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BankHoldingCompanyData

BankHoldingCompanyData

I wrote this python script to help download data from the Chicago Federal reserve, specifically from Reporting Form FR Y-9C.

The script processes the data for all years (if you want to), and then merges the files. It creates STATA output, a CSV file, and it can send the data to MYSQL.

See this page for the source of the data:

https://www.chicagofed.org/banking/financial-institution-reports/bhc-data

PYTHON The script relies on pandas for python. Please update pandas to the latest version.

INPUTS: Please run the curl script and unzip the files in the folder where the python script resides is.

Make sure the "vars.pl"" script and the "Micro Data Reference Manual.html" are in the folder where your python script resides.

The python script uses two input files:

  1. One csv file with the variable names that you want, see the example csv file (bhc_vars.csv).

  2. One csv file with the bhcf files that you want to process (3banks.csv).

OUTPUTS: The python script produces various outputs:

panelfile. csv

banks.csv*

variables.csv*

panelfile.dta (for STATA)*

MYSQL data*

*These you can elect to switch off, see below.

Particulars:

For MySQL you need to rehash your MySQL password, and feed the script the hashed password, see: http://stackoverflow.com/questions/157938/hiding-a-password-in-a-python-script

See for variable names of the FR Y-9C forms: http://www.federalreserve.gov/apps/mdrm/data-dictionary

HOW TO RUN:

You can run the script without any parameters, it will then rely on the default vales, see below.

Else you can specify your own settings.

NOTE: the default is NOT to send data to MySql.

USAGE:

Merge_BHC_files.py [-h] [--pad PAD] [--bank_out_file BANK_OUT_FILE] [--var_out_file VAR_OUT_FILE] [--panelfile PANELFILE] [--vars_in_file VARS_IN_FILE] [--filesfile FILESFILE] [--statafile STATAFILE] [--add2db ADD2DB] [--user USER] [--password PASSWORD] [--host HOST]

Optional arguments: -h, --help Show this help message and exit

--pad PAD Set path of your files.

--bank_out_file BANK_OUT_FILE Set file name for banks output file. Enter 0 if not required. Default is "banks.csv".

--var_out_file VAR_OUT_FILE Set file name for variables output file. Enter 0 if not required. Default is "variables.csv".

--panelfile PANELFILE Set file name for panel file. Default is "panelfile.csv".

--vars_in_file VARS_IN_FILE Set file name for variables input file. Default is "bhc_vars.csv".

--filesfile FILESFILE Set file name for files input file. Default is "3banks.csv".

--statafile STATAFILE Set file name for stata output. Enter 0 if not required. Default is "panelfile.dta".

--add2db ADD2DB Tell me if to output to mysql (1=yes, 2=no). Default is "0".

--user USER The MySQL login username. Default is "root".

--password PASSWORD The MySQL hashed login password, see http://stackoverflow.com/questions/157938/hiding-a-password-in-a-python-script

--host HOST The MySQL host. Default is "localhost".