U.S. Bank Capital Research (2000-2025)

Overview

Built a research-grade data pipeline for U.S. commercial banks to study capital structure and cost of capital.

This project is part of an academic Summer Research Scholarship focused on constructing a clean, longitudinal dataset for all U.S. commercial banks from 2000 to 2025. I built Python ETL pipelines that ingest FDIC, EDGAR, and CRSP data, apply identifier linkage, and validate data quality across 11,000+ institutions and 176k observations. Due to research confidentiality, the full repository is private, but the system architecture and methodology mirror production-grade financial data platforms used in industry.