This is a curated dataset, where the Original data are taken from European Banking Authority (EBA), who collects banks' data to perform stress-test systemic risk analysis.

Three years data are available: 2011,2014,2016. For each year, a list is provided, where each row represents a single Bank's exposure to a specific Asset Class at the cutoff date provided by EBA. Banks are European banks only, and their number varies in the three years, depending on EBA's choice about which banks are to be considered relevant for systemic risk purposes.

While on EBA website you may find more granular informations and many other different and bank specific or aggregated figures, this dataset provides a curate edgelists of Bank --> Asset Class, with a bipartite network perspective, in order to use them in analysis of fire-sales spillover systemic risk channel.

Copyright of data belongs to EBA, who must be acknowledged for any use: http://www.eba.europa.eu/legal-notice

See also the EBA website where original data come from: http://www.eba.europa.eu/risk-analysis-and-data/eu-wide-stress-testing and this website: http://mathfinance.sns.it/datasets where you may find both the curated datasets and detailed description of the curation process.