Link RSSD with PERMCO

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.

This entry was posted in Data. Bookmark the permalink.

4 Responses to Link RSSD with PERMCO

  1. Sarah says:

    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

    • Kai Chen says:

      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://www.kaikaichen.com/?p=138.

  2. Supriya says:

    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

Leave a Reply

Your email address will not be published. Required fields are marked *