For Investors & Quant Researchers · Regional Banks
Regional Banks Data for Investors & Quant Researchers
Regional Banks data for investors: 5 datasets on one shelf. Every one delivered as API, files, or warehouse rows.
best alternative data sources for investing · satellite imagery data for hedge funds · point-in-time fundamentals database · how do quants use regional banks data
API, files, or your warehouse. Daily, weekly, or hourly.
Which regional banking datasets should investors and quants pull first?
Ranking is mechanical: relevance to investing workflows first - three of the five datasets score 3 and the other two score 2 - then Datadory's 0-10 quality score. Every record in the slice centers on United States coverage, the set averages 8.2 out of 10 against the 7.81 mean across the 1,744 datasets Datadory catalogs, and three of the five publish a usable machine-readable format.
Full field-level detail on each record sits in the regional-banks data hub listing.
How do quants actually use regional banks data?
Four workflows dominate, and each maps to one dataset. Cross-sectional factor work runs on FDIC BankFind Suite: per-cert call-report financials across roughly 169 reporting periods give every institution a comparable panel, and the point-in-time cert history is what stops merged-away banks from silently dropping out of a backtest. Failure research runs on the FDIC Failed Bank List, whose ~577 failures - SVB and First Republic included - arrive with failure dates, acquirer identity and fund coverage, the raw material for event studies around resolution weekends.
The other two legs are overlays. The Federal Reserve H.8 publishes weekly, which makes it the highest-cadence aggregate read on bank balance-sheet expansion available between quarterly flow-of-funds prints - useful for regime filters on a regional-bank book. OCC enforcement orders and CRA evaluations act as supervisory-risk flags when screening individual names, and US Bank Locations' branch counts and FDIC-cert deposits give a quick footprint proxy before committing to full call-report work. Pairing the Failed Bank List with BankFind is the survivorship fix: the screen keeps the dead firms.
What sample periods and survivorship caveats apply?
Depth concentrates in the two FDIC products. BankFind's per-cert call-report history spans roughly 169 reporting periods, long enough to carry any post-1990 regional-bank strategy through multiple credit cycles, and cert-level history preserves institutions that no longer exist. The Failed Bank List is the complement and the caveat: it covers ~577 failures but updates statically, so freeze a dated snapshot and diff it against the BankFind JSON rather than assuming the file moved.
The H.8 trades depth for frequency - weekly prints, revised like all Federal Reserve aggregates - so treat it as a restated series, never as vintage truth for event timing. More pairing context lives in the all investors-quants resources index.
Does this slice include satellite imagery or card-panel signals?
No. Nothing here resembles the proprietary sensing categories - satellite imagery, card panels, transaction tapes - that investors usually attach to bank surveillance; the slice is regulator publications plus one commercial directory. The fastest signals on offer are the H.8's weekly aggregates and the OCC's daily enforcement postings.
Two catalog facts frame the gap. Public datasets make up 781 of the 1,744 records Datadory catalogs (44.8%), and 597 datasets (34.2%) center on United States coverage - this pairing sits at 100% US because its sources are federal.
Straight answers
Where can hedge funds get satellite imagery data on regional banks?
No satellite, card-panel or transaction-tape product qualifies in this pairing - the slice is entirely regulatory and directory data. The nearest high-frequency proxies are the Fed's weekly H.8 balance-sheet aggregates and the OCC's daily-updated enforcement-order pages. For physical footprint, US Bank Locations ranks branches and FDIC-cert deposits instead. 44.8% of the 1,744-dataset catalog is public data.
Which source comes closest to a point-in-time fundamentals database for regional banks?
FDIC BankFind Suite. Its per-cert history keeps every certificate's record intact, so as-filed call-report observations survive mergers and closures rather than being overwritten - pair it with the FDIC Failed Bank List so a screen keeps dead firms instead of inheriting survivorship bias. The H.8, by contrast, is revised aggregate data: treat it as restated history, not vintage truth.
How do quants use regional banks data?
In four patterns: cross-sectional backtests on BankFind's per-cert call-report panel; failure event studies across ~577 FDIC failures keyed by acquirer and fund coverage; macro timing off the weekly H.8 between quarterly flow-of-funds prints; and risk overlays from OCC enforcement orders plus branch-and-deposit footprint ranks.
Rows before rollout
Sample rows from any shelf entry — the field dictionary and coverage notes ride along. If the shelf misses what you need, say so; sourcing requests are half our job.
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