List of figures

 

Source: Eurostat

Source: Eurostat

Figure 2a: Quarterly growth rates in residential real estate prices index

Source: Eurostat

Figure 2b: Monthly growth rates in euro area commercial real estate price index

Source: Green Street Pan-European commercial price index

Figure 3a: Eurostoxx volatility index (V2X)

Refinitiv

Figure 3b: Price to book value of European (SX7E index) and US (S5Bankx index) banks

Source: Bloomberg

Figure 4a: EURO STOXX (SXXP) and EURO STOXX for banks (SX7E)

Source: Refinitiv

Figure 4b: Yields of selected European 10-year bonds

Source: Refinitiv

Source: EBA supervisory reporting data

Source: EBA supervisory reporting data

Source: EBA supervisory reporting data

Source: EBA Supervisory Reporting data

Figure 9: EU/EEA banks’ share of loan commitments, financial guarantees, and other commitments to NBFIs, December 2024

Source: EBA Supervisory Reporting data

Figure 10: EU/EEA banks’ share of loan commitments, financial guarantees, and other commitments received from NBFIs, December 2024

Source: EBA Supervisory Reporting data

Source: EBA Supervisory Reporting data

Figure 12: Exports of EU/EEA countries to US in 2024*

Source: US International Trade data commission

Figure 13a: Share of US exposures to total exposures vis-à-vis share of manufacturing loans to total NFC loans by country, December 2024*

Source: EBA supervisory reporting data

Figure 13b: Share of US exposures to total exposures vis-à-vis share of manufacturing loans to total NFC loans by bank, December 2024*

Source: EBA supervisory reporting data

Figure 14: Evolution of EU/EEA banks’ sovereign exposures domicile distribution and ratio over CET1, from December 2018 to December 2024

Source: EBA Supervisory Reporting data

Figure 15: Sovereign exposures growth by country, from December 2023 to December 2024, and debt-to-GDP as of December 2024* 

Source: EBA Supervisory Reporting data

Figure 16: Growth expectations for selected asset classes

Source: EBA supervisory reporting data (funding plan data)

Figure 17a: Growth expectations for lending to households by country

Source: EBA supervisory reporting data (funding plan data)

Figure 17b: Growth expectations for lending to NFCs by country

Source: EBA supervisory reporting data (funding plan data)

Figure 18: Actual and planned asset composition

Source: EBA supervisory reporting data (funding plan data)

Figure 19: Trend of EU/EEA NPL volumes and ratio

Source: EBA Supervisory Reporting data

Figure 20: Change in NPL volumes in 2024 and NPL ratios in Q4 2024, by country

Source: EBA supervisory reporting data

Figure 21a: IFRS9 stage 2 allocation and YoY change of loans and advances held at amortised cost by country

Source: EBA Supervisory Reporting data

Figure 21b: Percentage point change in IFRS9 allocation of loans by bank

Source: EBA Supervisory Reporting data

Figure 22: Banks’ expectations on possible deterioration in asset quality in the next 12 months by segment

Source: EBA Risk Assessment Questionnaire

Figure 23: Breakdown of financial liabilities composition by country, December 2024

Source: EBA supervisory reporting data

Figure 24: Cash asset swap (ASW) spreads of banks’ EUR-denominated debt and capital instruments

Source: IHS Markit*

Figure 25a: EU/EEA banks’ full year debt and capital instrument issuances, incl. comparison with previous years, and share of green bonds per debt class*

Source: Dealogic

Figure 25b: EU/EEA banks’ 1 January – 31 May debt and capital instrument issuances, incl. comparison with previous years, and share of green bonds per debt class*

Source: Dealogic

Figure 26a: MREL resources for GSII, top-tier and fished, and for other banks as % of RWA, Q2 2024

Source: MREL/TLAC reporting

Figure 26b: MREL resources for GSII, top-tier and fished, and for other banks as % of total exposure measure, Q2 2024

Source: MREL/TLAC reporting

Figure 27: MREL eligible liabilities by instruments and category of bank, with residual maturities between one and two years as of the reporting date Q2 2024

Source: MREL & TLAC reporting, reporting of MREL decisions

Figure 28: Funding composition of EU/EEA banks

Source: EBA supervisory reporting data (funding plan data)

Figure 29: Growth expectations for selected liability segments

Source: EBA supervisory reporting data (funding plan data)

Figure 30: Net issuance volume by country and year

Source: EBA supervisory reporting data (funding plan data)

Figure 31: Unsecured debt instruments – stock volume

Source: EBA supervisory reporting data (funding plan data)

Figure 32: Unsecured debt issuance and maturing volume

Source: EBA supervisory reporting data (funding plan data)

Figure 33: Secured debt issuance and maturing volume

Source: EBA supervisory reporting data (funding plan data)

Figure 34: YoY evolution of the asset encumbrance ratio of total assets and collateral received, numerator (encumbered assets), and denominator (total assets and collateral received that can be encumbered), between December 2014 and December 2024

Source: EBA supervisory reporting data

Figure 35: Evolution of the weighted average asset encumbrance ratio by country, December 2023 and December 2024

Source: EBA supervisory reporting data

Figure 36: Evolution of the share of the main types of asset encumbrance and total volume of encumbrance, from December 2017 to December 2024

Source: EBA supervisory reporting data

Figure 37: Non-encumbered assets amounts and share of non-encumbered assets to total assets from December 2023 to December 2024

Source: EBA supervisory reporting data

Figure 38: Distribution of the sources of encumbrance

Source: EBA Supervisory Reporting data

Figure 39a: Evolution of the LCR and its main components of as a share of total assets

Source: EBA supervisory reporting data

Figure 39b: Evolution of gross outflow requirement (post-weights)

Source: EBA Supervisory Reporting data

Figure 40a: Banks distribution of the LCRs

Source: EBA Supervisory Reporting data

Figure 40b: Composition of liquid assets as of December 2023 (inner circle) and December 2024 (outer circle)

Source: EBA Supervisory Reporting data

Figure 41a: Evolution of the LCR by currency

Source: EBA Supervisory Reporting data

Figure 41b: Dispersion of the LCR by currency, December 2024

Source: EBA Supervisory Reporting data

Figure 42a: Net stable funding ratio across EU/EEA countries*

Source: EBA Supervisory Reporting data

Figure 42b: Dispersion of NSFR, ASF and RSF as share of total assets, December 2024*

Source: EBA Supervisory Reporting data

Figure 43a: Components of the Net stable funding ratio (ASF), December 2024

Source: EBA Supervisory Reporting data

Figure 43b: Components of the Net stable funding ratio (RSF), December 2024

Source: EBA Supervisory Reporting data

Figure 44a: Forecasted LCR including forecasted numerators and denominators

Source: EBA Supervisory Reporting data (Funding Plan data)

Figure 44b: Forecasted NSFR including forecasted numerators and denominators

Source: EBA Supervisory Reporting data (Funding Plan data)

Source: EBA supervisory reporting data

Figure 46: CET1 capital components

Source: EBA supervisory reporting data

Figure 47: RWA components

Source: EBA supervisory reporting data

Figure 48: Evolution of equity (lhs) and equity to assets ratio (rhs)

Source: S&P Global

Figure 49: CET1 requirements and Pillar 2 Guidance vs CET1 ratio

Source: EBA supervisory reporting data

Figure 50: CET1 headroom and payout ratios by bank

Source: EBA Supervisory Reporting data

Figure 51: Dividends and share buy-backs (lhs) and payout ratio (rhs)

Source: EBA Supervisory Reporting data

Figure 52a: Credit risk exposure amounts, RWA (lhs) and RW density (rhs) for mortgages

Source: EBA supervisory reporting data

Source: EBA Supervisory Reporting data

Figure 53a: Outstanding volumes' origination years, since 2017*

Source: EBA Supervisory Reporting data

Figure 53b: Distribution of underlying exposures*

Source: EBA Supervisory Reporting data

Figure 54a: Capital relief estimates by bank in bps of CET1, distribution including interquartile range

Source: EBA Supervisory Reporting data

Figure 54b: Maturity estimates using first foreseeable termination date

Source: EBA Supervisory Reporting data

Source: EBA Risk Assessment Questionnaire

Source: EBA Supervisory Reporting data

Source: EBA Supervisory Reporting data

Source: EBA Risk Assessment Questionnaire

Figure 58: Revenue composition by country vs. RoE as of Q4  2024*

Source: EBA Supervisory Reporting data

Figure 59: Banks’ targets for profitability increase in the next 6 to 12 months

Source: EBA Risk Assessment Questionnaire

Figure 60a: Evolution of key components of costs and expenses as share of equity, EU/EEA level

Source: EBA supervisory reporting data

Figure 60b: Key components of costs and expenses as share of equity, by country, Dec-2024

Source: EBA supervisory reporting data

Figure 61a: Interest rates on loans (stocks) by segment

Source: EBA supervisory reporting data (funding plan data)

Figure 61b: Interest rates on deposits (stocks) by segment

Source: EBA supervisory reporting data (funding plan data)

Figure 62: EU/EEA banking sector related completed M&A transactions since 2022, number and volume in EUR bn

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

Figure 63: M&A measures considered by EU/EEA banks

Source: EBA Risk Assessment Questionnaire

Figure 64: Main drivers of operational risk as seen by banks*

Source: EBA Risk Assessment Questionnaire

Figure 65: Number of new operational risk events over time and total losses in operational risk as a share of CET1*

Source: EBA Supervisory Reporting data

Figure 66: Number of successful cyber-attacks resulting in ‘major ICT-related incidents’ in the last semi-annual assessment period *

Source: EBA Risk Assessment Questionnaire

Figure 67: Financial crime risks, April 2024–March 2025

Figure 68a: Net provisions for pending legal issues and tax litigation as a share of total assets by country (2024)

Source: EBA supervisory reporting data

Figure 68b: Net provisions for pending legal issues and tax litigation as a share of total assets for the EU (2018-2024)

Source: EBA Supervisory Reporting data

Figure 69a: Evolution of Bitcoin and Ethereum daily prices

Source: Reuters

Figure 69b: Bitcoin and Ethereum 10 days rolling volatility

Source: Reuters

Source: ECB, EBA Supervisory Reporting data

Source: EBA Supervisory Reporting data

Source: ECB and EBA calculations

Figure 72b: EU/EEA banks’ cumulative excess reserves* and p.p. change between June 2022 and December 2024

Source: EBA supervisory reporting data

Source: EBA supervisory reporting data