Pillar 3-Pre-processed web server log file dataset of the banking institution.

The dataset presented in this article represents the pre-processed web server log file of the commercial bank. The source of data is the web server of the bank and keeps access of web users starting the year 2009 till 2012. It contains accesses to the bank website during and after the financial crisis. Unnecessary data saved by the web server was removed to keep the focus only on the textual content of the website. Many variables were added to the original log file to make the analysis workable. To keep the privacy of website users, sensitive information in the log file were anonymized. The dataset offers a way to understand the behavior of stakeholders during and after the crisis and how they comply with the Basel regulations. The behavior of users can be modeled using the multinomial logit model, which is in detail described in the research article [1] related to this data article.

Pillar 3: Does banking regulation support stakeholders' interest in banks financial and risk profile?

The paper examines the interest of the commercial banks' stakeholders in Pillar 3 disclosures and their behaviour during the timing of serious market turbulence. The aim is to discover to which extent current banking regulation supports stakeholders' interest in the information required by regulators to be disclosed. The examined data consists of log files that were pre-processed using web mining techniques and from which were extracted frequent item sets by quarters and evaluated in terms of quantity. The authors have proposed a methodology to evaluate frequent item sets of web parts over a dedicated time. Based on the verification of applied methodology on two commercial banks, the results show that stakeholders' interest in disclosures is highest in the first quarter at each year and after turbulent times in 2009 their interests decreased. Moreover, the results suggest that stakeholders expressed higher interest than in regulatory required Pillar 3 information in the following group of information: Pillar3 related information, Annual reports, Information on Group. Following our results, the paper contributes to cover the gap in the research by analysing Pillar 3 disclosures and their compliance with regulatory requirements, which also increase the interest of the relevant stakeholders to conduce them as an effective market discipline tool.

Methodology of stakeholders' behaviour modelling based on time.

The methods presented in this article were created to model and describe the behaviour of the web users of a bank institution web portal. The source dataset is represented by a log file of the commercial bank web server. The analysis is oriented on examining the behaviour of visitors over an extended period (2009-2012). The years 2009-2010 represent the years of the financial crisis, and the years 2011-2012 represent the years after the financial crisis. The following method describes the sequence of steps necessary to pre-process the raw log file and model the web user behaviour using the multinomial logit model. The introduced methods can be used also for other domains in the case of appropriate data preparation.•Data preparation- data cleaning, user/session identification, path completion, variables determination;•Data analysis- model definition, parameters estimation, logits estimation, probabilities estimation;•Results evaluation- comparison of empirical and theoretical values in term of counts, probabilities and logits.