The EBA CRDIV-CRR/Basel III monitoring exercise shows further improvement of EU banks capital leverage and liquidity ratios
The European Banking Authority (EBA) published today its thirteenth Report of the CRDIV-CRR/Basel III monitoring exercise on the European banking system. This exercise presents aggregate data on EU banks' capital, leverage, and liquidity ratios assuming full implementation of the CRD IV-CRR/Basel III framework. Overall, the results, based on data as of 30 June 2017, show a further improvement of European banks' capital positions, with a total average Common Equity Tier 1 (CET1) ratio of 13.8% (13.4% as of 31 December 2016). This exercise does not reflect any BCBS standards agreed since the beginning of 2016 or any other measures currently being considered by the BCBS.
Overall results assuming full implementation of CRD IV-CRR/Basel III (%)
Notes to the editors
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The exercise monitors the impact of the transposition of the CRD IV-CRR/Basel III requirements on EU banks. In particular, it monitors the impact of fully implementing the European Capital Requirements Directive and Regulation (CRD IV - CRR) on banks' capital ratios (risk-based and non-risk-based) and on their LCR, as well as the impact of fully implementing the Basel III framework on banks' NSFR.
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The results of the report are separately shown for small, medium-sized and large Group 2 banks, as well as Group 1 banks. Group 1 banks are banks with Tier 1 capital in excess of EUR 3 billion and internationally active. All other banks are categorised as Group 2 banks. Group 2 banks are classified into sub-samples: large Group 2 banks which have Tier 1 capital in excess of EUR 3 billion, medium-sized banks with Tier 1 capital below or equal to EUR 3 billion and above EUR 1.5 billion, and small banks having Tier 1 capital below or equal to EUR 1.5 billion.
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The analysis focuses on the joint sample of global systemically important institutions (G-SIIs) and other systemically important institutions (O-SIIs), with reference to the first list of O-SIIs as of April 2016. Where applicable, the analysis takes account of G-SIIs and O-SIIs capital buffer.
- The composition and number of banks participating in the EBA monitoring exercise may change over time.
Documents
CRDIV_CRR - Basel III Report monitoring exercise - June 2017
(1.64 MB - PDF) Last update 6 March 2018
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