Consolidating ECB, ESMA and FCA Data into One Database

European DataWarehouse (EDW) introduces its All-in-One (AIO) Database Methodology Report, which merges ECB, ESMA, and FCA loan-level data into a single database and preserves time series from 2013 onwards across six main asset classes.

The AIO database addresses the transition from ECB to ESMA reporting frameworks by consolidating historical (2013–2024) and current regulatory loan-level data into a consistent structure. By merging data reported under the ECB and ESMA frameworks, the AIO preserves information, improves usability, and facilitates time-series analysis across regulatory reporting regimes.

This methodology details how the AIO Database:

• Brings ECB, ESMA, and FCA loan-level data together into one consistent database
• Preserves long historical time series despite changes in regulatory reporting
• Improves data reliability through error correction, cleaning, and standardisation
• Simplifies loan-level analysis by combining ESMA fields, ECB legacy fields, and calculated fields in a single structure
• Enables efficient, comparable analysis across asset classes and reporting regimes

By standardising formats, translating fields, and adding calculated variables, the AIO database facilitates longitudinal analysis and improves the efficiency of loan-level data queries for securitisation research and market participants.

Click below to get the full report and explore the methodology behind EDW’s All-in-One Database.