Codebook
The distributed file (spi_annual.parquet) is a long-format
panel: one row per agency, year, and risk domain.
Fields
| Field | Description |
|---|---|
year | Calendar year of the underlying publications |
agency | OCC, Fed, or FDIC |
domain | Risk-domain code (see below) |
label | Human-readable domain name |
share | Domain's share of the agency's supervisory attention in that year; shares sum to one within each agency-year |
Risk domains
| Code | Domain | Scope |
|---|---|---|
CREDIT | Credit & Lending | Credit risk, lending standards, loan quality, concentration |
CAPITAL | Capital | Capital adequacy, loss reserves, stress testing, prompt corrective action |
LIQUIDITY | Liquidity | Liquidity management, funding stability, deposit behavior, lender of last resort |
MARKET_RATE | Market / Rate Risk | Interest-rate risk, securities portfolio, derivatives, model risk |
GOVERNANCE | Governance | Board oversight, risk frameworks, internal controls, management quality |
OPERATIONS | Operations & Technology | Operational risk, cybersecurity, third-party risk, business continuity, fraud |
COMPLIANCE | Compliance | Legal and regulatory compliance, sanctions, insider conflicts |
BSA_AML | BSA / AML | Bank Secrecy Act, anti-money-laundering, suspicious-activity monitoring |
CONSUMER | Consumer Protection | Consumer compliance, fair lending, community reinvestment |
EARNINGS | Earnings | Profitability, revenue mix, sustainability of earnings |
STABILITY | Systemic & Macro | Systemic risk, macroprudential concerns, cross-border exposure |
STRUCTURE | Structure & Chartering | Chartering, branching, mergers and acquisitions, holding-company structure |
SUPERVISION | Supervision Process | Examination procedures, ratings, supervisory process itself |
TRUST_FIDUCIARY | Trust & Fiduciary | Trust powers, fiduciary activities, asset management |
PAYMENTS | Payments | Payment systems, settlement, money transmission |
Construction
Domain scores are produced by a dictionary method applied to the full text of agency publications, with emphasis weighting validated against independent expert annotation. Construction and validation are described in the accompanying research paper.