I am focusing on the role of public leadership in raising corruption issues which then transliterate into society at large. Some global database would help to better compare trends across different countries
This may not be what you are looking for, but I was a contributor to an edited volume, Political Corruption in Comparative Perspective, which came out in 2012, published by Ashgate. Its an amazing collection, but, so far, I haven't figured out how to add an edited volume in which I was only one of seven contributors to Researchgate
I am not aware of any specific database, but you may be able to do some creative searching on the Factiva news database. I have done so to create a dataset on corruption perceptions in Victoria, Australia. I would suggest searches along the lines of (prime minister or premier or president [etc]) and corruption and speech). Other terms like 'address' may be useful.
If you follow this route, be warned - there was a deal of manual editing before I was happy with the set I created. For more on the methodology, see Masters, Adam & Graycar, Adam (2015). Media reporting of corruption: Policy implications Crime Law and Social Change DOI: 10.1007/s10611-015-9595-1 published on-line (I am yet to load it into Researchgate)
For an article on corruptionframes in Baltic presidential speeches we (Karin Hilmer Pedersen and I) collected more than 1.000 speeches and stubs covering a decade in the three countries. The foreign ministries were quite helpful. Naturally we had to use computer assisted analysis with that number. See (in Danish- sorry )Johannsen & Pedersen (2012) "Korruption: strategisk politik og nationsopbygning : En sammenlignende analyse af baltiske præsidenters taler mellem 1998-2009" w