Finding Disaggregated Interbank Lending Data Through Institutions

Summary

The document addresses the difficulty of locating transaction-level interbank lending data, where records identify the lending and borrowing banks, amounts, and rates. The questioner had found interest-rate series but wanted disaggregated lending observations, including data related to LIBOR markets or major national banking systems.

The answer offers a search strategy rather than a dataset: contact institutions likely to know where such data are held, including data vendors and relevant industry or international organizations. It draws on the respondent’s experience as a Federal Reserve research analyst and notes that a subscription provider may still be helpful even when it does not carry the requested series. No specific source, coverage, access terms, or dataset is confirmed, so researchers must verify availability directly.

Key ideas

• Transaction-level interbank data may be harder to locate than aggregated interest-rate series.
• Contact institutions with relevant research or data expertise when ordinary searches do not identify a source.
• Data vendors and banking organizations may provide leads even if they do not hold the requested records.
• The response suggests a discovery process but confirms no dataset, coverage, or access conditions.

Tags

# Where can I find data on the interbank lending market?


# Where can I find data on the interbank lending market?












Where can I find disaggregated interbank lending data (i.e. bank A lends to bank B x money at y rate)? I could only find data on interest rates.

I would accept LIBOR market data as well as any national data of a country with an internationally important banking sector.

I also checked some articles on the interbank market, but also faced difficulties finding such sources there. For instance this paper uses data from 1997-2001 on the Portuguese market from the Portuguese Central Bank, which is of lesser interest for me.

## Answer by Joshua Ulrich (score 4)

https://quant.stackexchange.com/a/2920

Per the comments and conversation with Tal in chat, this question is on-topic. Therefore, I'll formally take a stab at answering it.

I had to deal with requests like this when I was a research analyst at the Federal Reserve. If you can't find anything via internet searches, the best thing to do is call institutions that may know where to find the data.

We had a subscription to Haver Analytics and they were always very helpful even if they didn't have the data. You might also try contacting the BBA and/or the BIS.

Even though this technically doesn't answer your question, I hope it helps you find the data you're looking for.

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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.