Department of Finance

Financial Data

The Department of Finance offers access to high-quality financial databases for research and teaching purposes

DATABASE RESOURCES AVAILABLE AT THE DEPARTMENT OF FINANCE

Please see the overview of available research databases here.

Account data Denmark
Financial accounts and accounts analysis models of listed Danish companies.
Access: Account data Denmark at CBS Library here.

Bankscope
Information on worldwide banking and financial markets. Comprises 30.000 banks.
Access:  Bankscope at CBS Library here

Bloomberg
Global financial market data and news. The Bloomberg terminal is an integrated platform providing access to price quotes, financial market and trade data, news, and more.
Access: the Department of Finance has three Bloomberg terminals - Mads Stenbo Nielsen is contact person. CBS students have access through the Bloomberg terminals in the CBS library.

CME / CBOT
Data contains intra day time and sales quotes, bids, asks, volumes, and transacted prices for futures and options (puts and calls all outstanding) on the 2, 5, 10 and 30 year Treasury futures contracts (all outstanding) and S&P E-mini futures contract (all outstanding)
Access: Only for Department of Finance faculty and PhD students. Contact Paul Whelan for details.

Compustat
Fundamental and market information on publicly held companies. It consists of Compustat North America, Compustat Global and Compustat Emerging Markets.
Access:  WRDS

Creditflux CLO-I
CLO-I contains information about Collateralized Loan Obligations (CLOs) which are gathered from trustee reports and mapped bond and loan issuers.
Access: For all CBS faculty and students. Contact Julie de Molade for access.

CRSP
The Center for Research in Security Prices (CRSP) maintains a comprehensive collection of security price, return, and volume data for the NYSE, AMEX and NASDAQ stock markets. It consists of the US Stock Database, the Indices Database, US Treasury and Inflation Series, Mutual Funds, The CRSP/Compustat Merged Database and the CRSP/Ziman Real Estate Data Series.
Access:  WRDS

Datastream
Current and historical financial and economic information, including data on stocks, bonds, derivatives, currencies, trusts, and macroeconomic issues.
Access: Through the Datastream application which must be installed on the computer. Datastream can also be accessed through an Excel plugin. For students Datastream is available in the Learning Ressource Center in the CBS Library

eMAXX
Quaterly corporate bond portfolio holdings for US insurance companies, mutual funds, and pension funds. The data are on a portfolio level within each institution and run from 2002 to 2011.
Access: Only for Department of Finance faculty and PhD students. Contact Jens Dick-Nielsen

Eurofidai
Stock data, stock index data, exchange rates mutual fund data and corporate events from Europe, Asia, Pacific and the Middle East.
Access: https://www.eurofidai.org/ (data access is password protected). Contact Julie de Molade to aquire access to this database

Execucomp
Tracks executive compensation in S&P 1000 firms.  Top executives' salary, bonus, and stock option data.
Access:  WRDS. Under Compustat Quarterly Updates.

Factiva
Business information from 1.200 newspapers, 6.500 journals and trade magazines, and 350 news agencies as well as financial information about 23.000 listed companies worldwide. Covers 118 countries and 22 languages.
Access: Factiva at CBS Library here.

Finanswatch
FinansWatch contains different kinds of news about financial sector people and companies, including profiles, interviews, career information etc in Danish. The articles are targeted at the sector itself and are written from a specifically Danish perspective.
Access: http://finanswatch.dk/

I/B/E/S
The Institutional Brokers’ Estimate System covers individual analysts’ forecasts of earnings, dividends etc. for most publicly traded US companies and for a selection of non-US companies.
Access: DataStream (consensus). We do not currently subscribe to the individual estimates. Faculty members or PhD students can contact Julie de Molade if they are interested in resubscription.

ICAP/Broker Tec
Data contains repo rates for different collateral starting in 2000 and ending in 2015.
Access: Only for Department of Finance faculty and PhD students. Contact Gyuri Venter for more information

Investext data / Research Reports
Investment and brokerage reports and analyses covering companies, industries, and commodities worldwide.
Access: Thomson One Banker

ISSM
Tick-by-tick data covering NYSE and AMEX between 1983 and 1992, and NASDAQ between 1987 and 1992.
Access:  WRDS

Markit
Markit’s single-name and index CDS pricing and reference data use contributions from global institutions. Markit’s growing set of asset classes is used throughout the industry for mark-to-market, research reference, risk control and forecasting activities.
Access:  WRDS

Markit Index
Access: Only for Department of Finance faculty and PhD students. Contact Sven Klingler or Mads Stenbo Nielsen.

Mergent FISD
The Mergent Fixed Income Securities Database (FISD) is a comprehensive database of publicly-offered U.S. bonds.
Access: WRDS

OptionMetrics
OptionMetrics is a comprehensive source of historical price and implied volatility data divided in two databases. The IvyDB Database contains historical prices and options for US equity and the index option market and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities. Historical data are available from January 1996 until December 2015. Similarly, the IvyDB Europe database contains historical prices and options on European equities and indices from all mayor European exchanges. Historical data are available from January 2002 until December 2015.
Access: WRDS

Orbis
Company database comprising information about more than 65 million companies worldwide, including 241.000 Danish companies. Also covers the banking and insurance sectors.
Access: Orbis at CBS Library here.

Risk.net
Financial Risk Management news and analyses, including risk management, derivatives, and complex financial products.
Access: http://www.risk.net/ (campus only)

SDC Platinum Deals Module
The deals module consists of the Mergers & Acquisitions database and the New Issues database. The databases contain information on new equity and bond issues, M&A, syndicated loans, private equity, project finance, corporate governance and shareholder activism.
Access. Thomson One Banker

S&P Capital IQ, Capital Structure
The database provides extensive data on debt capital structure for over 60,000 global public and private companies and equity capital structure data on over 80,000 active and inactive companies worldwide.
Access: WRDS

TAQ
The Trade and Quote (TAQ) database contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as Nasdaq National Market System (NMS) and Small Cap issues.
Access: PDF iconAccess to TAQ database.

Thompson Reuters Dealscan
The database contains detailed historical information on the structure of corporate loans and credit lines for US and European firms. The database covers more than 240,000 syndicated loans.
Access:  WRDS

Thomson One Banker
Access to company financials, stock prices, revenues, ownership and M&A data, stock exchange notifications, annual reports, news and events, "peer-analysis" etc.
Access: Thomson One Banker at CBS Library here. For Investext reports use the Research module. For M&A / Deals (SDC): Select Screening & Analysis followed by Deal & League Tables.

Trace
Trace captures and disseminates consolidated information on secondary market transactions in publicly traded TRACE-eligible securities (investment grade, high yield and convertible corporate debt) - representing all over-the-counter market activity in these bonds. Trace Historical Time and Sales data is available with 18 month lag and contain more information on time of execution, price, yield, and volume.
Access: WRDS

Worldscope
The database offers fundamental financial and non-financial annual/interim data on most major companies around the world. The subscription covers the full version of Worldscope.
Access: DataStream

WRDS
Wharton Research Data Services (WRDS) is a data research platform used to access financial databases from several data providers. CBS subscribes to a number of WRDS databases including those listed on this page.
Access: http://wrds-web.wharton.upenn.edu/wrds/index.cfm (data access is password protected)

Zephyr
Zephyr contains information about corporate mergers and acquisitions (M&A), initial public offerings (IPO), private equity, and venture capital deals.
Access: Zephyr at CBS Library here.

 

For more information, please see the Library's overview of electronic resources. The link can be found in the right-hand corner above.

The page was last edited by: Department of Finance // 04/20/2017