Collapse of Lehman Brothers: What did they have in their books? What kind of products did Lehman Brothers have on their books that caused the collapse? Do we have access to data on this topic?
We do have information on this topic. I’d recommend starting with the Financial Crisis Inquiry Commission report chapter on it, and review the New York Fed article on its resolution. Detailed information on the assets should be available from bankruptcy filings, though those will involve quite a bit of work to obtain.