Replication package for: Pillar 2 Requirement Disclosure, Bank Lending and Capital: Evidence from ECB Significant Institutions

Replication package for the study of the effect of the European Central Bank's 2020 harmonised Pillar 2 Requirement (P2R) disclosure on bank lending and capital. The study compares the aggregate of ECB Significant Institutions with seven Nordic control banks (SEB, Handelsbanken, Swedbank, Länsförsäkringar Bank, Danske Bank, Jyske Bank, Sydbank) in a difference-in-differences design covering 2015Q1–2025Q4, with permutation and placebo inference. The package is self-contained: the Python scripts reproduce the estimates, tables and figures of the study from the bundled data without network access. It contains the analysis panel, all input series and result tables (CSV/TSV), the analysis scripts (analysis_did.py, figures_article.py) with pinned requirements, the research questions, methodology, statistical report, plain-language report, data dictionary, replication guide and online appendix (PDF), all figures (PNG), and SHA-256 checksums for every file. Data sources: ECB Data Portal, Supervisory Banking Statistics (dataset SUP); published quarterly reports of the seven control banks; Eurostat quarterly national accounts (namq_10_gdp). All inputs are publicly available.