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
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.


Related Links 

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

Related Insights

OFR Adopts Data Collection Rule on Centrally Cleared Repo Transactions

OFR adopted a final rule to establish a data collection covering centrally cleared funding transactions in the U.S. repurchase agreement (repo) market.

February 20, 2019 WebPage Regulatory News

FHFA Finalizes Rule on Federal Home Loan Bank Capital Requirements

FHFA published, in Federal Register, the final rule to adopt, as its own, portions of the regulations of the Federal Housing Finance Board pertaining to the capital requirements for the Federal Home Loan Banks.

February 20, 2019 WebPage Regulatory News

SRB Publishes Framework for Performing Valuations in Resolution

The framework provides independent valuers and the general public with an indication of the expectations of SRB on the principles and methodologies for valuation reports, as set out in the legal framework.

February 19, 2019 WebPage Regulatory News

US Agencies Extend Consultation Period for the Proposed SA-CCR

US Agencies (FDIC, FED, and OCC) extended the comment period for a proposed rule to update their standards for how firms measure counterparty credit risk posed by derivative contracts.

February 18, 2019 WebPage Regulatory News

FED Extends Consultation Period for Stress Testing Rule

FED has published in the Federal Register a notice proposing amendments to the company run and supervisory stress test rules.

February 15, 2019 WebPage Regulatory News

EBA Single Rulebook Q&A: Third Update for February 2019

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

February 15, 2019 WebPage Regulatory News

SEC Proposes Rule on Risk Mitigation Techniques for Uncleared SBS

SEC proposed a rule that would require the application of specific risk-mitigation techniques to portfolios of security-based swaps (SBS) that are not submitted for clearing.

February 15, 2019 WebPage Regulatory News

FSB Report Examines Financial Stability Implications of Fintech

FSB published a report that assesses fintech-related market developments and their potential implications for financial stability.

February 14, 2019 WebPage Regulatory News

US Agencies Amend Regulatory Capital Rule to Allow Phase-In for CECL

US Agencies (FDIC, FED, and OCC) adopted the final rule to address changes to credit loss accounting under the U.S. generally accepted accounting principles; this includes banking organizations’ implementation of the current expected credit losses (CECL) methodology.

February 14, 2019 WebPage Regulatory News

FASB Proposes Taxonomy Improvements for the Credit Losses Standard

FASB proposed the taxonomy improvements for the proposed Accounting Standards Updates on Targeted Transition Relief for Topic 326 (Financial Instruments—Credit Losses) and Topic 805 (on Business Combinations—Revenue from Contracts with Customers).

February 14, 2019 WebPage Regulatory News
RESULTS 1 - 10 OF 2617