Dataset on direct and indirect effects of MSME loan securitization issuances on stability of banks

Arfan Wiraguna; Rofikoh Rokhim; Buddi Wibowo; Roy Sembel

doi:10.1016/j.dib.2024.110437

Dataset on direct and indirect effects of MSME loan securitization issuances on stability of banks

Arfan Wiraguna, Rofikoh Rokhim, Buddi Wibowo, Roy Sembel

Department of Management

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

Abstract

Given the importance of securitization markets as an alternative access to finance MSMEs, understanding bank-level MSME loan securitization issuance is essential to help shed light on the situation. This paper describes a novel dataset of 440 securitized MSME loan deals of 48 European originators covering the period between 2004 and 2022. Information regarding the originators are hand-collected by reading the prospectus filed. The ready-to-use dataset comprises four main categories: 1) bank stability measures, 2) mediator variables consisting of funding cost, regulatory capital, risk and liquidity, 3) MSME loan securitization issuances, and 4) control variables at the macro and institutional level. Further, this paper aims at providing the step-by-step technique of how to hand-collect information regarding collateral in place. The final dataset is valuable for economic and finance researchers to explore factors related to MSME loan securitization and bank stability in Europe.

Original language	English
Article number	110437
Journal	Data in Brief
Volume	54
DOIs	https://doi.org/10.1016/j.dib.2024.110437
Publication status	Published - Jun 2024

Keywords

Bank stability
Liquidity
MSME
Risk
Securitization
Small business loan

Access to Document

10.1016/j.dib.2024.110437

Cite this

@article{914bfd4a20294ddaaa17bfee9f62446e,

title = "Dataset on direct and indirect effects of MSME loan securitization issuances on stability of banks",

abstract = "Given the importance of securitization markets as an alternative access to finance MSMEs, understanding bank-level MSME loan securitization issuance is essential to help shed light on the situation. This paper describes a novel dataset of 440 securitized MSME loan deals of 48 European originators covering the period between 2004 and 2022. Information regarding the originators are hand-collected by reading the prospectus filed. The ready-to-use dataset comprises four main categories: 1) bank stability measures, 2) mediator variables consisting of funding cost, regulatory capital, risk and liquidity, 3) MSME loan securitization issuances, and 4) control variables at the macro and institutional level. Further, this paper aims at providing the step-by-step technique of how to hand-collect information regarding collateral in place. The final dataset is valuable for economic and finance researchers to explore factors related to MSME loan securitization and bank stability in Europe.",

keywords = "Bank stability, Liquidity, MSME, Risk, Securitization, Small business loan",

author = "Arfan Wiraguna and Rofikoh Rokhim and Buddi Wibowo and Roy Sembel",

note = "Publisher Copyright: {\textcopyright} 2024 The Author(s)",

year = "2024",

month = jun,

doi = "10.1016/j.dib.2024.110437",

language = "English",

volume = "54",

journal = "Data in Brief",

issn = "2352-3409",

publisher = "Elsevier Inc.",

}

TY - JOUR

T1 - Dataset on direct and indirect effects of MSME loan securitization issuances on stability of banks

AU - Wiraguna, Arfan

AU - Rokhim, Rofikoh

AU - Wibowo, Buddi

AU - Sembel, Roy

PY - 2024/6

Y1 - 2024/6

N2 - Given the importance of securitization markets as an alternative access to finance MSMEs, understanding bank-level MSME loan securitization issuance is essential to help shed light on the situation. This paper describes a novel dataset of 440 securitized MSME loan deals of 48 European originators covering the period between 2004 and 2022. Information regarding the originators are hand-collected by reading the prospectus filed. The ready-to-use dataset comprises four main categories: 1) bank stability measures, 2) mediator variables consisting of funding cost, regulatory capital, risk and liquidity, 3) MSME loan securitization issuances, and 4) control variables at the macro and institutional level. Further, this paper aims at providing the step-by-step technique of how to hand-collect information regarding collateral in place. The final dataset is valuable for economic and finance researchers to explore factors related to MSME loan securitization and bank stability in Europe.

AB - Given the importance of securitization markets as an alternative access to finance MSMEs, understanding bank-level MSME loan securitization issuance is essential to help shed light on the situation. This paper describes a novel dataset of 440 securitized MSME loan deals of 48 European originators covering the period between 2004 and 2022. Information regarding the originators are hand-collected by reading the prospectus filed. The ready-to-use dataset comprises four main categories: 1) bank stability measures, 2) mediator variables consisting of funding cost, regulatory capital, risk and liquidity, 3) MSME loan securitization issuances, and 4) control variables at the macro and institutional level. Further, this paper aims at providing the step-by-step technique of how to hand-collect information regarding collateral in place. The final dataset is valuable for economic and finance researchers to explore factors related to MSME loan securitization and bank stability in Europe.

KW - Bank stability

KW - Liquidity

KW - MSME

KW - Risk

KW - Securitization

KW - Small business loan

UR - http://www.scopus.com/inward/record.url?scp=85191392683&partnerID=8YFLogxK

U2 - 10.1016/j.dib.2024.110437

DO - 10.1016/j.dib.2024.110437

M3 - Article

AN - SCOPUS:85191392683

SN - 2352-3409

VL - 54

JO - Data in Brief

JF - Data in Brief

M1 - 110437

ER -

Dataset on direct and indirect effects of MSME loan securitization issuances on stability of banks

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this