Related Exposures to Distressed Borrowers and Bank Lending

Description

These datasets are the base of all figures and tables in the paper.

Steps to reproduce

Datasets: - `balance sheet.dta'- Balance sheet of banks - `Bank equity data appended.dta'- Bank share prices and cds spreads - `bank_cost_monthly.dta' - Cost of funds of banks. - `bank_equity_components_month.dta'- Detailed equity component of bank balance sheet. - `cds_cleaned.dta'- CDS spreads of energy producers - `cds_mex_cleaned.dta'- Mexican cds spreads (e.g. sovereign financial nonfinancial, Pemex) - `cleaned_r04_data.dta' - Pseudo Loan-level data including firm-level variables - `energy firms stock prices - cleaned.dta'- Stock prices of major LatAm energy firms (e.g., Petrobras, YPF) - `energy prices mexico - cleaned.dta'- Retail energy prices in Mexico - `energy_firms_CapitalIQ.dta' - Global energy firms - `exposure_muni.dta"- Energy exposure of municipality - `exposure_state.dta"- Energy exposure of state - `gdpindex_states_cleaned.dta'- Gdp and employment of states - `GovExp_NAICS - Belo cleaned.dta'- Sectoral dependence on government spending - `import share.dta'- Share of imports at sectoral level - `oil prices cleaned - month.dta'- Oil prices monthly - `oil prices cleaned - quarter.dta'- Oil prices quarterly - `regions - cleaned.dta'- Regions of country - `sectors serving energy.dta'- Sectors serving energy sector - `tradable_sectors.dta'- Tradable sectors

Institutions

• Federal Reserve Board

  DC, Washington

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