List of figures

 

Source: Eurostat

Source: Eurostat

Sources: Refinitiv, Central Bank of Iceland, Central Bank of Romania

(*) EURIBOR (Euro Interbank Offered Rate), CIBOR (Copenhagen Interbank Offered Rate), BUBOR (Budapest Interbank Offered Rate), REIBOR (Reykjavík interbank offered rate), ROBOR (Romanian Interbank Offered Rate), STIBOR (Stockholm Interbank Offered Rate), WIBOR (Warsaw Interbank Offered Rate), NIBOR (Norwegian interbank offered rate). 

 

Sources: Caldare and Iacoviello, Refinitiv Workspace, S&P Capital IQ, EBA supervisory data and calculations

Source: Eurostat

Source: Refinitiv

Source: Refinitiv

Source: Bloomberg

Sources: Refinitiv, Bloomberg

(*) Eurostoxx (SXXE) Index and Euro Stoxx Bank (SX7E) Index which are part of the Eurostoxx Index, to secure comparable results. Eurostoxx Banks (SX7E) Index is a capitalisation-weighted index which includes listed banks in countries that are participating in the EMU.   

 

Figure 8: Selected European Banks Weekly changes of stock prices (%)

(*) The banks’ sample covers different European jurisdictions but with a heavier weight towards French banks, following the political events in France.

 

Source: Eurostat

Source: ECB

Source: EBA Supervisory Reporting data

Source: EBA supervisory reporting data

Source: EBA supervisory reporting data

Source: EBA supervisory reporting data

Source: EBA supervisory reporting data

Source: EBA Risk Assessment Questionnaire

Source: EBA supervisory reporting data

Source: EBA Supervisory Reporting data

Source: EBA Supervisory Reporting data

Source: EU-wide cross-sectoral assessment of climate-related financial risks

Source: EBA Risk Assessment Questionnaire

Source: EBA Risk Assessment Questionnaire

Source: EBA supervisory reporting data

Source: EBA Supervisory Reporting data

Figure 21: Distribution of NPL ratios by size of bank*, Jun-2024

Source: EBA Supervisory Reporting data

(*) Data of the charts is based on all credit institutions of EUCLID. For the list please refer here Registers and other list of institutions

 

Figure 22: NPL ratios, Stage 2 allocation and coverage ratios by segment, Jun-2024

Source: EBA supervisory reporting data

Source: Eurostat

Figure 24: Expectations of asset quality deterioration in the next 6-12 months, autumn 2024

Source: EBA Risk Assessment Questionnaire

Source: EBA supervisory reporting data

Source: Dealogic

(*) Cut-off date for this chart was 30 September 2024.


 

Source: Bloomberg

Source: IHS Markit*

(*) With regard to IHS Markit in this chart and any further references to it in this report and related products, neither Markit Group Limited (‘Markit’) nor its affiliates nor any third-party data provider make(s) any warranty, express or implied, as to the accuracy, completeness or timeliness of the data contained herewith nor as to the results to be obtained by recipients of the data. Neither Markit nor its affiliates nor any data provider shall in any way be liable to any recipient of the data for any inaccuracies, errors or omissions in the Markit data, regardless of cause, or for any damages (whether direct or indirect) resulting therefrom.

Source: Dealogic, IHS Markit, EBA calculations

Source: EBA supervisory reporting data

Source: EBA supervisory reporting data

Source: EBA Risk Assessment Questionnaire

Figure 30b: Measures they aim to take regarding their deposits and current accounts in the next 12 months, autumn 2024

Source: EBA Risk Assessment Questionnaire

Figure 31: Total MREL resources by type of banks as % of RWA, Jun-2024

Source: MREL & TLAC reporting, reporting of MREL decisions

Source: MREL & TLAC reporting, reporting of MREL decisions

Figure 33a: Preferred resolution tools by the number of banks, Jun-2024

Source: MREL & TLAC reporting, reporting of MREL decisions

Source: MREL & TLAC reporting, reporting of MREL decisions

Figure 34a: Preferred resolution tools by RWAs, Jun-2024

Source: MREL & TLAC reporting, reporting of MREL decisions

Figure 34b: Variant resolution tool for entities with bail-in as preferred tool by RWAs, Jun-2024

Source: MREL & TLAC reporting, reporting of MREL decisions

Figure 35: Binding MREL and subordination requirement by type of banks (% RWA), Jun-2024

Source: MREL & TLAC reporting, reporting of MREL decisions

Source: EBA supervisory reporting data

Source: EBA Supervisory Reporting data

Figure 38a: EU/EEA banks' LCR weighted average and distribution

Source: EBA Risk Assessment Questionnaire

Source: EBA supervisory reporting data

Source: EBA Risk Assessment Questionnaire

Figure 39b: Distribution of the LCR for selected currencies, Jun-2024

Source: EBA Supervisory Reporting data

Figure 40a: Net stable funding across EU/EEA countries, Jun-2024

Source: EBA Supervisory reporting data

Source: EBA supervisory reporting data

Source: EBA supervisory reporting data

Source: EBA supervisory reporting data

Source: EBA supervisory reporting data

Source: EBA supervisory reporting data

Source: EBA supervisory reporting data

Source: EBA supervisory reporting data

Source: EBA supervisory reporting data

Source: EBA supervisory reporting data

Source: EBA supervisory reporting data

Figure 48b: Credit RWA for selected exposure classes, excluding securitisation and equity

Source: EBA supervisory reporting data

Figure 49: YoY changes in credit risk RWA and exposures for selected exposures classes, Jun-2024

Source: EBA supervisory reporting data

Source: EBA supervisory reporting data

Source: EBA Risk Assessment Questionnaire

Source: EBA supervisory reporting data

Source: EBA supervisory reporting data

Source: EBA supervisory reporting data

Figure 53b: Current account related fees as share of current account / overnight deposit volumes by country and on EU/EEA level*

Source: EBA supervisory reporting data

(*) The fee income component is Q2 annualised data for each of the years


 

Figure 54: Banks’ targets for profitability increase in the next 6 to 12 months

Source: EBA Risk Assessment Questionnaire

Figure 55a: Evolution of key components of costs and expenses as share of equity, EU/EEA level

Source: EBA supervisory reporting data

Figure 55b: Key components of costs and expenses as share of equity, by country, Jun-2024

Source: EBA supervisory reporting data

Figure 56: Cost to income ratio, by country and on EU/EEA level

Source: EBA supervisory reporting data

Figure 57: Cost of risk, by country and on EU/EEA level*

Source: EBA supervisory reporting data

(*) Data for LT skewed higher due to the sample, which include rather high-risk banks and not the biggest national lenders.
 

Source: EBA supervisory reporting data

Figure 58b: RoE and its key income components as share of equity, by business model, Jun-2024

Source: EBA supervisory reporting data

Figure 59: Key components of costs and expenses as share of equity, by business model, Jun-2024

Source: EBA supervisory reporting data

Figure 60: Measures banks are primarily taking to reduce their operating expenses / costs 

Source: EBA Risk Assessment Questionnaire

Figure 61a: EU/EEA banking sector related M&A transactions since 2022 (per year in 2022 and 2023, and YtD 2024), number and volume*

Source: S&P Capital  IQ, and EBA assumptions and calculations

(*) Completed transactions – including whole company, minority, branches and assets acquisitions and / or mergers – involving a bank in the EEA as geography. Private equity deals are included. The volume related information / data is only available for some of the transactions, for which reason the number of deals might be considered as more relevant.

 
Figure 61b: M&A measures that EU/EEA banks are considering, autumn 2024

Source: EBA Risk Assessment Questionnaire

Figure 62a: EU vs. US banks’ RoE*

Source: Federal Reserve Bank of New York and EBA supervisory reporting data, EBA calculations

(*) For the US data the Federal Reserve Bank of New York’s “Quarterly Trends for Consolidated U.S. Banking Organizations” as of Q2 2024 is used.

 

Figure 62b: EU vs. US banks’ leverage ratio

Source: Federal Reserve Bank of New York and EBA supervisory reporting data, EBA calculations

Figure 63a: EU vs. US banks’ NII as share of equity

Source: Federal Reserve Bank of New York and EBA supervisory reporting data, EBA calculations

Source: Federal Reserve Bank of New York and EBA supervisory reporting data, EBA calculations

Source: Federal Reserve Bank of New York and EBA supervisory reporting data, EBA calculations

Source: Federal Reserve Bank of New York and EBA supervisory reporting data, EBA calculations

(*) For the US banks’ cost of risk the annualised loan loss provisions as percentage of total loans from the data the Federal Reserve Bank of New York’s US banking sector data are used.


 

Source: Bloomberg

(*) The Bloomberg query INDX_PX_BOOK was used for this analysis.


 

Source: EBA Risk Assessment Questionnaire

(*) Agreement to up to three options was possible for respondents.


 

Source: EBA supervisory reporting data

(*) Gross loss amount from new events and loss adjustments relating to previous reporting periods.


 

Source: EBA supervisory reporting data

Source: EBA Risk Assessment Questionnaire

(*) This relates to an ICT-related incident with a potentially high adverse impact on the network and information systems that support critical functions of the financial entity (Article 3(8) DORA).


 

Figure 70: Financial crime risks, January 2024 – August 2024

Figure 70: Financial crime risks, January 2024 – August 2024

 

Source: EBA supervisory reporting data

Figure 71b: Net provisions for pending legal issues and tax litigation as a share of total assets by country (2023)

Source: EBA supervisory reporting data

Figure 72: Number and shares by sector of alleged greenwashing incidents in the EU financial and banking sector

Source: RepRisk database*

Source: EBA Risk Assessment Questionnaire

Source: EBA Risk Assessment Questionnaire

Source: EBA Risk Assessment Questionnaire

Source: EBA Risk Assessment Questionnaire

Figure 76: Proportion of banks testing GPAI, but still not using it in production, per use case, autumn 2024

Source: EBA Risk Assessment Questionnaire

Figure 77a: Diversity of deployment approaches by banks for GPAI. autumn 2024

Source: EBA Risk Assessment Questionnaire

Figure 77b: Deployment approaches adopted by banks to integrate or adopt AI (in general) and GPAI, autumn 2024

Source: EBA Risk Assessment Questionnaire

Source: EBA Risk Assessment Questionnaire

Source: EBA supervisory reporting data

Source: EBA supervisory reporting data

Source: EBA supervisory reporting data

Source: EBA supervisory reporting data

Source: EBA payment fraud reporting data

Source: EBA payment fraud reporting data

Source: EBA payment fraud reporting data

Figure 86: Fraud losses borne by users of credit transfers in 2022 and 2023, by country

Source: EBA payment fraud reporting data

Figure 87a: Percentage of people aged 15+ who have a bank account (AFS1) - 2021, by country

Source: World Bank

Figure 87b: Percentage of people aged 15+ who have a debit card (AFS2) - 2021, by country

Source: World Bank

Figure 88: Percentage of people aged 15+ who borrowed from family or friends (AFS3) - 2021, by country

Source: World Bank