From the World Bank/ IMF: Luc Laeven and Fabian Valencia (2008) created an updated database on systemic banking crises between 1970 and 2007. The database "has detailed data on crisis containment and resolution policies for 42 crisis episodes, and also includes data on the timing of currency crises and sovereign debt crises. The database extends and builds on the Caprio, Klingebiel, Laeven, and Noguera (2005) banking crisis database, and is the most complete and detailed database on banking crises to date." http://www.luclaeven.com/Data.htm
Data sets from Andrew Rose at Berkeley can be found at http://faculty.haas.berkeley.edu/arose/RecRes.htm#Software. Dr. Rose offers data on the current crisis:
“The Causes and Consequences of the 2008 Crisis: International Linkages and American Exposure” (with Mark Spiegel). The line: countries with greater trade and financial exposure to the United States had smaller crises in 2008. Forthcoming, Pacific Economic Review. A draft is available as a PDF file. NBER WP 15358. CEPR Discussion Paper 7466. A Powerpoint presentation is available. The STATA-10 data set. Key output.
“The Causes and Consequences of the 2008 Crisis: Early Warning” (with Mark Spiegel). The line: it's easier to figure out which countries were affected by the 2008 financial crisis than why. Forthcoming, Global Journal of Economics. NBER WP 15357. CEPR Discussion Paper 7354. A draft is available as a PDF file. A simpler version is available (from Vox)/ A Powerpoint presentation is available. The STATA-10 data set. Key output
Data set of macroeconomic indicators, 1960-2009, Yi Chen, University of California, Davis: Download Crisis DB Indicators(gdp1993 price)
World Bank set of financial indicators, 1960-2008, Beck and Demirguc-Kunt: Download FinStructure_2008_v4