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August 11, 2017

EBA published 12 indicators and underlying data from the 35 largest institutions in the EU, whose leverage ratio exposure measure exceeds EUR 200 billion. EBA defines uniform requirements for the data used in the identification and scoring of potential global systemically important institutions (G-SIIs), in line with the internationally agreed standards.

In 2015, the number of banks with a leverage ratio exposure measure exceeding EUR 200 billion was 36 and three banks have changed in the sample. This end-2016 data contributes to the internationally agreed basis on which a smaller subset of banks will be identified as G-SIIs, following the Basel Committee and the FSB final assessments. A stable sample of 33 institutions shows that aggregate values for over-the-counter (OTC) derivatives decreased by 8% from end-2015 and by 28% from end-2013, while for Trading and Available for Sale Securities, the total amount decreased by 7% from end-2015 and by 33% from end-2013. Total exposures for these 33 institutions, as measured for the leverage ratio, observed a decrease by 2.1% and stood at EUR 24.6 trillion at the end of 2016. 


EBA's implementing technical standards and guidelines on disclosure of G-SIIs define uniform requirements for disclosing the values used during the identification and scoring process of G-SIIs, which have been developed in accordance with Capital Requirements Directive or CRD IV (Directive 2013/36/EU) and on the basis of internationally agreed standards. EBA also acts as a central data hub in the disclosure process, providing a platform to aggregate data across the EU through a user-friendly excel tool. EBA will continue to disclose this data annually.

 

Related Link: Press Release

Keywords: Europe, Banking, G-SII, Leverage Ratio, CRD IV, OTC Derivatives, EBA 

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