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September 28, 2017

ESRB published its risk dashboard for September 2017. The ESRB risk dashboard is a set of quantitative and qualitative indicators of systemic risk in the EU financial system. The composition and presentation of ESRB risk dashboard have been reviewed in the first quarter of 2017.

The ESRB risk dashboard is structured according to a set of risk categories comprising inter-linkages and composite measures of systemic risk, macroeconomic risk, credit risk, liquidity and funding risk, market risk, solvency and profitability risk, and structural risk. The dashboard summarizes the key risks and vulnerabilities using a set of risk indicators as follows:

  • Systemic risk indicators and financial market conditions. This section notes that the market-based measures of systemic stress in the EU have remained at low levels.
  • Macro risk. This section of the dashboard uses primarily macroeconomic data to monitor the build‐up of risks in the real economy. Indicators in this section include measures of real GDP growth, the credit‐to‐GDP gap, national trade positions, unemployment figures, the fiscal position of the government sector, and private sector leverage.
  • Credit risk. This section of the dashboard looks at the ability of the non‐financial private sector (households and non‐financial corporations) to repay its debt and obtain financing at sustainable costs. It also monitors factors that could increase credit risk at the systemic level.
  • Banks. The dashboard reveals that bank profitability in the EU improved in the second quarter of 2017, yet it remained low, on average. The median capitalization of EU banks increased in the second quarter of 2017.
  • Investment funds and other financial institutions. The dashboard highlights that the size of the non‐banking part of the EU financial sector increased over the past year relative to the total assets of credit institutions, but was stable in the first quarter of 2017.

 

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Keywords: Europe, EU, Banking, Insurance, Risk Dashboard, Systemic Risk, Credit Risk, ESRB

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