RISK DASHBOARD
DATA AS OF Q2 2016
2
Contents
1
Summary
3
2
Overview of the main risks and vulnerabilities in the EU banking sector
4
3
Heatmap
5
4
Risk Indicators (RIs)
4.1
4.2
4.3
4.4
5
Solvency
Credit Risk and Asset Quality
Profitability
Balance Sheet Structure
and Liquidity
Annex 1: Statistical Annex
Tier 1 capital ratio
6
Total capital ratio
7
CET1 ratio
8
CET1 ratio (fully loaded)
9
Ratio of non‐performing loans and advances (NPL ratio)
10
Coverage ratio for non‐performing loans and advances
11
Forbearance ratio for loans
12
Ratio of non‐performing exposures (NPE ratio)
13
Return on equity
14
Return on assets
15
Cost to income ratio
16
Net interest income to total operating income
17
Net fee and commission income to total operating income
18
Net trading income to total operating income
19
Net interest income to interest bearing assets
20
Loan‐to‐deposit ratio (for households and non‐financial corporations)
21
Liquid assets to short‐term liabilities
22
Liquid assets to total items requiring stable funding
23
Debt to equity ratio
24
Asset encumbrance ratio
25
Asset composition and volumes
27
Liability composition and volumes
28
Risk‐weighted asset composition and break‐down of asset quality data
29
Profitability analysis
30
6
Annex 2: Methodological note on the RIs heatmap
31
7
Annex 3: The RI and Annex database
32
3
Summary *
EU banks’ capital ratios have slightly increased. The CET1 ratio increased by 10 bps to 13.5% in Q2 2016, when
compared to the previous quarter. This effect is jointly explained by the growth in the capital (mainly driven by
higher ‘retained earnings’) as well as the slight decrease of RWAs, primarily its market risk components. On a
fully loaded basis, the CET1 ratio was 13.0% in Q2 2016, increasing by 10 bps when compared to the previous
quarter. Tier 1 and total capital have shown a similar trend. The quality of banks’ loan portfolios modestly improved in Q2 2016 but remains a concern. The ratio of non‐
performing loans (NPL) kept the trend experienced in the last quarters, by decreasing 10 bps, to 5.5% in Q2 2016.
The dispersion among countries is still broad, ranging from about 1% to nearly 50%. Despite the recent decrease,
the smaller banks’ NPL was higher (24.0%), when compared to medium‐sized (11.6%) and larger banks (4.0%).
The coverage ratio for NPLs showed a modest improvement too, with a slight increase of 10bps to 43.9% in Q2
2016. Both numerator and denominator continued to decrease during the second quarter. However, the
dispersion is still wide among countries (between 28% and over 66%), but again further narrowed among banks
of different size classes (ranging from 43% to 45 %). Profitability remained at a low level. The annualised return on equity (RoE) in Q2 was 5.7%, unchanged
compared to the former quarter and around one percentage point (p.p.) below the second quarter of last year.
The dispersion among countries further widened (ranging from about ‐16% to 19% now). The cost‐to‐income
ratio stopped its increasing trend of the four former quarters and even decreased when compared to year end
2015 (62.8% per year end 2015, 66.0% in Q1 2016 and 62.7% in Q2 2016).
The net interest margin kept its downwards trend, recorded in the last quarters, decreasing from 1.50% (Q1
2016) to 1.49% in Q2 2016. Whereas the dispersion among large and medium sized banks is narrow (1.48% for
large banks, 1.51% for medium sized banks), the net interest margin remains higher for small banks (2.31%).
Similarly, net interest income further decreased as a share of total operating income in Q2 2016 from 58.8% in
the former quarter to 57.0% in Q2 2016. It was jointly explained by an increase in the net operating income
(denominator) and, to a lesser extent, a decrease in the net interest income (numerator). Driven by the same
effect, the share of net fee and commission income decreased (down by 50bp to 26.6%). The proportion of net
trading result in total operating income increased between Q1 2016 and Q2 2016 from 5.1% to 5.5%, but
remained lower than per year end 2015 (5.9%).
The loan‐to‐deposit ratio slightly decreased. It was 120.5% in Q2 2016, which compares to 121.6% in the former
quarter. Respectively, the ratio has declined in all banks sizes’ classes, being lower for small banks (83.3%) and
higher for mid‐sized institutions (137.8% and 118.0% for large banks). Liquidity indicators remained stable, with
the ratio of ‘liquid assets to short term liabilities’ slightly decreasing from 21.4% to 21.2% and the proportion of
‘liquid assets to total items requiring stable funding’ remaining at 15.2% in Q2 2016. The asset encumbrance ratio
slightly increased to 25.5% in Q2 2016 (25.4% in the last quarter), influenced by the funding mix (secured vs.
unsecured funding, including deposits) as well as the level of central bank funding.
*) This risk dashboard is based on a sample of Risk Indicators (RI) from 198 European banks (unconsolidated number of banks, including 40 subsidiaries; the list of the banks can be found under the link http://www.eba.europa.eu/risk‐analysis‐and‐data). The sample of banks is reviewed annually by competent authorities and adjusted accordingly (http://www.eba.europa.eu/documents/10180/16082/ EBA+DC+090+%28Decision+on+Reporting+by+Competent+Authorities+to+the+EBA%29.pdf/9beaf5be‐2624‐4e36‐a75b‐b77aa3164f3f). This can determine breaks in the time series. Ratios provided in the text are weighted average if not otherwise stated. The name of the country is only disclosed if the number of reporting institutions is at least three. The data is based on the EBA’s implementing technical standards (ITS) on supervisory reporting (EU Regulation No 680/2014 and it subsequent amendments). In the chart on Risk Indicators by size class, considering the distribution of the average total assets, the small banks are those below the first quartile, the large banks are those above the third quartile. Underlying data in this risk dashboard has been compiled by the EBA since 2014 and it has served as basis for additional analyses included in EBA's Risk Assessment Report, last version published in December 2015.
4
Overview of the main risks and vulnerabilities in the EU banking sector
Level of risk
Bank risk
Risk drivers
Last quarter (memo)
Current quarter
Expected Level
Level
Trend
NPL ratios remain high and a systemic risk
Pillar 1
Credit risk Heightened market volatility, risk from declining market liquidity
Capital
Market risk
Cyber attacks, legacy IT systems
Operational risk
Pillar 2
Concentration risk, IRRBB and other
Reputational and legal
Liquidity & Funding
Access to funding and maturity distribution
Funding markets remain vulnerable to a sudden increase in volatility
Funding structure
Strong reliance on central bank funding
Environment
Regulatory and legal environment ‐1
0
Risk weighted assets, resolution
Asset quality, profitability, funding, supervision
Fragmentation
Sovereign risk
Trend
Misconduct, litigation costs
Low interest income, no increase in fee income
Profitability
Level
Low interest rate environment
‐1
‐1
‐1
‐1
‐1
‐1
0
0
‐1
‐1
0
‐1
‐1
0
0
0
0
0
‐1
‐1
‐1
‐1
Debt overhang
1
High
Medium
Low
Increasing
Stable
Decreasing
Contributing factors/interactions
Forward Trend
NPL ratios remain high in the EU. Further measures and initiatives to reduce
stocks of NPLs are being implemented from supervisory side, from the
banking industry itself as well as on political level (structural reforms). They
will still have to prove their success. Main vulnerabilities result from global
economic developments, not at least driven by emerging market and political
risks (the latter inside and outside the EU), as well as commodity, energy and
shipping exposures.
Financial markets had already been volatile before the UK's referendum, not
least driven by elevated political risks. Volatility significantly increased
afterwards. Trading income has increasingly come under pressure. There is a
persistent risk of a sudden decrease in market liquidity, which would
additionally accelerate market volatility.
Recent cyber attacks at banks' infrastructure have demonstrated the
vulnerability of information and communication technologies. New
technologies can cause various risks prior to and post implementation,
including legal risks.
An environment of low interest rates contributes to banks' increased
appetite for higher risk exposures. It also fosters risks of price bubbles in real
estate and other markets. Some of the central banks' measures additionally
contribute to further pressure on lending margins, e.g. in corporate business.
The scope of identified misconduct practices and incurring costs remains
wide, and further occurrences continue to come up. They include, but are
not restricted to, misconduct in customer related business, breaches of
sanctions, proprietary trading or market making as well as other areas,
including involvement in tax evasion schemes.
With interest income under pressure in an environment of low interest rates,
banks have not yet demonstrated that they can increase fee income. Growth
in loan volumes does neither offset margin pressure. Income from
investment banking activity was under pressure, too, in the first quarter, not
least driven by negative volume trends in debt and equity capital market
business.
After a significant widening of spreads and decline in issuance activity mainly
of senior unsecured and subordinated debt in February and March, markets
have stabilisied again. Banks from core as well as peripheral countries have
resumed issuance activity in all funding instruments. However, not at least
spreads of subordinated debt remain on elevated levels compared to last
year. In senior unsecured funding of some core banks a lengthening of
maturities could be seen.
Covered bonds and deposits remain an important channel in the banks'
funding mix. However, banks have proven their continued access also to AT1
and T2 as well as MREL / TLAC eligible funding after heightened market
volatility in February and March had calmed down again. Access to central
bank funding remains ample.
Regulatory uncertainty remains on the banks' agendas in several areas. This
includes, but is no restricted, to uncertainty in respect of risk weighted asset
requirements, including potential minimum risk weights for sovereign
exposures. Further regulatory uncertainty includes MREL and MDA.
Fragmentation of asset quality and profitability remains high among
jurisdictions. Usage of central bank funding partially significantly differs
between countries. Following the UK's referendum, further indications of
fragmentation across the single market need monitoring.
Risks from a large debt overhang in some countries remain high. Significant
sovereign exposure leads to elevated vulnerabilities of banks in some
jurisdictions.
The level of risk summarises, in a judgmental fashion, the probability of the materialisation of the risk factors and the likely impact on banks. The assessment takes into consideration the evolution of market and prudential indicators, National Supervisory Authorities' and banks’ own assessments as well as analysts’ views.
5
RIs heatmap
Traffic light
RI
Solvency
Tier 1 capital ratio
Credit Risk & Asset Quality
CET1 ratio
Ratio of non‐performing loans and advances (NPL ratio)
Coverage ratio of non‐
performing loans and advances
Forbearance ratio for loans and advances
Profitability
Return on equity
Balance Sheet Structure
Cost to income ratio
Loan‐to‐deposit ratio for households and non‐
financial corporations
Liquid assets to short‐term liabilities
Debt to equity ratio
Threshold
Sample of banks*
153
Current vs previous quarters for the 201412
worst bucket
154
153
153
153
157
156
201503
201506
201509
201512
201603
201606
> 15%
21.8%
14.4%
16.9%
27.7%
30.7%
28.8%
29.6%
[12% ‐ 15%] 48.1%
57.6%
63.9%
52.7%
61.5%
63.5%
62.6%
< 12%
30.1%
28.0%
19.2%
19.7%
7.8%
7.8%
7.8%
> 14%
19.7%
12.0%
19.6%
13.1%
23.0%
21.8%
21.6%
[11% ‐ 14%] 39.3%
49.9%
66.5%
73.8%
72.7%
73.9%
74.1%
< 11%
41.0%
38.1%
13.9%
13.1%
4.3%
4.3%
4.2%
< 3%
34.6%
36.9%
38.1%
38.4%
36.6%
37.9%
43.0%
[3% ‐ 8%] 43.1%
46.9%
46.7%
46.6%
50.4%
49.3%
44.6%
> 8%
22.3%
16.2%
15.1%
15.0%
13.0%
12.8%
12.4%
> 55%
9.2%
9.7%
9.7%
10.4%
10.2%
10.6%
10.8%
[40% ‐ 55%] 56.2%
56.0%
58.9%
57.0%
50.2%
48.0%
50.0%
< 40%
34.6%
34.3%
31.4%
32.6%
39.7%
41.4%
39.2%
< 1.5%
30.3%
30.2%
36.6%
37.5%
43.9%
43.1%
44.3%
[1.5% ‐ 4%] 41.3%
43.0%
35.7%
38.8%
37.3%
38.6%
37.7%
>4%
28.4%
26.8%
27.6%
23.7%
18.8%
18.4%
18.0%
> 10%
5.1%
18.6%
24.1%
22.7%
6.4%
3.1%
6.0%
[6% ‐ 10%] 29.2%
33.2%
46.2%
35.5%
44.3%
42.4%
49.9%
< 6%
65.7%
48.1%
29.7%
41.8%
49.3%
54.5%
44.1%
< 50%
10.1%
10.5%
11.6%
12.3%
11.7%
12.2%
10.1%
[50% ‐ 60%] 13.6%
33.7%
34.8%
36.3%
17.6%
17.0%
26.1%
> 60%
76.3%
55.8%
53.6%
51.4%
70.7%
70.8%
63.8%
< 100%
30.6%
31.4%
29.6%
31.6%
32.8%
29.3%
30.8%
[100% ‐ 150%] 56.5%
56.2%
57.7%
56.0%
54.8%
58.2%
56.7%
> 150%
12.9%
12.4%
12.8%
12.5%
12.3%
12.5%
12.5%
> 30%
3.3%
3.5%
3.1%
2.9%
5.5%
7.8%
4.2%
[20% ‐ 30%] 37.5%
50.1%
38.9%
52.6%
58.8%
44.9%
54.9%
< 20%
59.1%
46.5%
58.0%
44.5%
35.7%
47.4%
40.9%
< 12x
10.2%
9.7%
7.2%
10.4%
12.3%
9.4%
10.8%
[12x ‐ 15x] 26.4%
32.8%
41.2%
37.7%
36.6%
35.6%
33.0%
> 15x
63.4%
57.5%
51.6%
51.9%
51.0%
55.0%
56.2%
Note: Traffic lights provide the trend of the KRI given the historical time series. Data bar colour scale: green for the "best bucket", yellow for the intermediate and red for the "worst bucket".
* Number of banks after consolidation. Furthermore, not all banks submit respective data for all Risk Indicators.
6
Solvency
1 ‐ Tier 1 capital ratio
Dispersion
Numerator and denominator: trends
45%
110
40%
108
35%
106
30%
104
25%
102
20%
100
5th and 95th pct, interquartile range and median.
Total numerator and denominator.
Dec 2014 =100.
Country dispersion (as of Jun. 2016)
KRI by size class
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Dec ‐ 14
Mar ‐ 16
Mar ‐ 15
Numerator: Tier 1 capital
Denominator: Total risk exposure amount
Jun ‐ 15
94
Jun ‐ 16
0%
Dec ‐ 15
96
Sep ‐ 15
5%
Jun ‐ 15
98
Dec ‐ 14
10%
Mar ‐ 15
15%
40%
16.0%
EU
35%
15.5%
30%
15.0%
25%
14.5%
20%
14.0%
15%
13.5%
10%
13.0%
5%
Small
Medium
All banks
Large
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
EE FI SE LT HR SI BG MT DK IE GR LV LU CZ RO NL SK NO BE CY GB PL FR DE HU IT ES AT PT
Mar ‐ 15
Dec ‐ 14
12.5%
0%
Weighted average. Banks are classified in the size class according to the their average total assets between Dec. 2014 and Jun. 2016. Non‐FINREP banks are assigned to the bucket of small banks.
Weighted Averages by country.
Period
Weighted average
25th
50th
75th
Dec ‐ 14
Mar ‐ 15
Jun ‐ 15
Sep ‐ 15
Dec ‐ 15
Mar ‐ 16
Jun ‐ 16
13.5%
13.4%
13.9%
14.1%
14.7%
14.5%
14.7%
11.7%
11.6%
12.0%
12.1%
13.0%
12.8%
13.0%
13.6%
13.6%
13.9%
14.1%
14.9%
14.7%
15.0%
16.2%
16.2%
16.8%
17.7%
18.5%
18.0%
18.5%
7
Solvency
2 ‐ Total capital ratio
Dispersion
Numerator and denominator: trends
50%
110
45%
108
40%
106
35%
104
30%
25%
102
20%
100
15%
98
10%
5th and 95th pct, interquartile range and median.
Total numerator and denominator.
Dec 2014 =100.
Country dispersion (as of Jun. 2016)
KRI by size class
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Mar ‐ 15
Numerator: Total capital
Denominator: Total risk exposure amount
Dec ‐ 14
Jun ‐ 16
Mar ‐ 16
Mar ‐ 15
Dec ‐ 15
94
Sep ‐ 15
0%
Jun ‐ 15
96
Dec ‐ 14
5%
40%
19.5%
EU
35%
19.0%
30%
18.5%
18.0%
25%
17.5%
20%
17.0%
15%
16.5%
16.0%
10%
15.5%
5%
Small
Medium
All banks
Large
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
EE SE FI MT NL DK HR IE LT LV SI BG RO GB LU SK NO GR BE CZ FR DE HU AT PL CY IT ES PT
Mar ‐ 15
Dec ‐ 14
15.0%
0%
Weighted average. Banks are classified in the size class according to the their average total assets between Dec. 2014 and Jun. 2016. Non‐FINREP banks are assigned to the bucket of small banks.
Weighted Averages by country.
Period
Weighted average
25th
50th
75th
Dec ‐ 14
Mar ‐ 15
Jun ‐ 15
Sep ‐ 15
Dec ‐ 15
Mar ‐ 16
Jun ‐ 16
16.2%
16.1%
16.7%
17.0%
17.7%
17.4%
17.7%
13.8%
13.7%
14.2%
14.4%
14.8%
14.9%
15.0%
16.4%
15.8%
16.6%
16.8%
17.4%
17.2%
17.5%
19.4%
19.5%
20.3%
21.7%
22.8%
22.3%
22.7%
8
Solvency
3 ‐ CET1 ratio
Dispersion
Numerator and denominator: trends
45%
110
40%
108
35%
106
30%
104
25%
102
20%
100
5th and 95th pct, interquartile range and median.
Total numerator and denominator.
Dec 2014 =100.
Country dispersion (as of Jun. 2016)
KRI by size class
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Dec ‐ 14
Mar ‐ 16
Mar ‐ 15
Numerator: CET1 capital
Denominator: Total risk exposure amount
Jun ‐ 15
94
Jun ‐ 16
0%
Dec ‐ 15
96
Sep ‐ 15
5%
Jun ‐ 15
98
Dec ‐ 14
10%
Mar ‐ 15
15%
40%
16.0%
EU
35%
15.5%
30%
15.0%
14.5%
25%
14.0%
20%
13.5%
15%
13.0%
12.5%
10%
12.0%
5%
Small
Medium
All banks
Large
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
EE FI LT HR SI SE MT BG GR LV LU RO IE CZ DK SK CY BE PL NO NL GB FR DE HU ES AT IT PT
Mar ‐ 15
Dec ‐ 14
11.5%
0%
Weighted average. Banks are classified in the size class according to the their average total assets between Dec. 2014 and Jun. 2016. Non‐FINREP banks are assigned to the bucket of small banks.
Weighted Averages by country.
Period
Weighted average
25th
50th
75th
Dec ‐ 14
Mar ‐ 15
Jun ‐ 15
Sep ‐ 15
Dec ‐ 15
Mar ‐ 16
Jun ‐ 16
12.5%
12.4%
12.8%
13.0%
13.5%
13.4%
13.5%
11.2%
11.4%
11.6%
11.8%
12.4%
12.4%
12.3%
12.8%
13.0%
13.1%
13.4%
14.0%
14.1%
13.9%
15.5%
15.2%
15.9%
17.2%
17.1%
17.3%
17.6%
9
Solvency
4 ‐ CET1 ratio (fully loaded)
Dispersion
Numerator and denominator: trends
40%
116
114
35%
112
30%
110
108
25%
106
20%
104
15%
102
100
10%
98
5%
Numerator: CET1 capital (fully loaded)
Denominator: Total risk exposure amount (fully loaded)
96
5th and 95th pct, interquartile range and median.
Total numerator and denominator.
Dec 2014 =100.
Country dispersion (as of Jun. 2016)
KRI by size class
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Dec ‐ 14
Mar ‐ 15
94
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Mar ‐ 15
Dec ‐ 14
0%
40%
16.0%
EU
15.5%
35%
15.0%
30%
14.5%
14.0%
25%
13.5%
20%
13.0%
12.5%
15%
12.0%
10%
Small
Medium
Sep ‐ 15
11.0%
Jun ‐ 15
11.5%
5%
All banks
Large
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
EE FI SI HR LT SE MT LU BG LV RO CZ DK GR SK PL IE CY NO NL GB FR HU DE AT BE IT ES PT
Mar ‐ 15
Dec ‐ 14
10.5%
0%
Weighted average. Banks are classified in the size class according to the their average total assets between Dec. 2014 and Jun. 2016. Non‐FINREP banks are assigned to the bucket of small banks.
Weighted Averages by country.
Period
Weighted average
25th
50th
75th
Dec ‐ 14
Mar ‐ 15
Jun ‐ 15
Sep ‐ 15
Dec ‐ 15
Mar ‐ 16
Jun ‐ 16
11.5%
11.7%
12.1%
12.3%
13.0%
12.9%
13.0%
10.5%
10.6%
10.6%
11.1%
11.7%
11.8%
11.9%
12.2%
12.3%
12.3%
12.8%
13.6%
13.7%
13.7%
15.1%
15.2%
15.2%
16.1%
16.9%
17.1%
17.6%
10
Credit Risk and Asset Quality
5 ‐ Ratio of non‐performing loans and advances (NPL ratio)
Dispersion
Numerator and denominator: trends
45%
110
108
40%
106
35%
104
30%
102
100
25%
98
20%
96
15%
94
10%
92
90
5%
Numerator: Non‐performing loans
Denominator: Total loans
88
5th and 95th pct, interquartile range and median.
Total numerator and denominator.
Dec 2014 =100.
Country dispersion (as of Jun. 2016)
KRI by size class
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Dec ‐ 14
Mar ‐ 15
86
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Mar ‐ 15
Dec ‐ 14
0%
55%
30.0%
EU
50%
27.0%
45%
24.0%
40%
21.0%
35%
18.0%
30%
15.0%
25%
12.0%
20%
9.0%
15%
6.0%
10%
Small
Medium
Jun ‐ 15
Sep ‐ 15
3.0%
5%
All banks
Large
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
CY GR PT SI IT IE HU BG RO HR PL AT ES MT SK LT FR BE LV DK NL CZ DE GB NO EE FI LU SE
Mar ‐ 15
Dec ‐ 14
0.0%
0%
Weighted average. Banks are classified in the size class according to the their average total assets between Dec. 2014 and Jun. 2016. Weighted Averages by country.
Period
Weighted average
25th
50th
75th
Dec ‐ 14
Mar ‐ 15
Jun ‐ 15
Sep ‐ 15
Dec ‐ 15
Mar ‐ 16
Jun ‐ 16
6.5%
6.2%
6.0%
5.9%
5.7%
5.6%
5.5%
2.4%
2.3%
2.4%
2.4%
2.3%
2.0%
2.0%
5.8%
5.9%
6.0%
5.6%
5.0%
5.0%
4.9%
15.3%
15.8%
15.0%
14.9%
14.6%
14.3%
13.9%
11
Credit Risk and Asset Quality
6 ‐ Coverage ratio of non‐performing loans and advances
Dispersion
Numerator and denominator: trends
106
70%
104
60%
102
50%
100
98
40%
96
30%
94
92
20%
90
10%
88
5th and 95th pct, interquartile range and median.
Total numerator and denominator.
Dec 2014 =100.
Country dispersion (as of Jun. 2016)
KRI by size class
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Dec ‐ 14
Mar ‐ 15
Numerator: Specific allowances for loans
Denominator: Non‐performing loans
86
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Mar ‐ 15
Dec ‐ 14
0%
80%
48.0%
EU
70%
46.0%
60%
44.0%
50%
42.0%
40%
40.0%
30%
38.0%
20%
Small
Medium
Jun ‐ 15
Sep ‐ 15
36.0%
10%
All banks
Large
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
SI RO HU CZ PL HR AT BG SK FR GR IT ES BE LU PT MT DE IE CY NL LT DK NO LV GB EE SE FI
Mar ‐ 15
Dec ‐ 14
34.0%
0%
Weighted average. Banks are classified in the size class according to the their average total assets between Dec. 2014 and Jun. 2016. Weighted Averages by country.
Period
Weighted average
25th
50th
75th
Dec ‐ 14
Mar ‐ 15
Jun ‐ 15
Sep ‐ 15
Dec ‐ 15
Mar ‐ 16
Jun ‐ 16
43.4%
43.0%
43.6%
43.6%
43.7%
43.8%
43.9%
31.8%
31.2%
32.8%
33.3%
31.3%
31.1%
31.5%
41.0%
41.7%
40.9%
41.7%
40.4%
39.9%
40.6%
48.1%
47.2%
47.3%
47.7%
47.5%
47.3%
47.9%
12
Credit Risk and Asset Quality
7 ‐ Forbearance ratio for loans and advances
Dispersion
Numerator and denominator: trends
25%
110
108
106
20%
104
102
15%
100
98
96
10%
94
92
5%
90
Numerator: Forborne loans
Denominator: Total loans
88
5th and 95th pct, interquartile range and median.
Total numerator and denominator.
Dec 2014 =100.
Country dispersion (as of Jun. 2016)
KRI by size class
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Dec ‐ 14
Mar ‐ 15
86
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Mar ‐ 15
Dec ‐ 14
0%
30%
16.0%
EU
14.0%
25%
12.0%
20%
10.0%
8.0%
15%
6.0%
10%
4.0%
5%
Small
Medium
Jun ‐ 15
Sep ‐ 15
2.0%
All banks
Large
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
CY GR IE SI PT BG ES RO MT HU IT HR LV LT AT PL NL EE DE SK DK BE GB FI NO FR SE CZ LU
Mar ‐ 15
Dec ‐ 14
0.0%
0%
Weighted average. Banks are classified in the size class according to the their average total assets between Dec. 2014 and Jun. 2016. Weighted Averages by country.
Period
Weighted average
25th
50th
75th
Dec ‐ 14
Mar ‐ 15
Jun ‐ 15
Sep ‐ 15
Dec ‐ 15
Mar ‐ 16
Jun ‐ 16
3.9%
3.8%
3.7%
3.6%
3.5%
3.5%
3.4%
1.4%
1.4%
1.3%
1.3%
1.3%
1.2%
1.2%
3.4%
3.4%
3.5%
3.2%
2.9%
2.9%
3.0%
9.5%
10.3%
9.0%
9.1%
9.3%
9.4%
9.1%
13
Credit Risk and Asset Quality
8 ‐ Ratio of non‐performing exposures (NPE ratio)
Dispersion
Numerator and denominator: trends
108
35%
106
30%
104
25%
102
100
20%
98
15%
96
94
10%
92
5%
90
Numerator: Non‐performing debt instruments
5th and 95th pct, interquartile range and median.
Total numerator and denominator.
Dec 2014 =100.
Country dispersion (as of Jun. 2016)
KRI by size class
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Mar ‐ 15
Dec ‐ 14
Jun ‐ 15
Denominator: Total debt instruments
88
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Mar ‐ 15
Dec ‐ 14
0%
50%
24%
EU
45%
21%
40%
18%
35%
15%
30%
25%
12%
20%
9%
15%
6%
10%
3%
5%
Small
Medium
All banks
Large
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
CY GR PT SI IT BG IE HU HR RO PL ES AT LT SK MT FR DK LV BE NL DE CZ GB NO EE FI SE LU
Mar ‐ 15
Dec ‐ 14
0%
0%
Weighted average. Banks are classified in the size class according to the their average total assets between Dec. 2014 and Jun. 2016. Weighted Averages by country.
Period
Weighted average
25th
50th
75th
Dec ‐ 14
Mar ‐ 15
Jun ‐ 15
Sep ‐ 15
Dec ‐ 15
Mar ‐ 16
Jun ‐ 16
5.5%
5.3%
5.2%
5.0%
4.9%
4.8%
4.7%
2.1%
2.0%
2.0%
2.0%
1.8%
1.8%
1.7%
4.8%
4.7%
4.9%
4.9%
4.2%
4.1%
3.9%
12.4%
12.3%
12.4%
12.4%
11.9%
11.6%
11.1%
14
Profitability
9 ‐ Return on equity
Dispersion
Numerator and denominator: trends
20%
220
200
10%
180
0%
160
‐10%
140
120
‐20%
100
‐30%
80
5th and 95th pct, interquartile range and median.
Total numerator and denominator.
Dec 2014 =100.
Country dispersion (as of Jun. 2016)
KRI by size class
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Dec ‐ 14
Mar ‐ 15
Numerator: Profit or loss for the year
Denominator: Total equity
60
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Mar ‐ 15
Dec ‐ 14
‐40%
25%
12%
EU
20%
10%
15%
8%
10%
6%
5%
4%
0%
2%
‐5%
0%
‐10%
‐2%
‐15%
Small
Medium
All banks
Large
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
BG HU RO LV SK CZ EE MT SE HR SI NO IE PL LT DK BE FI AT NL FR ES LU CY GB DE IT PT GR
Mar ‐ 15
Dec ‐ 14
‐4%
‐20%
Weighted average. Banks are classified in the size class according to the their average total assets between Dec. 2014 and Jun. 2016. Weighted Averages by country.
Period
Weighted average
25th
50th
75th
Dec ‐ 14
Mar ‐ 15
Jun ‐ 15
Sep ‐ 15
Dec ‐ 15
Mar ‐ 16
Jun ‐ 16
3.5%
6.9%
6.8%
6.4%
4.5%
5.7%
5.7%
‐3.3%
3.3%
3.5%
3.5%
2.5%
2.0%
2.3%
3.6%
7.0%
7.0%
6.6%
5.7%
5.0%
6.2%
7.9%
10.4%
10.2%
10.4%
9.1%
8.8%
9.3%
15
Profitability
10 ‐ Return on assets
Dispersion
Numerator and denominator: trends
2.5%
220
2.0%
200
1.5%
1.0%
180
0.5%
160
0.0%
140
‐0.5%
120
‐1.0%
‐1.5%
100
‐2.0%
80
5th and 95th pct, interquartile range and median.
Total numerator and denominator.
Dec 2014 =100.
Country dispersion (as of Jun. 2016)
KRI by size class
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Dec ‐ 14
Jun ‐ 15
Numerator: Profit or loss for the year
Denominator: Total assets
60
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Mar ‐ 15
Dec ‐ 14
‐3.0%
Mar ‐ 15
‐2.5%
3.00%
1.2%
EU
2.50%
1.0%
2.00%
1.50%
0.8%
1.00%
0.6%
0.50%
0.00%
0.4%
‐0.50%
0.2%
‐1.00%
‐1.50%
0.0%
Small
‐2.00%
Medium
All banks
Large
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
BG EE HU LV RO HR SK CZ SI PL LT IE MT NO SE AT CY ES BE DK FR LU NL FI GB IT DE PT GR
Mar ‐ 15
Dec ‐ 14
‐0.2%
‐2.50%
Weighted average. Banks are classified in the size class according to the their average total assets between Dec. 2014 and Jun. 2016. Weighted Averages by country.
Period
Weighted average
25th
50th
75th
Dec ‐ 14
Mar ‐ 15
Jun ‐ 15
Sep ‐ 15
Dec ‐ 15
Mar ‐ 16
Jun ‐ 16
0.20%
0.40%
0.41%
0.38%
0.28%
0.36%
0.36%
‐0.13%
0.20%
0.21%
0.20%
0.14%
0.12%
0.16%
0.24%
0.43%
0.45%
0.39%
0.35%
0.34%
0.36%
0.53%
0.73%
0.72%
0.66%
0.59%
0.63%
0.65%
16
Profitability
11 ‐ Cost to income ratio
Dispersion
Numerator and denominator: trends
140%
112
110
120%
108
100%
106
80%
104
102
60%
100
40%
98
20%
96
5th and 95th pct, interquartile range and median.
Total numerator and denominator.
Dec 2014 =100.
Country dispersion (as of Jun. 2016)
KRI by size class
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Dec ‐ 14
Mar ‐ 15
Numerator: Costs
Denominator: Net operating income
94
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Mar ‐ 15
Dec ‐ 14
0%
90%
70%
EU
80%
67%
70%
64%
60%
61%
50%
58%
40%
55%
30%
52%
20%
49%
10%
Small
Medium
All banks
Large
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
DE AT FR IT PT HU BE GB NL SI LU DK IE PL CY ES GR FI SE MT RO SK LT HR CZ EE LV NO BG
Mar ‐ 15
Dec ‐ 14
46%
0%
Weighted average. Banks are classified in the size class according to the their average total assets between Dec. 2014 and Jun. 2016. Weighted Averages by country.
Period
Weighted average
25th
50th
75th
Dec ‐ 14
Mar ‐ 15
Jun ‐ 15
Sep ‐ 15
Dec ‐ 15
Mar ‐ 16
Jun ‐ 16
62.9%
60.9%
59.3%
59.9%
62.8%
66.0%
62.7%
46.0%
45.3%
46.4%
47.3%
48.2%
50.7%
49.7%
58.6%
57.1%
56.4%
57.4%
59.2%
63.9%
59.8%
69.7%
66.5%
65.3%
66.3%
67.7%
73.8%
70.3%
17
Profitability
12 ‐ Net interest income to total operating income
Dispersion
Numerator and denominator: trends
120%
112
110
100%
108
80%
106
104
60%
102
40%
100
98
20%
96
5th and 95th pct, interquartile range and median.
Total numerator and denominator.
Dec 2014 =100.
Country dispersion (as of Jun. 2016)
KRI by size class
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Dec ‐ 14
Mar ‐ 15
Numerator: Net interest income
Denominator: Net operating income
94
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Mar ‐ 15
Dec ‐ 14
0%
90%
68%
EU
80%
65%
70%
62%
60%
59%
50%
56%
40%
53%
30%
50%
20%
47%
10%
Small
Medium
All banks
Large
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
GR NL NO BG SK CY BE DK ES HU HR AT MT PT PL CZ SI IE GB SE EE RO LT DE LU FI IT LV FR
Mar ‐ 15
Dec ‐ 14
44%
0%
Weighted average. Banks are classified in the size class according to the their average total assets between Dec. 2014 and Jun. 2016. Weighted Averages by country.
Period
Weighted average
25th
50th
75th
Dec ‐ 14
Mar ‐ 15
Jun ‐ 15
Sep ‐ 15
Dec ‐ 15
Mar ‐ 16
Jun ‐ 16
58.8%
55.5%
54.9%
56.3%
57.3%
58.8%
57.0%
48.8%
43.2%
46.0%
48.3%
48.9%
51.9%
49.7%
62.3%
59.1%
59.0%
60.5%
61.1%
64.7%
62.8%
75.4%
74.5%
72.8%
77.8%
78.1%
80.6%
76.6%
18
Profitability
13 ‐ Net fee and commission income to total operating income
Dispersion
Numerator and denominator: trends
50%
112
110
40%
108
30%
106
104
20%
102
10%
100
98
0%
96
Numerator: Net fee and commission income
Denominator: Net operating income
5th and 95th pct, interquartile range and median.
Total numerator and denominator.
Dec 2014 =100.
Country dispersion (as of Jun. 2016)
KRI by size class
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Dec ‐ 14
Mar ‐ 15
94
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Mar ‐ 15
Dec ‐ 14
‐10%
40%
29%
EU
35%
28%
30%
27%
26%
25%
25%
20%
24%
15%
23%
22%
10%
21%
5%
Small
Medium
All banks
Large
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
IT LU HU FR LT PT DE LV AT SE SI EE PL HR ES BE DK GB IE SK RO BG CZ FI MT NL CY NO GR
Mar ‐ 15
Dec ‐ 14
20%
0%
Weighted average. Banks are classified in the size class according to the their average total assets between Dec. 2014 and Jun. 2016. Weighted Averages by country.
Period
Weighted average
25th
50th
75th
Dec ‐ 14
Mar ‐ 15
Jun ‐ 15
Sep ‐ 15
Dec ‐ 15
Mar ‐ 16
Jun ‐ 16
27.2%
26.6%
26.2%
26.4%
26.8%
27.1%
26.6%
13.9%
13.6%
13.5%
13.3%
12.2%
13.6%
11.8%
22.9%
22.6%
21.7%
21.6%
22.1%
23.3%
22.7%
30.5%
31.4%
30.4%
30.9%
29.9%
32.9%
31.8%
19
Profitability
14 ‐ Net trading income to total operating income
Dispersion
Numerator and denominator: trends
40%
135
30%
125
20%
115
10%
105
0%
95
‐10%
85
‐20%
75
‐30%
65
5th and 95th pct, interquartile range and median.
Total numerator and denominator.
Dec 2014 =100.
Country dispersion (as of Jun. 2016)
KRI by size class
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Mar ‐ 15
Dec ‐ 14
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Mar ‐ 15
Dec ‐ 14
Numerator: Net trading income
Denominator: Net operating income
20%
12%
EU
10%
15%
8%
6%
10%
4%
5%
2%
0%
‐2%
0%
‐4%
‐5%
‐6%
Jun ‐ 16
Mar ‐ 16
Large
Dec ‐ 15
All banks
Sep ‐ 15
Medium
Jun ‐ 15
Dec ‐ 14
FI GB DE SE LV NO FR HR RO EE CZ SK LT LU HU MT ES IE SI IT DK BG BE CY AT NL GR PL PT
Mar ‐ 15
Small
‐8%
‐10%
Weighted average. Banks are classified in the size class according to the their average total assets between Dec. 2014 and Jun. 2016. Weighted Averages by country.
Period
Weighted average
25th
50th
75th
Dec ‐ 14
Mar ‐ 15
Jun ‐ 15
Sep ‐ 15
Dec ‐ 15
Mar ‐ 16
Jun ‐ 16
6.7%
7.8%
6.1%
6.0%
5.9%
5.1%
5.5%
‐0.4%
‐0.7%
‐1.4%
‐1.5%
‐0.6%
‐2.2%
‐1.2%
1.2%
1.0%
1.3%
1.5%
0.9%
0.2%
0.5%
5.4%
9.6%
5.5%
4.4%
4.8%
3.8%
3.9%
20
Profitability
15 ‐ Net interest income to interest bearing assets
Dispersion
Numerator and denominator: trends
104
4.0%
3.5%
102
3.0%
2.5%
100
2.0%
98
1.5%
1.0%
96
0.5%
5th and 95th pct, interquartile range and median.
Total numerator and denominator.
Dec 2014 =100.
Country dispersion (as of Jun. 2016)
KRI by size class
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Dec ‐ 14
Mar ‐ 15
Numerator: Net interest income
Denominator: Interest earning assets
94
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Mar ‐ 15
Dec ‐ 14
0.0%
5.0%
2.5%
EU
2.4%
4.0%
2.3%
2.2%
2.1%
3.0%
2.0%
1.9%
2.0%
1.8%
1.7%
1.6%
1.0%
1.5%
Small
Medium
All banks
Large
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
HU BG RO HR SK PL CY GR SI CZ ES EE MT AT LV IE NO PT NL IT GB LT BE FR DE DK SE LU FI
Mar ‐ 15
Dec ‐ 14
1.4%
0.0%
Weighted average. Banks are classified in the size class according to the their average total assets between Dec. 2014 and Jun. 2016. Weighted Averages by country.
Period
Weighted average
25th
50th
75th
Dec ‐ 14
Mar ‐ 15
Jun ‐ 15
Sep ‐ 15
Dec ‐ 15
Mar ‐ 16
Jun ‐ 16
1.55%
1.55%
1.57%
1.57%
1.60%
1.50%
1.49%
1.07%
1.03%
1.06%
1.05%
1.13%
1.08%
1.08%
1.48%
1.49%
1.52%
1.52%
1.53%
1.46%
1.41%
1.80%
1.81%
1.84%
1.84%
1.96%
2.10%
2.09%
21
Balance Sheet Structure and Liquidity
16 ‐ Loan‐to‐deposit ratio for households and non‐financial corporations
Dispersion
Numerator and denominator: trends
1775%
106
1600%
105
1425%
104
1250%
103
1075%
900%
102
725%
101
550%
100
375%
200%
99
25%
98
5th and 95th pct, interquartile range and median.
Total numerator and denominator.
Dec 2014 =100.
Country dispersion (as of Jun. 2016)
KRI by size class
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Mar ‐ 15
Denominator: Deposits to NFCs and households
Dec ‐ 14
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Mar ‐ 15
Dec ‐ 14
Numerator: Loans to NFCs and households
400%
150%
EU
350%
140%
300%
130%
250%
120%
200%
110%
150%
100%
100%
90%
50%
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Large
Sep ‐ 15
All banks
Jun ‐ 15
Dec ‐ 14
DK SE NO FI DE IT LU NL GR ES IE FR AT EE BE LT SK PL PT GB CY CZ HU HR BG LV SI RO MT
Medium
Mar ‐ 15
Small
80%
0%
Weighted average. Banks are classified in the size class according to the their average total assets between Dec. 2014 and Jun. 2016. Weighted Averages by country.
Period
Weighted average
25th
50th
75th
Dec ‐ 14
Mar ‐ 15
Jun ‐ 15
Sep ‐ 15
Dec ‐ 15
Mar ‐ 16
Jun ‐ 16
124.3%
125.1%
124.7%
123.2%
121.1%
121.6%
120.5%
98.6%
98.9%
100.1%
99.5%
94.0%
97.4%
96.9%
121.4%
122.3%
120.9%
120.2%
118.3%
119.6%
118.2%
194.1%
188.7%
182.6%
187.0%
179.4%
175.6%
176.0%
22
Balance Sheet Structure and Liquidity
17 ‐ Liquid assets to short‐term liabilities
Dispersion
Numerator and denominator: trends
116
70%
114
60%
112
50%
110
108
40%
106
30%
104
102
20%
100
10%
98
5th and 95th pct, interquartile range and median.
Total numerator and denominator.
Dec 2014 =100.
Country dispersion (as of Jun. 2016)
KRI by size class
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Dec ‐ 14
Mar ‐ 15
Numerator: Liquid assets
Denominator: Items providing stable funding (less than 12 months)
96
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Mar ‐ 15
Dec ‐ 14
0%
70%
26%
EU
25%
60%
24%
50%
23%
40%
22%
21%
30%
20%
20%
19%
18%
10%
Small
Medium
All banks
Large
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
MT
RO
SI
LV
FI
NO
SE
BG
HU
SK
DK
IE
HR
CY
BE
AT
LU
GB
DE
PL
EE
NL
ES
IT
LT
FR
PT
GR
CZ*
( * ) Not reported.
Weighted Averages by country.
Mar ‐ 15
Dec ‐ 14
17%
0%
Weighted average. Banks are classified in the size class according to the their average total assets between Dec. 2014 and Jun. 2016. Period
Weighted average
25th
50th
75th
Dec ‐ 14
Mar ‐ 15
Jun ‐ 15
Sep ‐ 15
Dec ‐ 15
Mar ‐ 16
Jun ‐ 16
19.1%
19.8%
19.8%
20.7%
21.5%
21.4%
21.2%
13.9%
13.3%
14.4%
15.2%
15.7%
16.2%
15.7%
20.1%
19.9%
20.1%
20.9%
21.9%
22.2%
21.7%
27.0%
26.5%
28.5%
28.9%
28.8%
30.5%
30.7%
23
Balance Sheet Structure and Liquidity
18 ‐ Liquid assets to total items requiring stable funding
Dispersion
Numerator and denominator: trends
60%
120
50%
116
40%
112
30%
108
20%
104
10%
100
0%
96
5th and 95th pct, interquartile range and median.
Total numerator and denominator.
Dec 2014 =100.
Country dispersion (as of Jun. 2016)
KRI by size class
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Mar ‐ 15
Dec ‐ 14
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Mar ‐ 15
Dec ‐ 14
Numerator: Liquid assets
Denominator: Items requiring stable funding
40%
17.0%
EU
16.5%
35%
16.0%
30%
15.5%
15.0%
25%
14.5%
20%
14.0%
13.5%
15%
13.0%
10%
12.5%
12.0%
5%
Small
Medium
All banks
Large
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
RO
SI
MT
LV
BG
FI
SK
LU
NO
CY
BE
SE
HR
GB
IE
EE
HU
PL
LT
AT
ES
NL
DE
DK
FR
IT
PT
GR
CZ*
( * ) Not reported.
Weighted Averages by country.
Mar ‐ 15
Dec ‐ 14
11.5%
0%
Weighted average. Banks are classified in the size class according to the their average total assets between Dec. 2014 and Jun. 2016. Period
Weighted average
25th
50th
75th
Dec ‐ 14
Mar ‐ 15
Jun ‐ 15
Sep ‐ 15
Dec ‐ 15
Mar ‐ 16
Jun ‐ 16
13.8%
14.2%
14.3%
14.7%
15.3%
15.2%
15.2%
8.3%
9.0%
9.0%
9.9%
10.1%
10.3%
10.4%
12.3%
12.4%
12.7%
13.6%
14.2%
14.0%
14.0%
17.7%
16.8%
18.0%
18.6%
18.2%
19.2%
18.9%
24
Balance Sheet Structure and Liquidity
19 ‐ Debt to equity ratio
Dispersion
Numerator and denominator: trends
3500%
110
3000%
108
106
2500%
104
2000%
102
1500%
100
1000%
98
96
Numerator: Total liabilities
5th and 95th pct, interquartile range and median.
Total numerator and denominator.
Dec 2014 =100.
Country dispersion (as of Jun. 2016)
KRI by size class
Jun ‐ 16
Mar ‐ 16
Sep ‐ 15
Mar ‐ 15
Dec ‐ 14
Dec ‐ 15
Denominator: Total equity
94
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Mar ‐ 15
Dec ‐ 14
0%
Jun ‐ 15
500%
2500%
1800%
EU
1700%
2000%
1600%
1500%
1500%
1400%
1300%
1200%
1000%
1100%
1000%
500%
900%
Small
Medium
All banks
Large
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
SE DE FI DK NL BE FR GB IT MT LU PT ES NO AT CZ SK IE LT LV CY RO HU GR BG PL SI HR EE
Mar ‐ 15
Dec ‐ 14
800%
0%
Weighted average. Banks are classified in the size class according to the their average total assets between Dec. 2014 and Jun. 2016. Weighted Averages by country.
Period
Weighted average
25th
50th
75th
Dec ‐ 14
Mar ‐ 15
Jun ‐ 15
Sep ‐ 15
Dec ‐ 15
Mar ‐ 16
Jun ‐ 16
15.9
16.3
15.5
15.3
14.6
15.1
15.3
11.3
11.6
11.7
11.5
10.9
10.1
10.3
14.6
14.1
14.2
14.1
13.7
13.5
13.5
19.3
19.8
19.3
18.6
17.7
17.8
18.5
25
Balance Sheet Structure and Liquidity
20 ‐ Asset encumbrance ratio
Dispersion
Numerator and denominator: trends
105
70%
104
60%
103
50%
102
101
40%
100
30%
99
98
20%
97
10%
Numerator: Encumbered assets and collateral
96
Denominator: Total assets and collateral
5th and 95th pct, interquartile range and median.
Total numerator and denominator.
Dec 2014 =100.
Country dispersion (as of Jun. 2016)
KRI by size class
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Dec ‐ 14
Mar ‐ 15
95
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
Mar ‐ 15
Dec ‐ 14
0%
60%
36%
EU
34%
50%
32%
40%
30%
28%
30%
26%
20%
24%
10%
22%
Small
Medium
All banks
Large
Jun ‐ 16
Mar ‐ 16
Dec ‐ 15
Sep ‐ 15
Jun ‐ 15
DK GR IT DE IE ES SE BE FI GB FR CY PT NO NL AT SK HR LU HU LV MT PL BG CZ SI LT RO EE
Mar ‐ 15
Dec ‐ 14
20%
0%
Weighted average. Banks are classified in the size class according to the their average total assets between Dec. 2014 and Jun. 2016. Non‐FINREP banks are assigned to the bucket of small banks.
Weighted Averages by country.
Period
Weighted average
25th
50th
75th
Dec ‐ 14
Mar ‐ 15
Jun ‐ 15
Sep ‐ 15
Dec ‐ 15
Mar ‐ 16
Jun ‐ 16
25.4%
25.6%
25.8%
25.4%
25.6%
25.4%
25.5%
13.1%
14.3%
13.7%
13.7%
15.1%
14.3%
14.2%
24.3%
24.8%
25.3%
24.9%
25.4%
24.7%
25.0%
38.8%
38.4%
36.2%
36.3%
36.1%
36.4%
36.1%
STATISTICAL ANNEX
27
Statistical Annex
Asset composition and volumes
Asset composition
% of total assets
Cash balances
Equity instruments
Debt securities
Loans and advances
Derivatives
Other Assets
Sep‐15
Dec‐15
Mar‐16
Jun‐16
Sep‐15
Dec‐15
Mar‐16
Jun‐16
Sep‐15
Dec‐15
Mar‐16
Jun‐16
Sep‐15
Dec‐15
Mar‐16
Jun‐16
Sep‐15
Dec‐15
Mar‐16
Jun‐16
Sep‐15
Dec‐15
Mar‐16
Jun‐16
AT
5.8%
6.8%
6.4%
6.4%
0.8%
0.6%
0.6%
0.5%
16.7%
16.6%
16.5%
14.7%
68.9%
68.1%
68.2%
53.6%
3.6%
3.3%
3.6%
3.3%
4.2%
4.5%
4.6%
21.4%
BE
5.1%
5.3%
4.9%
4.5%
0.7%
0.7%
0.7%
0.7%
22.4%
22.6%
21.8%
21.4%
56.8%
56.4%
57.0%
55.9%
7.4%
7.2%
7.6%
7.9%
7.5%
7.7%
8.0%
9.7%
BG
17.9%
20.8%
18.9%
17.5%
0.1%
0.2%
0.2%
0.1%
10.2%
9.9%
11.3%
11.4%
67.5%
63.4%
63.9%
65.1%
0.4%
0.4%
0.3%
0.3%
4.0%
5.4%
5.5%
5.6%
CY
16.5%
17.5%
17.3%
18.4%
0.1%
0.2%
0.2%
0.1%
7.7%
6.6%
6.2%
6.2%
69.8%
69.7%
69.7%
67.7%
0.1%
0.0%
0.0%
0.0%
5.8%
5.9%
6.5%
7.5%
CZ
11.2%
12.8%
12.1%
10.7%
0.2%
0.3%
0.2%
0.1%
22.1%
20.7%
19.8%
19.3%
61.5%
61.3%
62.8%
64.7%
3.0%
2.8%
3.1%
3.1%
1.9%
2.1%
2.1%
1.9%
DE
3.3%
4.8%
5.2%
5.7%
2.8%
3.1%
2.5%
2.6%
16.6%
17.1%
16.3%
15.6%
53.7%
53.8%
52.7%
52.4%
19.3%
17.4%
18.5%
19.1%
4.3%
3.9%
4.7%
4.7%
DK
3.3%
2.6%
3.1%
4.1%
0.5%
0.7%
0.5%
0.5%
14.5%
14.7%
13.8%
13.3%
70.9%
71.5%
72.1%
71.5%
8.1%
8.1%
7.7%
8.0%
2.6%
2.4%
2.8%
2.7%
9.0%
ES
3.7%
4.2%
3.6%
3.5%
1.2%
1.3%
1.2%
1.1%
16.2%
15.4%
15.9%
15.3%
64.3%
65.1%
65.0%
65.4%
5.5%
5.1%
5.3%
5.8%
9.1%
9.0%
9.1%
FI
11.6%
12.0%
13.9%
13.2%
0.4%
0.5%
0.4%
0.3%
10.5%
11.1%
11.3%
11.9%
52.0%
50.8%
47.9%
49.2%
20.2%
20.4%
20.7%
20.2%
5.2%
5.2%
5.8%
5.2%
FR
5.7%
6.3%
6.5%
6.6%
3.3%
3.1%
2.8%
2.6%
12.8%
12.2%
12.1%
11.8%
56.3%
57.4%
56.8%
56.7%
14.0%
13.1%
13.9%
14.2%
7.9%
7.9%
7.9%
8.1%
GB
6.2%
6.4%
6.4%
6.8%
2.1%
2.5%
1.9%
1.9%
13.8%
14.2%
14.1%
13.6%
53.5%
54.0%
52.4%
51.7%
19.3%
19.0%
20.4%
21.3%
5.2%
3.8%
4.9%
4.7%
17.9%
18.5%
18.6%
19.0%
62.3%
55.7%
55.4%
GR
4.2%
3.4%
3.1%
3.7%
0.2%
0.3%
0.2%
0.2%
60.9%
2.9%
2.1%
2.5%
2.9%
12.6%
20.2%
20.2%
13.4%
HR
10.2%
8.8%
9.0%
9.3%
0.3%
0.4%
0.4%
0.3%
9.8%
9.9%
10.5%
9.7%
75.6%
76.8%
75.9%
76.3%
0.8%
0.8%
0.8%
0.9%
3.3%
3.3%
3.3%
3.5%
HU
6.8%
6.6%
6.0%
7.9%
0.7%
0.8%
0.9%
0.8%
21.1%
21.8%
23.8%
24.8%
64.5%
64.5%
62.9%
60.1%
1.9%
1.7%
1.8%
1.8%
4.9%
4.5%
4.6%
4.6%
IE
4.1%
4.9%
6.7%
6.9%
0.2%
0.3%
0.3%
0.2%
21.5%
20.6%
18.7%
17.9%
65.2%
65.8%
64.0%
63.5%
5.4%
5.2%
5.8%
6.5%
3.6%
3.2%
4.5%
5.0%
IT
1.0%
1.1%
0.9%
1.1%
1.5%
1.5%
1.4%
1.4%
18.4%
18.1%
18.7%
19.0%
67.1%
67.7%
67.4%
66.8%
5.4%
5.0%
5.3%
5.3%
6.6%
6.6%
6.4%
6.4%
LT
17.4%
19.1%
18.6%
18.0%
0.0%
0.2%
0.2%
0.0%
4.8%
5.9%
4.4%
4.5%
74.6%
71.6%
74.2%
75.2%
0.7%
0.7%
0.7%
0.8%
2.5%
2.4%
1.9%
1.6%
LU
9.1%
10.6%
10.9%
9.4%
1.9%
1.2%
1.1%
1.0%
20.9%
20.2%
19.0%
18.6%
64.0%
64.0%
64.3%
65.9%
1.1%
1.5%
1.9%
2.7%
3.0%
2.5%
2.8%
2.5%
LV
25.3%
25.3%
26.0%
22.1%
0.2%
0.4%
0.4%
0.2%
22.5%
23.5%
22.6%
21.6%
49.7%
48.5%
48.7%
53.6%
0.7%
0.8%
0.7%
0.8%
1.6%
1.5%
1.7%
1.6%
3.8%
4.2%
4.3%
NO
NL
6.4%
1.4%
6.0%
6.0%
0.2%
0.3%
0.3%
0.2%
11.0%
11.5%
11.2%
11.4%
73.7%
78.5%
74.0%
74.5%
7.3%
7.1%
7.2%
6.6%
1.4%
1.2%
1.3%
1.2%
PL
3.8%
6.1%
5.7%
6.0%
5.0%
6.2%
4.9%
5.7%
0.2%
0.9%
0.4%
0.4%
0.3%
20.8%
18.8%
20.7%
20.7%
69.5%
69.7%
68.9%
69.1%
1.8%
1.8%
1.4%
1.4%
3.8%
3.6%
3.5%
3.5%
8.2%
8.6%
9.0%
3.6%
1.0%
3.3%
0.9%
3.3%
0.8%
3.3%
3.1%
10.6%
17.9%
10.6%
18.0%
10.5%
19.0%
10.5%
19.2%
72.3%
65.3%
72.5%
65.2%
71.7%
72.0%
64.2%
6.3%
63.6%
6.1%
1.5%
6.6%
1.4%
6.7%
1.5%
3.9%
PT
3.4%
3.9%
3.5%
RO
11.5%
16.1%
12.9%
13.1%
0.2%
0.4%
0.4%
0.2%
24.7%
24.8%
26.5%
26.3%
60.4%
55.5%
57.0%
57.3%
0.2%
0.2%
0.2%
0.3%
3.0%
3.0%
3.1%
SE
9.9%
6.7%
10.4%
10.7%
1.6%
1.2%
1.2%
1.3%
10.7%
10.9%
11.1%
10.2%
65.3%
69.3%
65.3%
65.9%
9.3%
8.9%
8.9%
8.8%
1.4%
3.1%
8.7%
3.0%
3.1%
3.1%
SK
2.1%
4.7%
4.9%
4.5%
0.1%
0.3%
0.3%
0.2%
22.5%
21.4%
19.5%
19.8%
72.3%
70.8%
72.6%
72.8%
0.5%
0.5%
0.5%
0.6%
2.5%
2.3%
2.3%
2.2%
EE*
n.a.
2.9%
n.a.
24.1%
23.5%
n.a.
n.a.
0.2%
0.1%
n.a.
n.a.
2.1%
2.9%
n.a.
n.a.
72.0%
71.9%
n.a.
n.a.
0.4%
0.3%
n.a.
n.a.
1.2%
1.3%
SI*
n.a.
9.4%
9.2%
9.0%
n.a.
0.8%
0.9%
0.8%
n.a.
27.2%
28.6%
28.6%
n.a.
58.4%
57.4%
58.0%
n.a.
0.3%
0.3%
0.3%
n.a.
3.9%
3.5%
3.3%
MT*
n.a.
11.0%
3.0%
2.9%
n.a.
0.5%
0.6%
0.5%
n.a.
33.5%
32.7%
32.2%
n.a.
52.0%
60.8%
61.5%
n.a.
0.1%
0.1%
0.2%
n.a.
2.9%
2.8%
2.8%
EU
5.2%
5.4%
5.6%
5.9%
2.1%
2.2%
1.9%
1.8%
14.6%
14.6%
14.5%
14.2%
59.4%
60.0%
59.0%
58.8%
12.7%
12.0%
12.8%
13.3%
6.1%
5.7%
6.2%
6.1%
T02_1
T02_1
201509
T02_1
201512
T02_1
201603
T02_3
201606
T02_3
201509
T02_3
201512
T02_3
201603
T02_2
201606
T02_2
201509
T02_2
201512
T02_2
201603
T03_1
201606
T03_1
T03_1
T03_1
201509
T03_1
T03_1
201512
Assets
T03_1
201603
T03_1
201606
Loans and advances
Volumes bln EUR; %
Volumes; bln EUR
Total Assets
Share of financial assets held for trading
Share of fair value level 3 to total fair valued assets
Sep‐15
Dec‐15
Mar‐16
Jun‐16
Sep‐15
Dec‐15
Mar‐16
Jun‐16
Sep‐15
Dec‐15
Mar‐16
Jun‐16
AT
704.3
709.1
720.8
714.6
3.5%
3.3%
3.5%
3.2%
3.2%
3.8%
3.4%
3.2%
AT
Sep‐15
485.2
Dec‐15
483.2
Mar‐16
491.9
Jun‐16
383.1
BE
1 020.2
984.6
1 023.5
1 040.6
7.8%
6.9%
7.4%
7.8%
8.6%
9.7%
9.3%
9.9%
BE
579.9
555.7
583.1
581.6
BG
19.1
20.0
19.8
20.2
0.7%
0.6%
0.5%
0.5%
0.8%
1.1%
1.3%
0.9%
BG
12.9
12.6
12.7
13.1
CY
45.0
44.2
43.3
43.1
0.1%
0.1%
0.0%
0.0%
0.7%
3.1%
3.5%
1.4%
CY
31.4
30.8
30.2
CZ
107.3
106.6
112.1
114.9
4.2%
2.6%
3.8%
3.8%
2.9%
5.2%
4.7%
4.4%
CZ
66.0
65.4
70.4
74.4
2 226.1
2 259.7
2 330.6
2 358.8
DE
4 148.2
4 203.5
4 426.3
2.8%
3.1%
3.1%
29.2
4 503.2
27.6%
25.1%
25.4%
25.5%
2.7%
DE
DK
688.7
681.6
808.4
820.0
16.7%
17.0%
16.0%
15.6%
0.4%
0.4%
0.7%
0.6%
DK
488.3
487.0
583.2
586.4
ES
3 368.9
3 370.3
3 323.3
3 365.0
8.2%
7.8%
8.3%
8.5%
1.0%
1.1%
1.1%
1.0%
ES
2 167.8
2 193.1
2 158.5
2 199.1
36.8%
36.7%
33.5%
1.2%
1.4%
1.2%
1.3%
FI
253.6
223.2
225.9
244.8
FR
6 896.6
6 704.4
6 954.4
7 173.7
25.5%
23.1%
24.3%
24.3%
2.8%
2.9%
2.8%
2.4%
FR
3 883.0
3 851.4
3 947.3
4 066.1
GB
7 795.9
7 483.3
7 371.7
7 514.0
27.6%
26.9%
28.2%
29.0%
2.6%
2.8%
2.6%
2.1%
GB
4 173.8
4 043.3
3 859.4
3 882.3
GR
GR
209.4
187.9
FI
487.6
439.4
471.6
497.2
38.7%
336.3
337.5
334.4
304.0
3.0%
2.9%
2.9%
3.3%
1.5%
1.8%
1.7%
1.5%
185.3
185.1
HR
37.1
36.0
35.4
35.5
1.0%
0.9%
1.0%
1.2%
2.0%
7.4%
2.4%
2.1%
HR
28.1
27.6
26.9
27.1
HU
55.4
56.8
56.4
55.6
3.3%
2.6%
3.8%
3.3%
0.5%
1.1%
0.8%
0.5%
HU
35.8
36.7
35.5
IE
288.1
285.6
324.5
323.3
3.8%
3.3%
4.4%
4.7%
3.0%
4.3%
4.0%
3.5%
IE
188.0
187.9
207.5
205.4
IT
1 541.8
1 540.8
1 564.9
1 557.9
IT
2 296.5
2 276.0
2 322.9
33.4
2 331.0
8.3%
8.3%
8.7%
8.6%
3.4%
2.8%
1.9%
2.0%
LT
17.0
17.4
17.1
17.7
1.8%
2.1%
1.8%
1.8%
1.0%
3.9%
4.9%
1.1%
LT
12.6
12.5
12.7
13.3
LU
290.9
292.4
299.7
300.5
2.0%
2.0%
2.5%
3.3%
0.8%
1.0%
0.6%
0.9%
LU
186.1
187.1
192.8
197.9
LV
13.6
13.9
13.6
13.0
LV
6.8
6.7
6.6
7.0
NL
2 171.1
2 112.1
2 191.1
2 216.1
9.9%
9.4%
10.1%
10.3%
2.3%
2.3%
2.1%
2.2%
NL
1 568.7
1 532.0
1 570.8
1 596.0
NO
357.1
337.6
348.2
356.2
17.3%
20.5%
16.9%
17.0%
13.9%
10.4%
11.2%
10.7%
NO
263.3
264.9
257.7
265.5
3.0%
2.3%
2.1%
3.0%
3.2%
3.4%
3.9%
0.0%
1.1%
1.4%
0.3%
PL
131.9
134.4
132.1
130.4
2.6%
1.3%
5.4%
5.1%
4.5%
PL
91.6
93.7
91.0
90.2
PT
311.7
298.3
297.6
293.4
1.8%
1.9%
2.8%
3.4%
24.3%
25.4%
23.7%
24.7%
PT
203.5
194.6
191.0
186.6
RO
34.5
35.4
35.1
35.7
0.8%
0.9%
0.8%
1.1%
1.1%
2.5%
2.3%
1.0%
RO
20.9
19.6
20.0
20.5
SE
1 522.6
1 412.1
1 531.4
1 526.1
20.6%
18.5%
19.2%
17.9%
0.8%
0.8%
0.7%
0.8%
SE
994.5
977.9
1 000.7
1 005.2
0.7%
SK
36.2
37.8
38.2
38.8
0.9%
0.8%
1.1%
0.9%
1.9%
SK
26.2
27.7
28.2
EE*
n.a.
n.a.
15.6
16.0
n.a.
n.a.
1.9%
2.4%
n.a.
n.a.
3.7%
0.5%
EE*
n.a
n.a
11.2
11.5
SI*
n.a.
18.7
22.7
22.3
n.a.
1.5%
1.6%
1.3%
n.a.
0.5%
0.5%
0.3%
SI*
n.a
10.9
13.0
12.9
0.2%
MT*
MT*
EU
n.a.
31 502.7
18.2
30 825.3
18.4
31 467.4
18.9
31 987.3
n.a.
19.9%
0.1%
18.6%
0.1%
19.4%
0.2%
19.6%
n.a.
2.8%
2.4%
0.2%
2.9%
3.6%
0.2%
2.8%
2.5%
EU
n.a
18 699.7
26.8
9.4
18 503.5
11.2
18 568.3
11.6
18 816.5
Individual country data includes subsidiaries, which are excluded from EU aggregate. For example, at country level the subsidiary in country X of a bank domiciled in country Y is included both in data for countries X and Y (for the latter as part of the consolidated entity). In the EU aggregate, only the consolidated entity domiciled in country Y is considered. The sample of banks is unbalanced and reviewed annually.
* Data before Q4 2015 / Q1 2016 respectively is not disclosed because it was reported for less than three institutions.
28
Statistical Annex
Liability composition and volumes
Liabilities composition
% of total liabilities
Debt securities issued
Customer deposits (1)
Deposits from credit institutions
Other liabilities (2)
Sep‐15
Dec‐15
Mar‐16
Jun‐16
Sep‐15
Dec‐15
Mar‐16
Jun‐16
Sep‐15
Dec‐15
Mar‐16
Jun‐16
Sep‐15
Dec‐15
Mar‐16
Jun‐16
AT
14.8%
15.0%
14.7%
12.6%
14.3%
13.1%
13.4%
11.8%
60.5%
61.7%
61.7%
51.1%
10.4%
10.2%
10.2%
24.5%
BE
18.5%
19.2%
19.6%
19.5%
11.9%
11.5%
11.3%
11.1%
50.2%
51.7%
50.9%
49.3%
19.4%
17.5%
18.2%
20.2%
BG
0.7%
0.7%
0.6%
0.6%
7.9%
8.3%
7.6%
7.5%
89.3%
89.1%
88.7%
89.3%
2.1%
1.9%
3.1%
2.7%
CY
0.5%
0.5%
0.5%
0.5%
1.3%
1.0%
1.4%
1.5%
82.8%
85.3%
86.2%
88.4%
15.4%
13.2%
11.9%
9.6%
CZ
3.6%
8.3%
7.1%
7.7%
11.9%
6.2%
8.2%
8.3%
78.5%
80.3%
78.6%
78.0%
6.0%
5.2%
6.1%
6.0%
DE
19.5%
19.9%
19.1%
18.8%
13.8%
14.2%
14.1%
13.8%
35.7%
37.6%
36.8%
36.6%
31.0%
28.4%
30.1%
30.7%
DK
52.8%
54.0%
52.8%
52.7%
6.1%
5.3%
5.4%
4.9%
25.3%
23.7%
25.1%
26.2%
15.8%
17.1%
16.6%
16.2%
ES
59.5%
60.5%
60.6%
60.4%
17.0%
16.4%
16.5%
17.0%
14.0%
14.3%
14.0%
14.0%
9.5%
8.7%
8.9%
8.6%
FI
15.0%
18.8%
15.1%
20.2%
20.6%
18.0%
20.1%
18.0%
33.5%
32.7%
33.8%
31.2%
30.8%
30.5%
31.0%
30.6%
FR
18.3%
18.7%
18.1%
17.7%
7.7%
7.1%
7.3%
7.2%
46.3%
48.1%
47.1%
47.0%
27.7%
26.1%
27.5%
28.1%
GB
10.4%
10.4%
10.0%
9.7%
5.7%
5.3%
5.4%
5.4%
55.2%
57.6%
54.8%
54.1%
28.8%
26.8%
29.7%
30.8%
GR
2.1%
0.6%
0.6%
0.6%
2.1%
2.6%
3.9%
5.7%
50.0%
48.2%
48.1%
54.7%
45.8%
48.6%
47.4%
39.0%
HR
0.4%
0.4%
0.4%
0.4%
18.9%
15.8%
15.2%
13.3%
76.1%
79.4%
80.8%
82.7%
4.6%
4.4%
3.6%
3.6%
HU
3.5%
3.2%
3.2%
3.2%
10.1%
9.8%
7.7%
7.7%
77.4%
78.7%
78.8%
80.4%
8.9%
8.4%
10.2%
8.6%
IE
18.5%
18.2%
16.5%
15.3%
8.8%
8.0%
9.6%
9.2%
61.4%
62.7%
60.7%
61.6%
11.2%
11.2%
13.1%
13.9%
IT
20.7%
20.5%
19.3%
18.7%
7.6%
7.1%
7.3%
7.2%
53.0%
54.6%
55.6%
55.5%
18.8%
17.8%
17.8%
18.6%
LT
0.3%
0.3%
0.3%
0.2%
15.6%
12.3%
13.4%
14.1%
79.3%
82.9%
81.4%
81.6%
4.9%
4.5%
4.9%
LU
13.4%
14.7%
14.5%
15.7%
40.9%
42.6%
41.4%
40.1%
40.5%
37.5%
38.0%
37.7%
5.2%
5.2%
6.1%
6.5%
LV
4.4%
4.6%
4.7%
4.8%
8.9%
7.6%
5.9%
6.8%
83.4%
84.1%
85.0%
85.7%
3.3%
3.8%
4.4%
2.7%
12.8%
4.1%
NL
27.8%
27.9%
27.6%
26.7%
4.1%
3.4%
4.0%
3.9%
55.8%
56.9%
55.6%
56.5%
12.3%
11.8%
12.7%
NO
34.7%
35.7%
36.6%
35.3%
11.9%
10.2%
10.4%
12.6%
41.7%
44.4%
41.8%
42.3%
11.8%
9.6%
11.1%
9.7%
PL
5.0%
3.7%
3.7%
3.8%
8.0%
3.6%
3.4%
3.1%
81.8%
83.7%
84.4%
83.5%
5.3%
9.0%
8.6%
9.6%
13.8%
PT
10.3%
8.9%
8.4%
7.9%
4.8%
4.4%
4.9%
5.3%
72.3%
74.2%
73.0%
72.9%
12.6%
12.5%
13.6%
RO
0.7%
0.7%
0.6%
0.6%
11.7%
10.2%
10.9%
10.2%
84.5%
86.3%
85.3%
86.2%
3.0%
2.9%
3.2%
3.1%
SE
42.5%
45.8%
42.2%
42.2%
6.0%
4.8%
5.7%
5.8%
35.0%
34.3%
36.2%
36.3%
16.5%
15.1%
15.9%
15.8%
SK
10.3%
10.1%
10.9%
10.9%
5.2%
5.0%
4.6%
4.4%
82.2%
82.7%
81.7%
82.3%
2.3%
2.2%
2.8%
2.4%
EE*
n.a.
n.a.
0.3%
0.2%
n.a.
n.a.
9.3%
7.6%
n.a.
n.a.
88.1%
89.4%
n.a.
n.a.
2.4%
2.7%
SI*
n.a.
1.9%
1.7%
1.8%
n.a.
7.0%
6.4%
6.5%
n.a.
85.9%
86.3%
87.9%
n.a.
5.2%
5.6%
3.9%
MT*
n.a.
2.5%
2.7%
2.7%
n.a.
1.0%
1.6%
1.6%
n.a.
94.5%
93.2%
93.4%
n.a.
2.0%
2.5%
2.3%
18.8%
19.1%
18.6%
18.4%
7.9%
7.5%
7.7%
7.6%
49.5%
51.1%
49.9%
49.8%
23.8%
22.4%
23.7%
24.2%
EU
(1) Customer deposits include deposits from non financial corporations, households, other financial institutions and general governments.
(2) Also includes deposits from central banks.
T05_1
T05_1
T05_1
T05_1
T05_1
T05_1
T05_1
201509
201512
201603
T05_1
T04_2
201606
T04_2
201512
T04_2
201603
201606
Share of secured funding
Total Liabilities
% of debt securities issued
Volumes; bln EUR
AT
T04_2
201509
Sep‐15
653.3
Dec‐15
657.3
Mar‐16
667.6
Jun‐16
660.2
AT
Sep‐15
35.9%
Dec‐15
31.0%
Mar‐16
32.1%
Jun‐16
34.0%
BE
960.1
926.9
966.0
982.5
BE
26.1%
26.4%
26.0%
25.3%
BG
16.7
17.4
17.4
17.6
BG
0.0%
0.0%
0.0%
0.0%
CY
40.1
39.4
38.5
38.3
CY
0.0%
0.0%
0.0%
0.0%
CZ
96.5
94.9
100.0
103.9
CZ
70.1%
21.2%
21.4%
19.2%
3 956.7 3 983.5 4 203.8 4 281.0
DE
24.7%
24.7%
24.8%
24.0%
DK
652.4
DK
89.8%
89.1%
89.9%
90.0%
ES
3 121.0 3 121.6 3 076.3 3 112.9
ES
50.6%
50.1%
49.7%
49.3%
FI
464.7
472.4
FI
42.3%
38.9%
44.9%
32.0%
FR
6 491.2 6 290.2 6 534.4 6 753.2
FR
26.7%
23.9%
23.7%
23.2%
GB
7 293.0 6 987.6 6 904.1 7 049.6
GB
18.6%
18.7%
18.9%
18.6%
GR
310.0
301.5
298.6
268.2
GR
20.9%
65.4%
70.8%
71.2%
HR
32.3
31.1
30.4
30.3
HR
0.0%
0.0%
0.0%
0.0%
HU
49.5
50.9
50.5
49.3
HU
11.7%
11.1%
11.3%
11.1%
IE
260.7
260.1
292.0
290.8
IE
74.7%
71.3%
72.1%
76.3%
IT
2 129.9 2 110.6 2 155.8 2 165.3
IT
28.7%
24.7%
25.8%
26.3%
LT
14.7
15.1
15.2
15.8
LT
0.0%
0.0%
0.0%
0.0%
LU
269.1
269.9
277.1
278.6
LU
6.6%
0.0%
0.0%
0.1%
LV
11.8
12.0
11.9
11.6
LV
0.0%
0.0%
0.0%
0.0%
NL
2 059.3 1 997.3 2 075.3 2 100.4
NL
17.4%
17.0%
16.5%
17.3%
NO
332.3
311.9
321.6
329.2
NO
52.1%
53.3%
56.3%
56.2%
PL
114.8
117.0
114.1
113.7
PL
9.4%
12.3%
12.8%
17.0%
PT
289.0
275.1
274.8
271.7
PT
36.5%
38.4%
40.1%
42.9%
RO
30.5
31.3
30.9
31.7
RO
0.0%
0.0%
0.0%
0.0%
SE
1 450.1 1 335.9 1 458.8 1 452.5
SK
32.5
DE
645.2
415.6
33.8
766.4
448.3
34.2
777.7
SE
45.6%
47.7%
49.5%
47.9%
34.9
92.2%
87.9%
89.2%
SK
92.1%
EE*
n.a.
n.a.
13.0
13.3
EE*
n.a.
n.a.
0.0%
0.0%
SI*
n.a.
16.4
19.7
19.3
SI*
n.a.
0.0%
0.0%
0.0%
MT*
n.a.
16.9
17.1
17.5
MT*
n.a.
0.0%
0.0%
0.0%
33.4%
32.7%
33.1%
32.6%
EU
29 575.4 28 851.9 29 508.5 30 025.3
EU
Individual country data includes subsidiaries, which are excluded from EU aggregate. For example, at country level the subsidiary in country X of a bank domiciled in country Y is included both in data for countries X and Y (for the latter as part of the consolidated entity). In the EU aggregate, only the consolidated entity domiciled in country Y is considered. The sample of banks is unbalanced and reviewed annually.
* Data before Q4 2015 / Q1 2016 respectively is not disclosed because it was reported for less than three institutions.
29
Statistical Annex
Risk‐weighted asset composition and break‐down of asset quality data
RWA composition
% of total RWA
Credit risk capital requirements (excl. securitisation)
Securitisation capital requirements
Market risk capital requirements
Operational risk capital requirements
Other capital requirements
Sep‐15
Dec‐15
Mar‐16
Jun‐16
Sep‐15
Dec‐15
Mar‐16
Jun‐16
Sep‐15
Dec‐15
Mar‐16
Jun‐16
Sep‐15
Dec‐15
Mar‐16
Jun‐16
Sep‐15
Dec‐15
Mar‐16
Jun‐16
AT
86.3%
86.5%
85.9%
85.7%
0.2%
0.2%
0.2%
0.2%
2.7%
2.8%
3.0%
2.8%
10.1%
9.8%
10.2%
10.6%
0.8%
0.7%
0.7%
0.7%
BE
81.4%
82.3%
82.4%
82.5%
2.3%
2.0%
1.8%
1.6%
3.1%
2.9%
2.8%
2.7%
7.5%
7.5%
7.5%
7.5%
5.6%
5.4%
5.6%
5.7%
BG
90.7%
90.9%
90.8%
91.0%
0.1%
0.1%
0.1%
0.1%
0.4%
0.4%
0.2%
0.3%
8.6%
8.3%
8.7%
8.3%
0.2%
0.2%
0.2%
0.2%
CY
89.0%
88.0%
87.6%
87.6%
0.0%
0.0%
0.0%
0.0%
0.6%
0.8%
1.1%
0.5%
10.2%
11.0%
11.2%
11.5%
0.2%
0.2%
0.2%
0.3%
CZ
82.5%
83.1%
82.6%
82.8%
0.0%
0.0%
0.0%
0.0%
3.8%
3.4%
3.7%
3.5%
12.8%
12.7%
12.7%
12.8%
0.9%
0.9%
0.9%
0.8%
DE
72.3%
72.9%
72.4%
72.6%
3.5%
3.4%
3.4%
3.3%
9.4%
8.8%
8.8%
8.5%
11.6%
12.1%
12.7%
13.0%
3.3%
2.9%
2.7%
2.5%
DK
80.9%
81.1%
82.3%
83.7%
0.2%
0.2%
0.2%
0.2%
9.3%
9.4%
7.7%
6.2%
8.5%
8.4%
9.0%
9.2%
1.2%
1.0%
0.8%
0.8%
ES
85.8%
87.0%
86.8%
86.8%
0.5%
0.4%
0.4%
0.4%
3.7%
3.2%
3.4%
3.6%
9.2%
8.6%
8.5%
8.5%
0.8%
0.8%
0.8%
0.7%
FI
82.8%
82.7%
82.4%
82.8%
0.2%
0.2%
0.1%
0.1%
5.9%
5.8%
6.4%
5.9%
8.6%
8.9%
8.9%
8.9%
2.5%
2.3%
2.2%
2.3%
FR
83.7%
84.0%
84.2%
84.4%
1.5%
1.5%
1.3%
1.2%
3.2%
3.1%
3.1%
3.0%
9.5%
9.6%
9.7%
9.7%
2.1%
1.7%
1.7%
1.7%
GB
69.4%
69.0%
69.4%
69.6%
1.4%
1.4%
1.3%
1.2%
11.9%
12.0%
12.0%
11.8%
10.2%
10.8%
10.4%
10.4%
7.1%
6.8%
7.0%
7.0%
GR
90.2%
89.1%
89.2%
89.7%
0.1%
0.1%
0.1%
0.1%
2.8%
3.3%
3.1%
3.2%
6.7%
7.3%
7.3%
6.8%
0.2%
0.3%
0.4%
0.2%
HR
86.6%
86.7%
87.3%
87.5%
0.0%
0.0%
0.0%
0.0%
3.1%
2.8%
2.1%
2.1%
9.9%
10.2%
10.3%
10.1%
0.4%
0.3%
0.4%
0.3%
HU
81.2%
81.3%
79.8%
79.3%
0.0%
0.0%
0.0%
0.0%
4.6%
5.0%
5.7%
5.1%
13.9%
13.4%
13.8%
15.3%
0.4%
0.3%
0.6%
0.3%
IE
90.6%
90.4%
88.5%
88.5%
0.6%
0.6%
0.5%
0.5%
0.7%
0.6%
1.3%
1.2%
6.0%
6.5%
7.7%
7.8%
2.2%
1.9%
2.0%
2.1%
IT
85.4%
85.6%
85.6%
85.3%
0.8%
0.8%
0.8%
0.9%
3.9%
3.9%
4.0%
4.4%
9.0%
8.8%
8.8%
8.7%
0.9%
0.9%
0.9%
0.8%
LT
89.6%
89.4%
90.1%
90.3%
0.0%
0.0%
0.0%
0.0%
1.5%
1.7%
1.4%
1.5%
8.9%
8.8%
8.5%
8.1%
0.0%
0.0%
0.0%
0.0%
LU
91.0%
91.0%
90.8%
90.4%
0.5%
0.4%
0.5%
0.4%
0.6%
0.5%
0.5%
0.5%
7.1%
7.3%
7.5%
7.6%
0.8%
0.8%
0.9%
1.0%
LV
86.6%
86.2%
86.2%
86.6%
0.0%
0.0%
0.0%
0.0%
1.8%
1.7%
1.8%
1.5%
11.7%
12.1%
12.1%
11.9%
0.0%
0.0%
0.0%
0.0%
NL
82.3%
82.4%
82.1%
82.2%
0.9%
0.9%
0.9%
0.9%
2.6%
2.2%
2.6%
2.4%
12.8%
12.9%
12.9%
13.0%
1.4%
1.6%
1.6%
1.6%
NO
74.8%
73.0%
72.0%
73.4%
1.4%
1.0%
1.0%
0.9%
1.3%
1.2%
1.1%
1.1%
7.1%
7.4%
7.6%
7.5%
15.3%
17.3%
18.2%
17.1%
PL
90.1%
90.3%
89.9%
90.6%
0.0%
0.0%
0.0%
0.0%
2.0%
2.1%
2.6%
2.4%
PT
88.2%
88.6%
88.1%
88.1%
1.3%
1.1%
1.2%
1.2%
2.9%
2.9%
3.4%
3.5%
6.1%
6.0%
6.1%
6.1%
1.5%
1.4%
1.2%
1.2%
RO
82.4%
81.4%
79.1%
78.7%
0.0%
0.0%
0.0%
0.0%
4.7%
5.4%
5.7%
6.2%
12.6%
12.9%
14.9%
14.8%
0.2%
0.3%
0.3%
0.3%
SE
80.2%
81.3%
81.1%
81.7%
0.2%
0.2%
0.1%
0.1%
5.4%
4.7%
4.6%
4.3%
11.3%
11.6%
11.7%
11.5%
2.9%
2.2%
2.5%
2.4%
SK
87.8%
n.a
86.9%
86.2%
0.0%
0.0%
0.9%
n.a
9.4%
1.0%
n.a
1.0%
9.7%
0.8%
n.a
1.3%
0.4%
10.3%
n.a
11.6%
0.4%
10.6%
n.a
11.0%
0.0%
0.8%
n.a
1.1%
90.2%
0.0%
n.a
0.8%
89.8%
0.0%
n.a
0.0%
EE*
87.8%
n.a
0.1%
0.0%
SI*
n.a
86.7%
87.1%
87.2%
n.a
0.0%
0.0%
0.0%
n.a
1.5%
1.4%
1.1%
n.a
11.7%
11.5%
11.7%
n.a
0.1%
0.1%
0.0%
MT*
n.a
89.4%
89.5%
89.7%
n.a
0.0%
0.0%
0.0%
n.a
0.0%
0.0%
0.0%
n.a
10.4%
10.3%
10.1%
n.a
0.2%
0.2%
0.2%
78.7%
79.0%
79.0%
79.3%
1.3%
1.3%
1.2%
1.2%
6.6%
6.4%
6.4%
6.3%
9.9%
10.1%
10.1%
10.1%
3.5%
3.2%
3.2%
3.2%
EU
T08_1
T08_1
T08_1
201509
T08_1
T08_1
201512
T08_1
T08_1
201603
T08_1
201606
7.1%
T09_1
NPL Ratio (weighted average)
6.7%
6.7%
T09_1
T09_1
201509
6.5%
T09_1
T09_1
201512
0.9%
0.9%
T09_1
T09_1
201603
0.8%
0.5%
T09_1
201606
Coverage ratio of NPLs (weighted average)
%
%
AT
Sep‐15
7.4%
Dec‐15
6.9%
Mar‐16
6.5%
Jun‐16
6.0%
AT
Sep‐15
54.7%
Dec‐15
55.9%
Mar‐16
57.2%
Jun‐16
56.8%
BE
3.9%
3.9%
3.7%
3.6%
BE
42.6%
42.7%
42.7%
43.1%
BG
12.7%
13.7%
13.7%
13.7%
BG
54.9%
55.8%
56.7%
56.8%
CY
50.0%
48.9%
48.5%
47.4%
CY
33.9%
38.0%
37.1%
37.7%
CZ
3.4%
3.3%
3.0%
2.7%
CZ
59.6%
59.9%
60.5%
60.8%
DE
3.1%
3.0%
2.9%
2.7%
DE
35.4%
37.8%
37.3%
38.6%
DK
3.6%
3.6%
3.6%
3.4%
DK
32.7%
31.5%
30.9%
31.7%
ES
6.8%
6.3%
6.3%
6.0%
ES
46.3%
45.7%
45.4%
44.8%
FI
1.4%
1.6%
1.5%
1.6%
FI
32.4%
30.9%
30.9%
27.9%
FR
4.2%
4.0%
4.0%
3.9%
FR
51.6%
51.5%
50.9%
50.6%
GB
2.4%
2.4%
2.3%
2.2%
GB
31.5%
30.4%
29.9%
29.9%
GR
43.5%
46.2%
46.6%
46.9%
GR
47.6%
48.5%
48.3%
48.2%
HR
13.6%
12.5%
12.5%
11.0%
HR
56.2%
57.8%
58.9%
59.2%
HU
16.0%
14.0%
13.8%
13.9%
HU
57.9%
59.8%
61.9%
61.7%
IE
20.6%
18.5%
15.8%
15.4%
IE
40.8%
38.8%
38.6%
37.9%
IT
16.9%
16.8%
16.6%
16.4%
IT
45.1%
45.5%
45.8%
46.4%
LT
5.5%
5.1%
4.9%
4.5%
LT
31.5%
31.7%
32.8%
32.9%
LU
1.5%
1.2%
1.2%
1.1%
LU
41.9%
45.2%
41.3%
42.2%
LV
4.9%
4.0%
3.9%
3.5%
LV
32.9%
30.9%
29.3%
30.5%
NL
2.8%
2.8%
2.7%
2.7%
NL
38.7%
37.5%
37.5%
36.4%
NO
1.3%
1.4%
1.4%
1.7%
NO
42.7%
37.1%
37.5%
30.9%
PL
7.3%
6.8%
6.9%
6.8%
PL
57.8%
58.6%
60.0%
60.6%
PT
18.8%
19.1%
19.2%
19.7%
PT
39.0%
39.4%
41.0%
41.7%
RO
16.1%
14.6%
14.5%
12.1%
RO
66.6%
65.4%
67.1%
65.2%
SE
1.0%
1.2%
1.1%
1.1%
SE
30.6%
29.5%
28.4%
28.2%
SK
5.2%
5.2%
5.0%
4.8%
SK
55.3%
54.1%
55.0%
53.2%
EE*
n.a
n.a
1.6%
1.5%
EE*
n.a
n.a
28.8%
28.8%
SI*
n.a
21.5%
19.7%
19.2%
SI*
n.a
62.7%
64.1%
66.3%
MT*
n.a
7.4%
6.8%
5.6%
MT*
n.a
35.9%
39.2%
39.4%
EU
5.9%
5.7%
5.6%
5.5%
EU
43.6%
43.7%
43.8%
43.9%
Individual country data includes subsidiaries, which are excluded from EU aggregate. For example, at country level the subsidiary in country X of a bank domiciled in country Y is included both in data for countries X and Y (for the latter as part of the consolidated entity). In the EU aggregate, only the consolidated entity domiciled in country Y is considered. The sample of banks is unbalanced and reviewed annually.
* Data before Q4 2015 / Q1 2016 respectively is not disclosed because it was reported for less than three institutions.
30
Statistical Annex
Profitability analysis
Decomposition of the RoE
%
RoE
(Return on Equity)
AT
NoP / Assets (asset yield contribution)
Sep‐15
Dec‐15
Mar‐16
Jun‐16
Sep‐15
Dec‐15
Mar‐16
7.0%
6.3%
6.1%
8.5%
2.9%
3.0%
2.7%
Assets / Equity
(leverage contribution)
Jun‐16
Sep‐15
Dec‐15
Mar‐16
EbT / NoP
(operating contribution)
Jun‐16
2.2% 14.10 13.97 13.61 13.40
NP / EbT*
(tax effect on the capital yield)
Sep‐15
Dec‐15
Mar‐16
Jun‐16
Sep‐15
Dec‐15
Mar‐16
Jun‐16
23.4%
22.1%
21.3%
24.8%
72.1%
68.2%
77.6%
115.3%
88.1%
BE
8.8%
9.9%
8.3%
8.8%
1.7%
1.8%
1.6%
1.6% 17.46 17.52 17.43 17.49
38.3%
36.7%
25.1%
34.8%
75.1%
87.5%
115.8%
BG
15.6%
14.1%
16.4%
19.4%
5.4%
5.9%
4.8%
5.3% 7.61 7.63 7.86 7.85
42.1%
34.8%
48.4%
52.2%
89.9%
89.9%
89.7%
90.0%
CY
‐5.0%
‐12.8%
5.7%
5.2%
3.6%
3.7%
3.4%
3.8% 9.23 9.31 9.15 9.12
‐9.0%
‐35.6%
21.2%
18.2%
31.1%
94.6%
87.2%
81.8%
50.0%
48.0%
46.0%
50.7%
82.8%
82.3%
81.8%
81.3%
CZ
14.6%
13.5%
12.0%
15.1%
3.7%
3.7%
3.5%
3.8% 9.53 9.12 9.19 9.76
DE
1.1%
0.7%
2.2%
2.7%
1.7%
1.7%
1.6%
1.5% 21.61 19.61 19.43 19.63
9.4%
7.1%
13.3%
14.7%
30.2%
30.8%
52.9%
61.4%
DK
8.9%
7.5%
8.9%
9.4%
1.3%
1.3%
1.3%
1.4% 19.91 19.77 18.88 18.94
44.8%
38.6%
44.0%
45.3%
76.7%
74.6%
79.9%
79.3%
ES
8.5%
6.8%
7.0%
6.8%
3.1%
3.0%
2.7%
2.8% 13.67 13.65 13.50 13.45
24.5%
20.6%
25.6%
25.0%
81.9%
80.3%
73.7%
72.9%
FI
10.6%
9.3%
8.8%
8.5%
1.1%
1.1%
1.1%
1.0% 22.73 21.16 19.38 19.58
53.0%
49.4%
49.2%
49.7%
78.9%
78.4%
87.1%
84.5%
FR
7.5%
6.7%
5.3%
7.5%
2.1%
2.2%
2.1%
2.1% 17.31 16.88 16.37 16.63
28.6%
26.4%
21.8%
27.4%
70.4%
70.2%
71.7%
76.8%
GB
6.6%
2.7%
6.0%
5.0%
2.1%
2.1%
1.8%
1.9% 16.09 15.88 15.42 15.62
24.6%
12.0%
27.4%
23.4%
78.6%
66.8%
76.7%
72.9%
GR
‐21.1%
‐25.5%
1.3%
‐16.2%
2.8%
2.4%
2.6%
2.8% 11.80 10.13 9.36 8.94
‐107.8%
‐129.6%
4.1%
2.4%
141.6%
119.3%
130.9%
‐2733.6%
HR
‐3.1%
‐1.4%
11.5%
12.5%
4.2%
3.9%
3.8%
4.6% 7.13 6.97 7.19 7.10
‐13.2%
‐6.7%
51.6%
48.4%
121.4%
122.0%
80.9%
79.8%
HU
5.2%
5.8%
11.3%
19.1%
5.4%
5.7%
5.9%
6.0% 9.39 9.57 9.50 9.19
12.1%
12.7%
26.9%
42.0%
84.5%
83.8%
74.8%
83.1%
80.7%
IE
8.8%
7.4%
8.7%
10.2%
2.0%
2.1%
2.3%
2.5% 11.49 11.85 10.11 10.08
50.3%
43.2%
44.8%
49.8%
74.8%
70.4%
83.9%
IT
3.9%
3.1%
3.3%
2.3%
2.8%
2.9%
2.7%
2.8% 14.11 14.10 13.83 13.91
14.4%
9.2%
12.3%
6.6%
68.0%
81.4%
72.3%
89.2%
LT
7.2%
7.1%
6.9%
9.9%
2.5%
2.5%
2.4%
2.8% 7.37 7.37 8.27 8.33
45.7%
44.9%
41.2%
50.5%
85.7%
87.0%
84.3%
85.5%
LU
7.2%
6.8%
5.2%
5.8%
1.6%
1.7%
1.5%
1.5% 13.03 12.82 13.13 13.35
42.6%
40.7%
34.5%
38.3%
78.8%
78.1%
74.2%
74.8%
LV
12.0%
11.6%
10.9%
15.7%
3.2%
3.2%
3.0%
3.7% 7.23 7.18 7.63 8.18
58.5%
57.4%
53.5%
57.8%
87.7%
86.9%
88.4%
91.1%
81.5%
NL
9.9%
7.7%
7.5%
8.1%
1.9%
1.9%
1.6%
1.7% 19.22 18.71 18.67 18.77
35.0%
31.7%
25.7%
31.1%
79.3%
70.1%
96.5%
NO
13.1%
13.0%
10.5%
10.5%
1.9%
2.0%
2.0%
2.0% 15.24 14.56 13.12 13.17
60.0%
60.4%
51.6%
51.2%
74.3%
75.4%
76.9%
78.0%
PL
12.5%
10.9%
9.8%
10.1%
4.4%
4.4%
4.4%
4.5% 7.78 7.78 7.53 7.76
44.8%
39.2%
36.8%
37.6%
81.5%
81.6%
80.0%
78.1%
PT
1.2%
‐2.4%
‐2.5%
‐4.5%
2.4%
2.4%
2.0%
2.2% 13.93 13.45 12.94 13.16
3.9%
‐6.5%
‐13.1%
‐23.9%
89.5%
84.0%
125.3%
134.4%
RO
29.8%
23.3%
13.5%
16.4%
5.4%
5.5%
5.2%
5.6% 9.18 9.25 8.47 8.79
65.4%
45.7%
36.7%
39.4%
92.6%
99.4%
83.2%
84.1%
SE
11.7%
11.7%
10.9%
12.9%
1.5%
1.6%
1.4%
1.5% 20.60 19.35 19.79 19.62
50.2%
49.0%
47.8%
54.1%
76.7%
77.9%
80.0%
81.9%
SK
13.6%
12.1%
10.6%
15.4%
4.3%
4.2%
3.8%
4.2% 9.48 9.31 9.45 9.68
43.6%
41.0%
38.4%
48.9%
76.2%
75.9%
76.1%
77.0%
EE**
n.a
n.a
17.3%
14.0%
n.a
n.a
3.0%
3.2%
n.a 5.97 5.96
n.a
n.a
105.2%
78.6%
n.a
n.a
91.2%
92.2%
SI**
n.a
5.0%
13.4%
10.9%
n.a
3.9%
3.8%
3.9%
n.a 8.27 7.71 7.60
n.a
18.5%
50.4%
42.3%
n.a
83.3%
90.1%
86.7%
MT**
n.a
11.8%
11.6%
13.2%
n.a
2.8%
2.6%
2.8%
n.a 14.00 14.10 14.15
n.a
42.9%
45.8%
49.7%
n.a
70.8%
69.2%
66.2%
6.4%
4.5%
5.7%
5.7%
2.2%
2.2%
2.0%
2.0% 16.64 16.21 15.82 15.94
23.3%
17.8%
23.5%
24.1%
75.4%
71.1%
75.8%
72.1%
EU
n.a
Individual country data includes subsidiaries, which are excluded from EU aggregate. For example, at country level the subsidiary in country X of a bank domiciled in country Y is included both in data for countries X and Y (for the latter as part of the consolidated entity). In the EU aggregate, only the consolidated entity domiciled in country Y is considered. The sample of banks is unbalanced and reviewed annually.
* The RoE is decomposed according to the formula: RoE = (NoP / Asset) * (Asset / Equity) * (EbT / NoP) * (NP / EbT). In case of a negative EbT, the ratio NP / EbT is computed according to the formula (1 ‐ ((EbT ‐ NP) / ABS (EbT))) to maintain the sign of the tax effect. Therefore, the RoE decomposition adjusts to the following: RoE = (NoP / Asset) * (Asset / Equity) * (EbT / NoP) * (1+ (1‐(NP / EbT))).
** Data before Q4 2015 / Q1 2016 respectively is not disclosed because it was reported for less than three institutions.
31
Methodological note on the Risk Indicators' (RIs) heatmap
The heatmap provides a quick overview of the main RIs, in which it is possible to find the category, number and
designation of the specific RI, its historic development and the three buckets in which each data point is assigned to across
time (green for the “best” bucket, yellow for the intermediary one and red for the “worst” bucket). The “sample of
reporting banks” returns the actual number of banks that submitted the expected data for that reference date
(consolidated view).
For each of the RIs' quarterly data, the distribution across the three buckets is computed in respect of the sum of total
assets from all banks. Thus, if we observe any given bucket increasing its percentage, we immediately acknowledge that
more assets are being assigned to that bucket. However, this does not necessarily mean that more banks are comprised
within the bucket (the sum of total assets for all banks is fixed, as well as the total assets from each bank taken
individually).
The traffic light of each RI can assume three colours (green, yellow and red) depending on the latest developments on the
“worst” bucket of the RI comparing to the whole time series. If the “worst” bucket is progressing positively (i.e. in case
fewer assets are being assigned to it), the traffic light should be moving away from red getting closer to green. The colour
is computed considering the 33rd and the 67th percentile of the time series.
To help reading the heatmap, let us consider the example of the cost to income ratio:
Cost to income ratio
< 50%
12.6%
12.2%
12.5%
13.7%
14.5%
[50% ‐ 60%] 25.0%
12.0%
32.6%
34.0%
36.3%
> 60%
62.5%
75.8%
54.9%
52.3%
49.3%
The green traffic light for the ratio points to the good behaviour of this RI in the last quarter relating to past observations. More than just declaring if the “worst” bucket has more or less percentage of assets assigned to it, this traffic light
approach delivers simultaneously an insight to the latest developments in the RI’s “worst” bucket and to the relative
position of that data point comparing to all other observations in the same bucket.
Risk Indicators in the Dashboard
Nr
Risk Indicator code
1
2
3
SVC_1
SVC_2
SVC_3
4
SVC_29
5
AQT_3.2
6
AQT_41.2
7
AQT_42.2
8
AQT_3.1
9
PFT_21
10
PFT_24
11
PFT_23
12
PFT_25
13
PFT_26
14
PFT_29
15
PFT_41
16
FND_32
17
Dashboard name
Data Point A*
Formula
Data Point B*
Data Point C*
Template
Row
Column
Template
Row
Column
Template
Row
Column
Tier 1 capital ratio
Tier 1 capital (A) / Total risk exposure amount (B)
C 01.00
015
010
C 02.00
010
010
Own funds (A) / Total risk exposure amount (B)
C 01.00
010
010
C 02.00
010
010
Total capital ratio
010
C 01.00
020
010
C 02.00
010
CET1 ratio
Common equity TIER 1 capital (A) / Total risk exposure amount (B)
{C 01.00(r020, c10) ‐ C 05.01(r010, c010) ‐ C 01.00(r440, c010) + MIN ([C 01.00(r530, c10) ‐ C 01.00(r740, c10) ‐ C 05.01(r010, c020) ‐ Tier 1 capital (A) / Total risk exposure amount (B) with both, numerator C 01.00(r720, c10) + MIN ([C 01.00(r750, c10) ‐ C 01.00(r970, c10) ‐ C 05.01(r010, c030)], 0)], 0)} / ( {C 02.00;r010;c010} ‐ {C CET1 ratio (fully loaded)
and denominator, being adjusted for transitional effects
05.01;r010;c040} )
Level of non‐performing loans and advances Non‐performing loans and advances (A) / Total gross loans and advances F 18.00
070, 250
060
F 18.00
070, 250
010
(NPL ratio)
(B)
Coverage ratio of non‐performing loans and Specific allowances for loans (A) / Total gross non‐performing loans and F 18.00
070, 250
150
F 18.00
070, 250
060
advances
advances (B)
Exposures with forbearance measures (A) / Total gross loans and F 19.00
070, 250
010
F 18.00
070, 250
010
Forbearance ratio for loans and advances
advances (B)
Ratio of non‐performing exposures (NPE Non‐performing debt securities and loans and advances (A) / Total gross F 18.00
330
060
F 18.00
330
010
ratio)
debt securities and loans and advances (B)
Return on equity (numerator annualised, Profit or loss for the year (A) / Total equity (B)
F 02.00
670
010
F 01.03
300
010
denominator as average)**
Return on assets (numerator annualised, Profit or loss for the year (A) / Total assets (B)
F 02.00
670
010
F 01.01
380
010
denominator as average)**
Administrative and depreciation expenses (A) / Total net operating F 02.00
360, 390
010
F 02.00
355
010
Cost to income ratio
income (B)
Net interest income to total operating Net interest income (A) / Total net operating income (B)
F 02.00
010, 090
010
F 02.00
355
010
income
Net fee and commission income to total Net fee and commission income (A) / Total net operating income (B)
F 02.00
200, 210
010
F 02.00
355
010
operating income
Net gains or losses on financial assets & liabilities held for trading (A) / Net trading income to total operating income
F 02.00
280
010
F 02.00
355
010
Total net operating income (B)
010, 080, Net interest income to interest bearing 090, 120, assets (numerator annualised, denominator Net interest income (A) / Interest earning assets (B)
F 02.00
010, 090
010
F 01.01
010
130, 160, as average)**
170, 180, 210 Loan‐to‐deposit ratio for households and non‐financial corporations
LIQ_3
Liquid assets to short‐term liabilities
18
LIQ_4
Liquid assets to total items requiring stable funding
19
FND_12
Debt to equity ratio
20
FND_33
Asset encumbrance ratio
Total loans and advances to non‐financial corporations and households F 05.00
(A) / Total deposits to non‐financial corporations and households (B)
Liquid assets (A) / Total items providing stable funding in less than 12 months (B)
Liquid assets (A) / Total items requiring stable funding (B)
080
F 08.01
300
020 (if not available: 010) and 040 C 61.00
(if not available: 030)
020 (if not available: 010) and 040 C 60.00
(if not available: 030)
010
F 01.03
010, 130
010
C 51.00
(010‐390) excl. 030
C 51.00
(010‐390) excl. 030
Total liabilities (A) / Total equity (B)
F 01.02
Total encumbered assets and collateral (A) / Total assets and collateral F 32.01 & (B+C) ***
F32.02
050, 060
* The data points refer either to FINREP tables ("F") or COREP tables ("C") (http://www.eba.europa.eu/regulation‐and‐policy/supervisory‐reporting/implementing‐technical‐standard‐on‐supervisory‐reporting)
** For the calculation of the average the previous December figure is used as an “anchor” for the subsequent year, and the second the number is taken from the latest quarter observation, i.e. Q1, Q2, Q3 or Q4
*** Encumbered assets (recognised on the balance sheet) are considered at their carrying value, collateral received is considered as at fair value
F 32.01
260, 310
010, 020, 030
(010‐250)
(010‐040)
(010‐1310) excl. 030, (100‐150), (180‐230), (1260‐1280)
(010‐150)
300
010
010
010, 060
F 32.02
130
010, 040
Risk Indicators in the Statistical Annex
Annex series
Risk Indicator code
RI's parameter shown
Data Point A*
Formula
Row
020, 030, 040
Data Point B*
Cash balances
RDB_1
Ratio
Cash positions (A) / Total Assets (B)
Template
F 01.01
Column
Equity instruments
RDB_2
Ratio
Equity instruments (A) / Total Assets (B)
F 01.01
070, 093, 110, 150, 010
172, 176, 235
F 01.01
380
010
Debt securities
RDB_3
Ratio
Debt securities (A) / Total Assets (B)
F 01.01
080, 094, 120, 160, 173, 177, 190, 220, 010
232, 236
F 01.01
380
010
Loans and advances
RDB_4
Ratio
Loans and advances (A) / Total Assets (B)
F 01.01
090, 095, 130, 170, 174, 178, 200, 230, 010
233, 237
F 01.01
380
010
010
Template
F 01.01
380
Row
010
Column
Derivatives
RDB_5
Ratio
Derivatives (A) / Total Assets (B)
F 01.01
060, 092, 240
010
F 01.01
380
010
Other assets
RDB_6
Ratio
Other assets (A) / Total Assets (B)
F 01.01
250, 260, 270, 300, 010
330, 360, 370
F 01.01
380
010
Total Assets
Share of financial assets held for trading
RDB_1
LIQ_13
Denominator
Ratio
Total assets (B)
Financial assets held for trading (A) / Total assets (B)
n/a
F 01.01
n/a
050
n/a
010
F 01.01
F 01.01
380
380
010
010
Share of fair value level 3 to total fair valued assets
AQT_22.3
[level of FV hierarchy for assets] (A) / [sum of levels 1 to 3 for assets] (B)
F 14.00
010, 060, 100, 140 030
F 14.00
010, 060, 100, 140 010, 020, 030
F 01.01
090, 095, 130, 170, 174, 178, 200, 230, 010
233, 237
n/a
n/a
Total loans and advances
RDB_4
Ratio
Numerator
Loans and advances (A) / Total Assets (B)
n/a
C 02.00
C 02.00
C 02.00
C 02.00
n/a
F 18.00
F 18.00
050, 090, 130, 65, 010
143
010, 020, 030, 034, 035
010, 020, 030, 034, 110, 210, 260, 310
035
n/a
n/a
n/a
n/a
n/a
n/a
010, 020, 030, 034, 390
035
010, 020, 030, 034, 380
035
n/a
n/a
040
010
220, 430
010
520
010
590
010
n/a
n/a
070, 250
060
070, 250
150
F 02.00
355
Debt securities issued
FND_9
Ratio
Debt securities issued (A) / Total liabilities (B)
F 01.02
Deposits from credit institutions
FND_10
Ratio
Deposits from credit institutions (A) / Total liabilities (B)
F 08.01
Ratio
Total deposits other than from banks (A) / Total liabilities (B)
F 08.01
Customer deposits
FND_18
Other liabilities
Total liabilities
n/a
FND_18
Share of secured funding
FND_28
Numerator
Covered bonds at cost and at fair value (A) / Total financial liabilities (B)
F 08.01
FND_29
Numerator
Asset‐backed securities at cost and at fair value (A) / Total financial liabilities (B)
F 08.01
Credit risk capital requirements (excl. securitisation)
Securitisation capital requirements
Market risk capital requirements
Operational risk capital requirements
Other capital requirements
NPL Ratio
Coverage ratio of NPLs
NoP / Asset (asset yield contribution)
(numerator annualised, denominator as average)**
Asset / Equity (leverage contribution)
(numerator and denominator both as average)**
EbT / NoP
(Non operating contribution)
NP / EbT
(tax effect on the capital yield)
SCV_4
SCV_6
SCV_8
SCV_9
n/a
AQT_3.2
AQT_41.2
PFT_17
Ratio
Residual in total liabilities
Denominator Total deposits other than from banks (A) / Total liabilities (B)
Calculated as sum (numerator FND_28 and FND_29) / numerator FND_9
Calculated as SCV_4 ‐ SCV_6
Ratio
Credit risk capital requirements (A) / Total capital requirements (B)
Ratio
Securitisation capital requirements (A) / Total capital requirements (B)
Ratio
Market risk capital requirements (A) / Total capital requirements (B)
Ratio
Operational risk capital requirements (A) / Total capital requirements (B)
Ratio
Residual in total capital requirements
Ratio
Non‐performing loans and advances (A) / Total gross loans and advances (B)
Ratio
Specific allowances for loans (A) / Total gross non‐performing loans and advances (B)
Ratio
Total net operating income (A) / Total Assets (B)
n/a
n/a
n/a
160
010
n/a
F 01.02
300
010
F 01.02
300
010
F 01.02
300
010
n/a
F 01.02
n/a
n/a
300
n/a
n/a
010
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
C 02.00
C 02.00
C 02.00
C 02.00
n/a
F 18.00
F 18.00
n/a
010
010
010
010
n/a
070, 250
070, 250
n/a
010
010
010
010
n/a
010
060
F 01.01
380
010
PFT_18
Ratio
Total Assets (A) / Total equity (B)
F 01.01
380
010
F 01.03
300
010
PFT_19
Ratio
[Earnings before Tax = Profit or (‐) loss before tax from continuing operations (A)] / [Net operating Profit =Total operating income net (B)] F 02.00
610
010
F 02.00
355
010
PFT_20
Ratio
1 ‐ {(Earnings before Tax(B) ‐ Net Profit (A) )/ ABS [Earnings before Tax (B)]}
F 02.00
670
010
F 02.00
610
010
* The data points refer either to FINREP tables ("F") or COREP tables ("C") (http://www.eba.europa.eu/regulation‐and‐policy/supervisory‐reporting/implementing‐technical‐standard‐on‐supervisory‐reporting).
** For the calculation of the average the previous December figure is used as an “anchor” for the subsequent year, and the second the number is taken from the latest quarter observation, i.e. Q1, Q2, Q3 or Q4.
34
1
European Banking Authority
Department Oversight ‐ Risk Analysis Unit One Canada Square, Canary Wharf ‐ London E14 5AA, United Kingdom
[email protected]