This dataset includes the dollar amounts of liquidity created by virtually every bank in the U.S. from 1993-2003 calculated using our four liquidity creation measures (our preferred “cat fat” measure, “cat nonfat”, “mat fat” and “mat nonfat”), plus several alternative specifications used in our robustness checks. 

The dataset also includes each bank’s identifier, name, and a few common measures of bank size such as total assets, total deposits, and total loans.

Please cite the following paper when using this dataset: Berger, Allen N., and Christa H.S. Bouwman, 2008, “Bank Liquidity Creation”, Review of Financial Studies, forthcoming.