 6 років тому

    Curious, where did you get the banks' charge offs historical data? And do you have a link for more historical data sets for banks?

    • @WadeLitt
      @WadeLitt 6 років тому +1

      There is a giant regulatory database of commercial bank balance sheet and income statement data available that can be found from the FFIEC at the following link: cdr.ffiec.gov/public/

    • @adibyaserahmed9684
      @adibyaserahmed9684 7 місяців тому

      @@WadeLitt Hey man, the date range will gives us 4 periods at a time plus it's on a pdf. Any chance there's a better way to retrieve it?

  • @adibyaserahmed9684
    @adibyaserahmed9684 7 місяців тому

    Hey man, where's the dataset