General Information & Client Service
  • Americas: +1.212.553.1653
  • Asia: +852.3551.3077
  • China: +86.10.6319.6580
  • EMEA: +44.20.7772.5454
  • Japan: +81.3.5408.4100
Media Relations
  • New York: +1.212.553.0376
  • London: +44.20.7772.5456
  • Hong Kong: +852.3758.1350
  • Tokyo: +813.5408.4110
  • Sydney: +61.2.9270.8141
  • Mexico City: +001.888.779.5833
  • Buenos Aires: +0800.666.3506
  • São Paulo: +0800.891.2518
March 06, 2018

EBA published the thirteenth report on the Capital Requirements Directive IV-Capital Requirements Regulation (CRD IV-CRR)/Basel III monitoring exercise on the European banking system using data as of June 30, 2017. Overall, the results show a further improvement in capital positions European banks, with a total average common equity tier 1 (CET1) ratio of 13.8%.

The analysis of leverage ratio shows that there has been a continuous increase in the last periods, with the estimated leverage ratio at 5.0%, as of June 2017. The average liquidity coverage ratio (LCR) was 143.1% at the end of June 2017. All banks in the sample show an LCR above the full implementation minimum requirement applicable from January 2018 (100%). The overall average net stable funding ratio (NSFR) is 112.3%, with an overall shortfall in stable funding of EUR 50.9 billion. Compared with the previous periods, NSFR of banks has increased continuously, mainly driven by the increasing amount of available stable funding for both groups. Nearly 81% of the participating banks would already meet the minimum NSFR requirement of 100%.

This exercise presents aggregate data on capital, leverage, and liquidity ratios of EU banks while assuming full implementation of the CRD IV-CRR/Basel III framework. This exercise does not reflect any BCBS standards agreed since the beginning of 2016 or any measures under consideration by BCBS. The exercise includes a sample of 138 banks, including 45 Group 1 banks and 93 Group 2 banks. The Group 1 banks are defined as internationally active banks that have tier 1 capital of more than EUR 3 billion. Group 2 banks are banks that have tier 1 capital of less than EUR 3 billion or are not internationally active. 


Related Links

Keywords: Europe, Banking, Basel III, CRR, CRD IV, Monitoring, LCR, NSFR, CET1, EBA

Related Insights
News

BCBS Finds Liquidity Risk Management Principles Remain Fit for Purpose

BCBS completed a review of its 2008 Principles for sound liquidity risk management and supervision. The review confirmed that the principles remain fit for purpose.

January 17, 2019 WebPage Regulatory News
News

MAS Guidelines on Risk Mitigation Requirements for OTC Derivatives

MAS published guidelines on risk mitigation requirements for non-centrally cleared over-the-counter (OTC) derivatives contracts.

January 17, 2019 WebPage Regulatory News
News

HKMA Urges Local Banks to Start Working on FRTB Implementation

HKMA announced that it plans to issue a consultation paper on the new market risk standard in the second quarter of 2019.

January 17, 2019 WebPage Regulatory News
News

EBA Finalizes Guidelines for High-Risk Exposures Under CRR

EBA published the final guidelines on the specification of types of exposures to be associated with high risk under the Capital Requirements Regulation (CRR). The guidelines are intended to facilitate a higher degree of comparability in terms of the current practices in identifying high-risk exposures.

January 17, 2019 WebPage Regulatory News
News

BoE Publishes the Schedule for Statistical Reporting for 2019

BoE published the updated schedule for statistical reporting for 2019. The reporting institutions use the online statistical data application (OSCA) to submit statistical data to BoE.

January 16, 2019 WebPage Regulatory News
News

PRA Delays Final Direction on Reporting of Private Securitizations

PRA and FCA have delayed the issuance of final direction, including the final template, on reporting of private securitizations, from January 15, 2019 to the end of January 2019.

January 15, 2019 WebPage Regulatory News
News

SNB Updates Forms on Supervisory Reporting for Banks

SNB published Version 1.7 of reporting forms (AUR_U, AUR_UEA, AUR_UES, AURH_U, AUR_K, AUR_KEA, and AURH_K) and the related documentation for supervisory reporting on an individual and consolidated basis.

January 15, 2019 WebPage Regulatory News
News

BCBS Finalizes Market Risk Capital Framework and Work Program for 2019

BCBS published the final framework for market risk capital requirements and its work program for 2019. Also published was an explanatory note to provide a non-technical description of the overall market risk framework, the changes that have been incorporated into in this version of the framework and impact of the framework.

January 14, 2019 WebPage Regulatory News
News

EBA Single Rulebook Q&A: First Update for January 2019

EBA published answers to 13 questions under the Single Rulebook question and answer (Q&A) updates for this week.

January 11, 2019 WebPage Regulatory News
News

PRA Proposes to Amend Supervisory Statement on Credit Risk Mitigation

PRA published the consultation paper CP1/19 that is proposing changes to the supervisory statement (SS17/13) on credit risk mitigation.

January 10, 2019 WebPage Regulatory News
RESULTS 1 - 10 OF 2473