Centralised Securities Database (CSDB)

The “Centralised Securities Database” (CSDB) is a security-by-security reference database that contains data on instruments, issuers and prices for debt securities, equity instruments and investment fund shares issued worldwide. A security-by-security database is a microdatabase that stores statistics at an individual security level. For instance more than 10 million of such securities were covered by the CSDB for the reporting month June 2018 (i.e. reported for 31-05-2018).

The objective of the CSDB is to cover all securities relevant for statistical purposes of the European System of Central Banks (ESCB). Thus, the data include “securities issued by residents of euro area Member States, securities likely to be held and transacted in by euro area residents; and securities denominated in euro, whoever the issuer is and wherever they are held”. Given its high data quality and its outstanding size this database serves as major reference for security information within the ESCB. The CSDB consolidates micro data from both ESCB-internal and commercial sources, thus leading to a higher coverage of instruments and attributes, in particular regarding non-resident issues. This standardised database is used across several statistical and non-statistical domains and provides a single set of information (“single point of truth“), reducing asymmetries and inconsistencies in the data analysis.

The CSDB research data are available as a panel dataset with monthly frequency from April 2009 onwards. Four different subsets of variables from the CSDB were defined and can be made available. Whether access to a certain subset of variables can be granted for instance depends on whether the CSDB data shall be used in combination with other microdata or on its own. Subject to data privacy regulations using the CSDB data in combination with other microdata usually allows for access to a subset with a limited number of variables only and not to the whole dataset. Detailed information on the variables of the CSDB and the four subsets of variables available for research are provided in the Data Report below.