Proprietary Data

Our sources of data include Banks, Stock Exchanges, Rating Agencies, Other Financial Institutions and Government Departments. The databases we have created are the following:
Database on finance, growth and inequality
It is a database of 182 countries for the period 1950 to 2009. Our database combines the information the information on income and inequality contained in the UNU-WIDER dataset; the Human Development Report, published by UNDP; the World Bank database for financial development, and databases on legal, institutional and political variables compiled by different researchers in their respective fields of work.
NSE & BSE Tick by tick trading data with Investor Identity
The National Stock Exchange (NSE) and the Bombay Stock Exchange (BSE) are the two most significant stock exchanges in India, and between them, are responsible for the majority of share transactions. Specifically, the NSE transactions database contains the complete trading records of all stocks that traded on the exchange between January 1, 2005 and June 30, 2006. The most significant characteristic of the dataset is that it comes at the transaction level which identifies both counterparties ( buyer and seller) in a transaction, unlike all other existing datasets which have information only on one side ( buy or sell). The dataset contain about 1.8 billion trading records carried out by over three million distinct investors. Similarly, the BSE database contains the complete trading records of all stocks that traded on the exchange between January 1, 2005 and December 30, 2010. The dataset contains about 5 billion trading records carried out by over 3 million distinct investors.
Farmers-loan account level for 3 Indian States database
Detailed account information from one of the public sector banks of around 25000 farmers belonging to the states of Andhra Pradesh, Karnataka and Maharashtra. The dataset includes account level data for about sixteen thousand farmers whose loans were waived and about 9000 farmers whose loans were not waived. The transaction records of the farmers in the data include the date of each transaction, a description of the transaction, type of the transaction (debit or credit), transaction amount, account balance. The data also include land holdings for the beneficiaries of the debt waiver program (i.e. the partial and full waived groups). This data is unique and none of the empirical works on similar domain have used such a detailed dataset.
Fama-French factor
Fama French Factors for a given market, describes the stock returns. These are developed for the U.S markets and CAF is developing these factors for the Indian Markets. These are freely available for use and can be downloaded from the links below.

1) India F-F 3 Factors (Ex. Dividends)
2) India F-F 3 Factors

Pitroski factors
Under construction.
Debt Recovery Tribunal (DRT) Database
The database contains annual data from 1988 to 2009 for about 9059 companies and their subsidiaries. The time series data is available for the key items like Assets, Sales, Borrowings, Amortization and Depreciation, Interest paid, etc. The database is provided by ICICI bank Ltd and contains the information about various aspects of bank loan services such as clent’s loan account, collateral, repayments, sanction n details etc. This database can be used for research related to loan accounts.