Databases

Wharton Interface

Wharton Interface allows access through a unitary surface.

The Department of Banking and Finance and the University of Zurich subscribe to the following licences: WRDS -- DBF Subscriptions (PDF, 99 KB)

Not subscribed are the following databases: WRDS -- DBF Not subscribed (PDF, 90 KB)

Licences provided by others than the Department of Banking and Finance and the University of Zurich:

  • Compustat: accounting data of US firms as well as of companies worldwide. The data reach far back and are available as quarterly and yearly data (provided by the Swiss Finance Institute)
  • Execucomp: remuneration of managers at stock exchange quoted companies in the US (provided by the Swiss Finance Institute) 
  • IBES: analysts’ forecasts (provided by the Swiss Finance Institute)
  • Thomson Reuters 13F and Insider Data: Share transactions by company insiders and investment firms from the USA (provided by the Swiss Finance Institute)
  • S&P Global: Capital IQ Key Developments Database (provided by the Department of Business Administration)

PhD students, senior assistants and professors (who are either matriculated or employed at the University of Zurich) as well as students writing a thesis or papers with a UZH-professor can obtain a personal account to the Wharton Interface. With such an account Wharton Databases can be accessed through the Internet from anywhere.

Register for a WRDS Account

If you have any questions, please contact the WRDS Representative of the Department of Banking and Finance by email: wrds@bf.uzh.ch

Bloomberg

Bloomberg contains the following data:

  • Stock prices
  • Accounting data
  • Bond prices
  • Indices
  • Commodities
  • Option prices
  • Interest rates 
  • Exchange rates
  • Macroeconomic data

This database can be accessed in the "Bibliothek für Betriebswirtschaft" at the University of Zurich. Data can be loaded with a plug-in for Microsoft Excel or viewed via the Bloomberg mask.

Please note that Bloomberg has a monthly limit for downloading data to Excel. Once a terminal reaches the limit, no more data can be downloaded for the rest of the month.

Access is available for students of the University of Zurich only.

Unfortunately, it is not possible for us to offer an introduction in the use of Bloomberg. However, Bloomberg offers help over a chat. With a double click on the help button (on the key-board) the chat can be activated.

CCRS-DBF Risk Factors Database

The data available on this website are compiled by researchers at the Center for Corporate Responsibility and Sustainability at the University of Zurich (CCRS) in cooperation with the Department of Banking and Finance of the University of Zurich (DBF) and the Center of Economic Research at ETH Zurich (CER-ETH). To construct this dataset we received support of the Zurich Cantonal Bank (ZKB), the Swiss National Science Foundation (SNSF) as well as the Commission for Technology and Innovation (CTI).

Peter S. Schmidt, Urs Von Arx, Andreas Schrimpf, Alexander F. Wagner and Andreas Ziegler: “On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications”, 2017.

The current version of this paper is available here.

Note that the data actually provided might be different to the data described in the paper as some improvements have been made to the methodology. However, the basic approach is the same. In case of doubt the descriptions provided in the description file online are valid.

Disclaimer: While we have taken considerable care in the preparation of the data and related materials, we can assume no responsibility or liability for any injury, loss or damage incurred as a result of any use or reliance upon the information and material downloaded from these pages.

By downloading and using the data, you agree to these conditions of use.

Download

Risk Factor Database (June 2014) (ZIP, 2507 KB)

Swiss Risk Factors (up to 2017) (ZIP, 109 KB)

Datastream

Datastream contains the following data:

  • Stock prices
  • Accounting data
  • Bond prices
  • Indices
  • Commodities
  • Option prices
  • Interest rates
  • Exchange rates
  • Macroeconomic data

This database can be accessed in the "Bibliothek für Betriebswirtschaft" at the University of Zurich. Data can be loaded with a plug-in for Microsoft Excel.

Access is available for students of the University of Zurich only.

Unfortunately, it is not possible for us to offer an introduction in the use of Datastream. However, tutorials can be found here: https://training.thomsonreuters.com/datastream/.

Thomson Reuters Eikon

Eikon contains the following data:

  • Stock prices
  • Accounting data
  • Bond prices
  • Indices
  • Commodities
  • Option prices
  • Interest rates
  • Exchange rates
  • Macroeconomic data
  • Credit Ratings

This database can be accessed in the "Bibliothek für Betriebswirtschaft" at the University of Zurich. Data can be loaded with a plug-in for Microsoft Excel or viewed via the Eikon mask.

Access is available for students of the University of Zurich only.

Unfortunately, it is not possible for us to offer an introduction in the use of Eikon. However, tutorials can be found here: https://training.thomsonreuters.com/eikon/.

SDC Platinum

This database is standard for information on new issues, M&A, syndicated loans, private equity, project finance, poison pills, and more. It includes, for example:

  • Worldwide mergers, acquisitions and alliances
  • Global issues
  • Worldwide syndicated loans
  • Poison Pills

This database can be accessed in the "Bibliothek für Betriebswirtschaft" at the University of Zurich.

Access is available for students of the University of Zurich only.

SNL Database

IMPORTANT: The Department of Banking and Finance has not renewed the SNL database contract, it will end on November 9th 2019.

The subscription to SNL includes data on news, company profiles, events calendar, industry and market, M&A, credit ratings, analyst estimates and more. SNL also allows you to download data from the SNL database into a Microsoft Excel® spreadsheet through the SNLxl tool. The data covers

  • Financial Institutions (U.S./Canada)
  • Banking and Insurance (Europe)
  • Banking (Asia-Pacific)
  • Banking (Latin America)
  • Banking (Middle East and Africa)

Access to the SNL database is available for professors, staff and students of the University of Zurich through the university email credentials. The access, however, is restricted to use on the university campus. To sign up as a user of the platform, go to https://www.snl.com/Interactivex and click "New User Sign Up". There you register with your university email address and subsequently complete a short form verifying your contact details.

Fitch Connect

Fitch Connect offers a comprehensive collection of bank financial filings and is a replacement source for Bankscope. It also offers, among other things, historical credit ratings.

There is a limited amount of accounts that the University of Zurich is entitled to. If you would like to open an account for the duration of your research project, please email your request to databases@bf.uzh.ch. Accounts are limited to PhD students, senior research associates as well as professors affiliated with the Department of Banking and Finance. The data can be loaded with a plug-in for Microsoft Excel.

Orbis

The Department of Banking and Finance has access to Bureau Van Dijk's Orbis database through University of Zurich and the Main Library/Central Library.

The brochure and Bureau Van Dijk's Webpage give useful information on what kind of data Orbis covers and how the database can be used. 

Orbis is accessible either through Central Library's webpage or the Databases UBFB.

A number of legal aspects must be considered for the use of the databases (these rules can vary according to the supplier).

Issues to be followed:

  • Data which is used within a piece of work must contain the name of the respective Database. When using Wharton Interface, also “Department of Banking and Finance” is to be cited. 
  • An example for Optionmetrics: "the Authors acknowledge the data from Optionmetrics which were obtained through Wharton Research Data Services (WRDS) and sponsored by the Department of Banking and Finance of the University of Zurich."
  • All Databases may be used by entitled users only. The various suppliers apply different rules.
  • Raw data material from the databases may only be published after permission by the supplier.
  • No data may be passed on to third parties.
  • Account details (login and password) not be passed on to any third party which also applies to co-authors!
  • Any commercial use of data is strictly prohibited (including private trading). Only academic use of the data is allowed.
  • The suppliers are not liable for the accuracy of their data.
  • For CRSO data furthermore applies:
  • Any approved publication or dissemination (including by electronic means or in any other form) by Subscriber or its employees or consultants of the data contained within or information derived from the Data Files shall contain attribution to CRSP® and shall bear the words "Source: CRSP®, Center for Research in Security Prices. Graduate School of Business, University of Chicago. Used with permission. All rights reserved. crsp.uchicago.edu"
  • This being the case, if you are going to use raw data in your paper you would need to submit this to CRSP first and obtain their approval. If you are just summarizing results from your research using the CRSP database, you can use the wording listed above. Once this is published you can send a copy to Matthew Frego (Matthew.Frego@crsp.ChicagoGSB.edu) and we will keep this in our files.