If you are working on bank holding company data, such as FR-Y9C, you may need to link the unique identifier (RSSD) in the data to the unique identifier (PERMCO) in CRSP.
Federal Reserve Bank of New York provides such a link table.
If you are working on bank holding company data, such as FR-Y9C, you may need to link the unique identifier (RSSD) in the data to the unique identifier (PERMCO) in CRSP.
Federal Reserve Bank of New York provides such a link table.
Hi Kaikai,
Thanks very much for sharing these info with us! I have a question about this link. As you mentioned in another post, we use data from compustat other than crsp to compute market value of equity. Then, what is the use of PERMCO? Is there any other code for reference we can use?
Thanks,
Sarah
Hi Sarah, PERMCO enables users to easily find stock data for bank holding companies, which is the demand from certain users. If you would like to use Compustat data to calculate market value of equity, you can further link PERMCO to GVKEY, which can be accomplished using modified codes in this post http://kaichen.work/?p=138.
hi Kai Chen!
The link upside are the wrong address, so i don’t know where is your modified codes that you post, can you copy once again?
Updated and thanks for the reminder.
Hi Kaikai,
The PERMCO are available only for around 1400 BHCs whereas there are around 7,000 unique bank holding companies in the Y-9C data. Can you suggest, where can i get the rest of the PERMCO values? Or is there any other alternative to match the RSSD ID with CRSP data (apart from matching them by company name)?
Thanks
Not all BHC are publicly traded companies. That’s why you find less PERMCO.
Man! Very thankful for all your hints ….
best wishes and continue your altruism!
Garen