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Financial & Economic Essentials

Economic indicators including inflation, unemployment, interest rates, and bank data from the FDIC, FRED, FFIEC, CFPB, BLS, and BIS
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Overview

This product includes macroeconomic indicators and banking sector data to give users a view of the current state of the financial industry.
Example topics covered:
  • Macroeconomic variables such as GDP, unemployment, housing starts, inflation, monthly state-level retail sales
  • Financial variables such as interest rates, default rates
  • Foreign exchange currency pairs
  • Banking sector data such as deposits, insurance, complaints by financial institution
Financial & Economic Essentials combines data sourced from Federal Reserve Economic Data (FRED), Federal Deposit Insurance Corporation (FDIC), Federal Financial Institutions Examination Council (FFIEC), the Bank for International Settlements (BIS), Bureau of Labor Statistics (BLS), Consumer Financial Protection Bureau (CFPB), and various Central Banks.

Key attributes

Geographic Coverage
Global, although US is primary focus, data is at the national, state, and CBSA levels
Entities Covered
Geographic, Financial Institution
Time Granularity
Various, depending on source; the majority of the data is monthly, quarterly, or annual.
Release Frequency
Depending on source; see table below​
History
Depending on source

Description

All Cybersyn products follow the EAV (entity, attributes, value) model with a unified schema. Entities are tangible objects (e.g. geography, company). Entities may have characteristics (i.e. descriptors of the entity) in an index table and values (i.e. statistics, measure) in a timeseries table. Data is joinable across all Cybersyn products that have a GEO_ID. Refer to Cybersyn Concepts for more details.
FRED, published by the St. Louis Federal Reserve, includes information aggregated from various government sources. This aggregate data features various economic metrics such as monthly state-level retail sales, foreign exchange rates, and industrial production as well as, financial-institution-specific data (e.g. flow of deposits for small and large banks, total bank liabilities, outstanding balance of commercial real estate loans). This product also includes central bank monetary policy rates from Brazil, Canada, England, Mexico, and Japan in the FRED table for ease of comparison with the Federal Funds Effective Rate.
The Bureau of Labor Statistics (BLS) publishes the Consumer Price Index (CPI), Average Prices (AP), Job Openings and Labor Turnover Survey (JOLTS), State and Metro Area Employment , Hours, & Earnings (SAE), and Local Area Unemployment Statistics (LAUS).
The FDIC publishes metadata about active and inactive banks including locations, charter types, and regulator information. The FDIC also publishes comprehensive historical financial data for individual banks going back to 1984 - including total assets, FDIC-insured deposits, and return on equity.
The Summary of Deposits (SOD) from the FDIC is an annual survey, capturing branch-level deposits as of June 30 for all FDIC-insured institutions, including U.S. branches of foreign banks.
The FFIEC data includes detailed location data and time series data for branch openings and closings.
The CFPB publishes the Consumer Complaints Database that provides complaint information for companies by product category, receipt, and company response timeliness by consumer’s zip code and state. The data is updated daily and dates back to Dec 1, 2011.
The Bank for International Settlements (BIS) is an international financial institution owned by 60+ central banks that represent countries accounting for ~95% of global GDP. As part of its mission is to support international monetary and financial cooperation, the BIS acts as a bank for central banks across the world. This product includes BIS data on residential property prices, central bank policy rates, consumer price indicators, and assets and liabilities of internationally active banks. Bank balance sheet data includes credit to the non-financial sector as well as the geographical and currency composition.
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Data Dictionary

Data Sources and Release Frequency

As with all Public Domain datasets, Cybersyn aims to release data on Snowflake Marketplace as soon as the underlying source releases new data. We check periodically for changes to the underlying source and, upon detecting a change, propagate the data to Snowflake Marketplace immediately. See our release process for more details.
Table Names
Source
Source Schedule
BUREAU_OF_LABOR_STATISTICS_EMPLOYMENT_ATTRIBUTES
BUREAU_OF_LABOR_STATISTICS_EMPLOYMENT_TIMESERIES
BUREAU_OF_LABOR_STATISTICS_PRICE_ATTRIBUTES
BUREAU_OF_LABOR_STATISTICS_PRICE_TIMESERIES
​BLS​ ​
Each timeseries is subject to its own release calendar available on the BLS website.
FINANCIAL_BRANCH_ENTITIES
​FFIEC​
FFIEC updates weekdays between 8:00-9:00am ET
FINANCIAL_CFPB_COMPLAINT
​CFPB​
CFPB updates data daily, although not consistently.
FINANCIAL_FRED_ATTRIBUTES FINANCIAL_FRED_TIMESERIES FINANCIAL_FRED_VARIABLE_SERIES_ID_CROSSWALK
​FRED & various Central Banks
FRED is an aggregator that sources data from individual agencies. FRED summarizes release calendars from underlying sources here.
FINANCIAL_INSTITUTION_ATTRIBUTES FINANCIAL_INSTITUTION_ENTITIES FINANCIAL_INSTITUTION_EVENTS FINANCIAL_INSTITUTION_HIERARCHY FINANCIAL_INSTITUTION_TIMESERIES
The FDIC does not publish a schedule for BankSuite but does seem to update data daily.
FDIC_BRANCH_LOCATIONS_INDEX
The FDIC does not publish a schedule for BankSuite but does seem to update data daily.
FDIC_SUMMARY_OF_DEPOSITS_ATTRIBUTES FDIC_SUMMARY_OF_DEPOSITS_TIMESERIES
Mid-September, annually. Details here.
BANK_FOR_INTERNATIONAL_SETTLEMENTS_ATTRIBUTES BANK_FOR_INTERNATIONAL_SETTLEMENTS_TIMESERIES
​BIS​
Varies based on the data series, most are monthly or quarterly
FX_RATES_TIMESERIES
​ECB for daily data, Bank for International Settlements (BIS) for additional daily data, FRED for historical data
ECB updates the FX rates at 10:00am ET; BIS updates on a weekly basis midweek
GEOGRAPHY_HIERARCHY GEOGRAPHY_INDEX GEOGRAPHY_OVERLAPS GEOGRAPHY_RELATIONSHIPS
Data Commons is an aggregator of government data sources. Release calendars vary by underlying source.
The US Census Bureau publishes datasets about the US people and it’s economy, release schedules vary by dataset.

Notes & Methodology

Restatements

The timeseries tables, by default, contain the latest published version of all releases. In the future, we will maintain point-in-time pre-restatement values.

Source combination

In some instances, multiple sources of data are combined into a single table. This is true both for aggregator data we propage (ie. FRED) and also for our own aggregatin For example, interest rate data from the Bank of Japan, ECB, etc. live in the financial_fred_timeseries table. Other sources like FFIEC and FDIC are combined to form a unified profile of financial institutions.

Scope of FDIC branch deposit reporting

Although all FDIC-insured institutions must submit to this survey, institutions with only a main office are exempt. The survey requires respondents to provide deposit information at both the institution and branch levels.

Entities & Join Keys

All Cybersyn tables follow Cybersyn Concepts to structure entities (and their relationships/characteristics) and timeseries (and their attributes). Refer to the full data ​dictionary for a list and explanation of every table and field in this listing.
Field
Type
Comment
variable
Statistical Variable
Used to connect timeseries tables to attributes tables, see Cybersyn Concepts​
geo_id
Entity (Geography)
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id_rssd
Entity (Financial Institution)
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base_currency_id
Entity (Currency)
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Streamlit Demos

Cybersyn builds Streamlit demos to visualize the data available in this product and provide a jumping off point.

Examples and Sample Queries

Aggregate financial data for the banking industry

Calculate the total quarterly net income for the banking industry over the last four decades.
SELECT att.variable_name,
ts.date,
ts.value
FROM cybersyn.financial_fred_timeseries AS ts
JOIN cybersyn.financial_fred_attributes AS att ON (ts.variable = att.variable)
WHERE att.variable_name = 'Income and Expense: Net Income (Loss) Attributable to Bank, Not seasonally adjusted, Quarterly, USD'
AND ts.date >= '1984-01-01';

FDIC deposit exposure

Determine which banks have the highest percentage of uninsured deposits.
WITH big_banks AS (
SELECT id_rssd
FROM cybersyn.financial_institution_timeseries
WHERE variable = 'ASSET'
AND date = '2022-12-31'
AND value > 1E10
)
SELECT name,
1 - value AS pct_uninsured,
ent.is_active
FROM cybersyn.financial_institution_timeseries AS ts
INNER JOIN cybersyn.financial_institution_attributes AS att ON (ts.variable = att.variable)
INNER JOIN cybersyn.financial_institution_entities AS ent ON (ts.id_rssd = ent.id_rssd)
INNER JOIN big_banks ON (big_banks.id_rssd = ts.id_rssd)
WHERE ts.date = '2022-12-31'
AND att.variable_name = '% Insured (Estimated)'
AND att.frequency = 'Quarterly'
ORDER BY pct_uninsured DESC;

Bank branch openings and closures

Compare the growth/decline of bank branches by state since the start of the pandemic.
WITH pre_covid AS (
SELECT state_abbreviation,
COUNT(*) AS pre_covid_count
FROM cybersyn.financial_branch_entities
WHERE start_date <= '2020-03-01'
AND (end_date >= '2020-03-01' OR end_date IS NULL)
GROUP BY state_abbreviation
)
SELECT cur.state_abbreviation,
pre_covid_count,
COUNT(*) AS current_count,
current_count / pre_covid_count - 1 AS pct_change
FROM cybersyn.financial_branch_entities AS cur
INNER JOIN pre_covid ON (cur.state_abbreviation = pre_covid.state_abbreviation)
WHERE end_date IS NULL
GROUP BY cur.state_abbreviation, pre_covid_count
ORDER BY pct_change;

Credit card company complaints

Count credit card complaints by month by company since 2012.
SELECT company,
DATE_TRUNC('month', date_received) AS month,
COUNT(1) AS credit_card_complaint
FROM cybersyn.financial_cfpb_complaint
WHERE product ILIKE '%card%'
AND date_received >= '2012-01-01'
GROUP BY company, month;

Average price paid for a typical basket of goods purchased at a convenience store

Create a time series of the average price paid for bananas, soft drinks, and ice cream nationwide starting in 2021.
SELECT ts.date,
att.variable_name,
ts.value
FROM cybersyn.bureau_of_labor_statistics_price_timeseries AS ts
JOIN cybersyn.bureau_of_labor_statistics_price_attributes AS att
ON (ts.variable = att.variable)
WHERE ts.date >= '2021-01-01'
AND att.report = 'Average Price'
AND (att.product ILIKE 'Ice cream%' OR
att.product ILIKE 'Bananas%' OR
att.product ILIKE 'All soft drinks, per 2 liters%')
ORDER BY date;
Track the total count of employees in the finance industry in New York over time. Observe trends from the dot-com bubble, global financial crisis, and Covid-19 pandemic.
SELECT geo.geo_name,
att.variable_name,
ts.date, ts.value
FROM cybersyn.bureau_of_labor_statistics_employment_timeseries AS ts
JOIN cybersyn.bureau_of_labor_statistics_employment_attributes AS att
ON (ts.variable = att.variable)
JOIN cybersyn.geography_index AS geo
ON (ts.geo_id = geo.geo_id)
WHERE att.report = 'State and Metro Employment'
AND att.industry = 'Financial Activities'
AND att.measure = 'All Employees'
AND att.frequency = 'Monthly'
AND att.seasonally_adjusted = FALSE
AND geo.geo_name ILIKE '%New York-Newark-Jersey City%'
ORDER BY date;

Fed funds rate compared to personal consumption expenditures (PCE)

Time series of the effective federal funds effective rate and PCE.
SELECT variable_name,
date,
value
FROM cybersyn.financial_fred_timeseries
WHERE variable_name IN ('Federal Funds Effective Rate',
'Trimmed Mean PCE Inflation Rate, Seasonally adjusted, Monthly, Percent Change YoY')
AND date >= '2019-01-01'
ORDER BY date;

Evaluate central bank interest rate policies

Compare and contrast interest rate policies for major global economies.
SELECT ts.date,
ts.variable_name,
ts.value
FROM cybersyn.financial_fred_timeseries AS ts
JOIN cybersyn.financial_fred_attributes AS att
ON (att.variable = ts.variable)
WHERE variable_group IN ('Bank of Brazil Selic Interest Rate Target',
'Bank of Canada Overnight Lending Rate',
'Bank of England Official Bank Rate',
'Bank of Japan Policy-Rate Balance Rate',
'Bank of Mexico Official Overnight Target Rate',
'ECB Main Refinancing Operations Rate: Fixed Rate Tenders for Euro Area',
'Federal Funds Effective Rate');

Releases & Changelog

12/5/23 - Added interest rates posted by major charted banks in Canada for selected products; Added secured overnight financing rates (SOFR) and US Treasury bill rates
Added interest rates for selected products posted by the six major chartered banks in Canada to the FINANCIAL_FRED_ATTRIBUTES, FINANCIAL_FRED_TIMESERIES, and FINANCIAL_FRED_VARIABLE_SERIES_ID_CROSSWALK tables. The typical rate is calculated based on the statistical mode of the rates published by the six banks.
The posted rates cover:
  • Prime lending rate
  • Conventional mortgages
  • Guaranteed investment certificates
  • Personal daily interest savings
  • Non-checkable savings deposits
Added secured over night financing rates (SOFR) and US Treasury bill rates to the FINANCIAL_FRED_ATTRIBUTES, FINANCIAL_FRED_TIMESERIES, and FINANCIAL_FRED_VARIABLE_SERIES_ID_CROSSWALK tables.
Series added (FRED ID):
  • Secured Overnight Financing Rate (SOFR)
  • 30-Day Average Secured Overnight Financing Rate (SOFR30DAYAVG)
  • 90-Day Average Secured Overnight Financing Rate (SOFR90DAYAVG)
  • 180-Day Average Secured Overnight Financing Rate (SOFR180DAYAVG)
  • Secured Overnight Financing Rate Index (SOFRINDEX)
  • 3-Month Treasury Bill Minus Federal Funds Rate (TB3SMFFM)
  • 6-Month Treasury Bill Minus Federal Funds Rate (TB6SMFFM)
12/4/23 - Added Monthly State Retail Sales (MSRS) from the US Census Bureau
Added monthly state-level retail sales by NAICS codes to the FINANCIAL_FRED_ATTRIBUTES, FINANCIAL_FRED_TIMESERIES, and FINANCIAL_FRED_VARIABLE_SERIES_ID_CROSSWALK tables. The US Census Bureau publishes year-over-year percent changes for each state using a composite model of Monthly Retail Trade Survey (MRTS) data, administrative data, and third-party data beginning in January, 2019.
Year-over-year percent change estimates for the following industries are now available at the state level:
  • Total Retail Sales Excluding Nonstore Retailers
  • Building Material and Garden Equipment and Supplies Dealers
  • Clothing and Clothing Accessories Stores
  • Electronics and Appliance Stores
  • Food and Beverage Stores
  • Furniture and Home Furnishings Stores
  • Gasoline Stations
  • Health and Personal Care Stores
  • Motor Vehicle and Parts Dealers
  • Sporting Good, Hobby, Musical Instrument and Book Stores
  • Miscellaneous Stores
11/30/23 - Added country groups and regions from the WHO, WTO, and UN to geography tables
Added additional country groups and geography types to the GEOGRAPHY_INDEX from the World Health Organization (WHO), World Trade Organization (WTO), and United Nations (UN). The member countries of the added geographies are mapped in the GEOGRAPHY_RELATIONSHIPS table. Select new geographic regions include:
  • BRICS members
  • World Trade Organization (WTO) members
  • Association of Southeast Asian Nations (ASEAN)
  • UNICEF regions
  • United Nations regions
  • United Nations Sustainable Development Goal (SDG) regions
  • World Bank regions
  • World Health Organization (WHO) regions and income regions
  • World Bank regions and income groups
11/22/23- Added data from the Bank for International Settlements (BIS) on global banking conditions, property prices, and consumer price indicators
Added data from the Bank for International Settlements (BIS) on global banking conditions, property prices, and consumer price indicators
The Bank for International Settlements (BIS) is an international financial institution owned by 60+ central banks that represent countries accounting for ~95% of global GDP. As part of its mission is to support international monetary and financial cooperation, the BIS acts as a bank for central banks across the world.
Added the below BIS data to two new tables, BANK_FOR_INTERNATIONAL_SETTLEMENTS_ATTRIBUTES, which describes the metrics tracked by BIS, and BANK_FOR_INTERNATIONAL_SETTLEMENTS_TIMESERIES, which provides the values of metrics:
  • Residential property prices
  • Central bank policy rates
  • Consumer price indicators
  • Assets and liabilities of internationally active banks, including credit to the non-financial sector as well as the geographical and currency composition of a bank’s balance sheet
11/20/23 - Added 10 timeseries from FRED covering mortgage rates and additional CPI measures
Added 10 additional timeseries from FRED to the financial_fred_timeseries and financial_fred_attributes tables:
  • MORTGAGE15US: 15-Year Fixed Rate Mortgage Average in the United States
  • MORTGAGE30US: 30-Year Fixed Rate Mortgage Average in the United States
  • CUSR0000SEFV: Consumer Price Index for All Urban Consumers: Food Away from Home in U.S. City Average, Seasonally Adjusted
  • CUUR0000SEFV: Consumer Price Index for All Urban Consumers: Food Away from Home in U.S. City Average, Not Seasonally Adjusted
  • CUSR0000SETG01: Consumer Price Index for All Urban Consumers: Airline Fares in U.S. City Average, Seasonally Adjusted
  • CUUR0000SETG01: Consumer Price Index for All Urban Consumers: Airline Fares in U.S. City Average, Not Seasonally Adjusted
  • CUSR0000SS62031: Consumer Price Index for All Urban Consumers: Admission to Movies, Theaters, and Concerts in U.S. City Average, Seasonally Adjusted
  • CUUR0000SS62031: Consumer Price Index for All Urban Consumers: Admission to Movies, Theaters, and Concerts in U.S. City Average, Not Seasonally Adjusted
  • CUSR0000SEHB: Consumer Price Index for All Urban Consumers: Lodging Away from Home in U.S. City Average, Seasonally Adjusted
  • CUUR0000SEHB: Consumer Price Index for All Urban Consumers: Lodging Away from Home in U.S. City Average, Not Seasonally Adjusted
10/25/23 - Added detailed branch-level data and Summary of Deposits (SOD) data from the FDIC.
The Summary of Deposits (SOD) data from the FDIC is an annual survey, capturing branch-level deposits as of June 30 for all FDIC-insured institutions, including U.S. branches of foreign banks.
The fdic_branch_locations_index table provides details on FDIC-insured bank branches, including branch-specific location information as well as institution-level regulatory and insurance data.
The fdic_summary_of_deposits_attributes table describes the deposit types tracked by the Summary of Deposits (SOD) survey.
The fdic_summary_of_deposits_timeseries table provides the results of the annual Summary of Deposits (SOD) survey going back to 1994 for banks’ branch-level deposits.
10/16/23 - Added exchange rates from the Bank for International Settlements (BIS)
Due to the discontinuation of certain currency conversion pairs by the European Central Bank (ECB), our primary source for daily FX rates, we have sourced a number of these pairs from an alternative source, the Bank for International Settlements (BIS), for ongoing history. The Bank for International Settlements will be used to get data for the following currency conversion pairs after September 27, 2023: USD:AED, USD:ARS, USD:CLP, USD:COP, USD:DZD, USD:MAD, USD:PEN, USD:QAR, USD:SAR, USD:TWD, USD:UAH.
Full history from the Bank for International Settlements was added for the following currency pairs: USD:ALL, USD:AUD, USD:BAM, USD:BHD, USD:BND, USD:EUR, USD:GBP, USD:IRR, USD:ISK, USD:KWD, USD:KZT, USD:LKR, USD:MKD, USD:MUR, USD:NPR, USD:NZD, USD:OMR, USD:RSD, USD:RUB, USD:TND, USD:TTD, USD:UYU, USD:VEF, USD:XDR.
9/18/23 - Added 6 timeseries from FRED covering core CPI and industry and commodity-specific PPI data
Added 6 new timeseries from FRED to the financial_fred_timeseries and financial_fred_attributes tables:
  • PPIFIS: Producer Price Index by Commodity: Final Demand
  • PCU4841214841212: Producer Price Index by Industry: General Freight Trucking, Long-Distance Truckload
  • PCU4841224841221: Producer Price Index by Industry: General Freight Trucking, Long-Distance Less Than Truckload
  • PCU3313133131: Producer Price Index by Industry: Alumina and Aluminum Production and Processing
  • WPU101707: Producer Price Index by Commodity: Metals & Metal Products: Cold Rolled Steel Sheet and Strip
  • CPILFESL: (CORE CPI) Consumer Price Index for All Urban Consumers: All Items Less Food & Energy in U.S. City Average
8/10/23 - Added crosswalk to FRED series IDs & 107 new series from GDP, Employment Situation, Housing Starts, and Residential Construction reports
Added a new table, financial_fred_variable_series_id_crosswalk, that enables a join between Cybersyn’s variable and FRED’s unique series ID
Added new series from the following four reports:
  • Gross Domestic Product (data produced by the US Bureau of Economic Analysis)
  • Employment Situation (US Bureau of Labor Statistics)
  • New Residential Construction (US Department of Housing and Urban Development)
  • Quarterly Starts and Completions by Purpose and Design (US Department of Housing and Urban Development
7/31/23 - Added release_name and release_source for better discoverability
Two columns were added to financial_fred_attributes to provide better categorization and discoverability:
  • release_name: The collection, group of data, or report from which a time series originates. This column can be used as a filter to find related series.
  • release_source: The organization (e.g. FDIC, Federal Reserve) that FRED collects the data from.
7/25/23 - Added 124 time series from FRED covering a variety of economic data
124 additional time series added from FRED to the financial_fred_timeseries and financial_fred_attributes.
6/13/23 - Added Bureau of Labor Statistics datasets
Added Consumer Price Index (CPI), Average Prices (AP), Job Openings and Labor Turnover Survey (JOLTS), State and Metro Area Employment , Hours, & Earnings (SAE), Local Area Unemployment Statistics (LAUS) from the Bureau of Labor Statistics.
5/26/23 – Added 5 global central bank policy rates
Central bank policy rates from Brazil, Canada, England, Mexico, and Japan added to fred_timeseries and fred_attributes

Errata & Future Improvements

We note known issues and planned future improvements. If you would like to submit a bug report or feature request, email us at [email protected]​
  • Cover entire FRED timeseries library that is public domain
  • Include point-in-time releases, to capture restatements by government agencies (source data)
  • Include Cybersyn-specific metadata on releases (to capture Cybersyn data availability)

Disclaimers

The data in this dataset is sourced here. Links to provider terms, license, and disclaimers are provided where appropriate.
FFIEC: Disclaimer​
BLS: Dis​claimer​
FDIC: Policies​
ECB: Disclaimer​
Data Commons: License​
BIS: Terms​
Cybersyn is not endorsed by or affiliated with any of these providers. Contact [email protected] for questions.
Last modified 3d ago