Rather than being discouraged by this, I would call upon you to accept this shortcoming as a challenge to be taken up in your future work. But what exactly are the most pressing challenges that we face in this area? As you have already discussed in detail throughout the conference, monetary statistics tend to provide us with aggregated data.
There are, of course, very good reasons why this is the case, but for the purposes of macro-prudential analysis, it would be more useful if the data were also consolidated at the level of individual banking groups.