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Where can I find disaggregated interbank lending data (i.e. bank A lends to bank B x money at y rate)? I could only find data on interest rates.

I would accept LIBOR market data as well as any national data of a country with an internationally important banking sector.

I also checked some articles on the interbank market, but also faced difficulties finding such sources there. For instance this paper uses data from 1997-2001 on the Portuguese market from the Portuguese Central Bank, which is of lesser interest for me.

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possible duplicate of What data sources are available online? –  Joshua Ulrich Feb 7 '12 at 2:51
    
I think this may be a decent pro-level data question. –  Tal Fishman Feb 7 '12 at 13:34
    
@JoshuaUlrich I've read the topic you mentioned before posting my question. I'm actually asking for a very specific data (lendings bank-to-bank), I didn't find it in neither that topic, nor through google, nor in papers). –  Max Li Feb 7 '12 at 13:44
    
@MaxLi: yes, but notice some of the "answers" in that community wiki are really questions. I'm just trying to do my part to help keep the site organized according to the FAQ and discussions on meta. Have you tried contacting the BIS? Someone there might know where to find these data. –  Joshua Ulrich Feb 7 '12 at 14:30
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@JoshuaUlrich We should not necessarily encourage data questions to be posted as "answers" on the data wiki question. Besides, this seems like the kind of data only a pro would care about, and wouldn't necessarily know where to find. The purpose of the data wiki question, IMHO, is to provide a community service for novices and non-pros. –  Tal Fishman Feb 7 '12 at 15:00
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1 Answer 1

Per the comments and conversation with Tal in chat, this question is on-topic. Therefore, I'll formally take a stab at answering it.

I had to deal with requests like this when I was a research analyst at the Federal Reserve. If you can't find anything via internet searches, the best thing to do is call institutions that may know where to find the data.

We had a subscription to Haver Analytics and they were always very helpful even if they didn't have the data. You might also try contacting the BBA and/or the BIS.

Even though this technically doesn't answer your question, I hope it helps you find the data you're looking for.

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