Statistics and analyses made by European and international institutions

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European Central Bank: consolidated statistical data on EU banks

The highly detailed consolidated banking data (CBD) are sent quarterly by the national banking authorities to the European Central Bank (ECB). The data contain information on EU banks regarding consolidated profitability, balance sheets, credit quality, liquidity, capital adequacy and risk concentration.  Since the end of 2014, CBD are prepared on the basis of a common framework in line with the technical standards established by the European Commission as proposed by the EBA. This choice has significantly improved the comparability of the data sent by the various authorities.

The ECB uses this information to calculate the most important indicators for evaluating the situation of European banks and to understand the financial stability implications. A selection of data and indicators is published regularly on the ECB website in the section Supervisory Banking Statistics.

European Banking Authority: reports on the European banking sector’s risks and vulnerabilities

The mission of the EBA is to guarantee the smooth running and transparency of the financial markets and the stability of the European financial system. Accordingly it monitors and evaluates market developments, and identifies trends, potential risks and vulnerabilities. With its Risk Assessment Report, the EBA now provides an annual report on the main developments and trends for risks and vulnerabilities in the EU’s banking sector.

The EBA makes a quarterly assessment of the main risks and vulnerabilities of the European banking sector (Risk Dashboard) by analysing a set of key risk indicators (KRI) taken from a sample of banks. An interactive programme gives access to the historical series of KRI and the tables and figures contained in the publication may be reproduced.

To provide greater transparency for the European banking system, the EBA makes an annual comparison of a set of significant data collected from the supervisory reports received from a vast sample of banks submitted in a harmonized format (EU-wide transparency exercise).The data cover  capital, risk-weighted assets, balance sheet information, market risks, securitizations, credit risk, exposure to sovereign counterparties, non-performing loans and forborne exposures. An interactive programme gives access to the entire database.

European Banking Authority: stress tests on European banks

The EBA coordinates the EU-wide stress tests in cooperation with the European Systemic Risk Board (ESRB) in order to test the resilience of financial institutions to adverse market developments, and also to contribute to the general assessment of systemic risk in the European financial system. The stress tests are based on aggregated analyses, according to the methodology and scenarios defined by the EBA in cooperation with the ESRB, the ECB and the European Commission.

International Monetary Fund: Financial Solidarity Indicators

The Financial Soundness Indicators (FSI) provide information on the degree of overall financial stability of financial institutions, households and firms in Italy and in the other IMF member countries. The data are sent by the national central banks to the IMF twice a year and cover banks, other financial intermediaries, households and firms, the real estate sector, and market liquidity conditions.

Senior Supervisors Group: analysis of international supervisory practices

The Senior Supervisors Group (SSG) is a forum for senior representatives of supervisory authorities to engage in dialogue on risk management practices, governance, and other issues concerning complex, globally-active financial institutions. The Senior Supervisors Group (SSG) currently includes senior supervisory authorities of major financial services firms from Canada, France, Germany, Italy, Japan, the Netherlands, Spain, Switzerland, the United Kingdom, and the United States.

2021 EBA EU-wide stress test results

2018 EBA EU-wide stress test results

2016 EBA EU-wide stress test results

2014 EBA EU-wide stress test results

2011 EBA EU-wide stress test results

Specifics

The five Italian banking groups that participated in the EU-wide stress test (UniCredit, Intesa Sanpaolo, Monte dei Paschi di Siena, Banco Popolare and UBI Banca) all exceeded the 5 per cent benchmark by a wide margin. These banks accounted for over 62 per cent of the Italian banking system’s total assets. The results of the stress test confirmed that Italian banks were adequately capitalized and able to absorb the impact of a strong deterioration in macroeconomic and market conditions.

Applying the rigorous conditions (under the adverse scenario) hypothesised in the stress test to each of the five banking groups, the Core Tier 1 ratio at the end of 2012 would have been well above the 5 per cent threshold set by the supervisory authorities as a benchmark for when it is necessary to consider adopting recapitalization measures. The weighted average of the post-stress Core Tier 1 ratios for the five banking groups would have been 7.3 per cent.

The result took account of the capital strengthening measures adopted before the end of April 2011.

If additional assets were taken into account, such as instruments not included under the definition of Core Tier 1 but displaying a high loss-absorbing capacity, the average capital ratio of the five banking groups would have been 7.9 per cent at the end of 2012. A further escalation of sovereign risk would not have affected the soundness of Italian banks.

The stress tests are conducted by the European Banking Authority (EBA) and the national supervisory authorities of EU member states, in close cooperation with the European Systemic Risk Board (ESRB), the European Central Bank (ECB) and the European Commission. A description of the scenarios and methodologies that were adopted for the exercise and the results for the European banks that took part are published on the EBA website.

2010 EBA Eu-wide stress test results

Specifics

The Bank of Italy has published the results recorded by the main Italian banking groups in the EU-wide stress test. The exercises were conducted by the European Banking Authority (EBA) and the national supervisory authorities, in close cooperation with the European Central Bank. A description of the scenarios and methodologies that were adopted for the exercise and the results concerning the European banks that took part can be found on the EBA website.

The first stress test was conducted in 2010 by the Committee of European Banking Supervisors (CEBS), now the EBA; Italy’s five largest banking groups participated in the exercise. For each of the five groups the Bank of Italy has published the results of the stress test and some data on their European sovereign debt exposure. Additional information can be found on the websites of the participating banking groups.

Senior Supervisors Group (SSG): an analysis of international supervisory practices

The Senior Supervisors Group is a forum for senior representatives of supervisory authorities to engage in dialogue on cutting-edge supervisory best practices relating to large international banks. It includes the supervisory authorities of Canada, France, Germany, Italy, Japan, the Netherlands, Spain, Switzerland, the United Kingdom, and the United States.

  • Algorithmic Trading Briefing Notepdf 1.2 MB The SSG has recently issued a briefing note on “high-speed trading (HST)”, defined as the implementation of negotiation strategies based on automated trading algorithms which allow the issuing of orders to buy or sell in less than a second. This note seeks to stimulate the discussion on organizational best practices and risk management that banks should implement in order to monitor and mitigate risks, by defining key principles and sound practices. Publish date::30 April 2015
  • Progress Report on Counterparty Datapdf 821.7 KB During the recent crisis, large financial firms faced difficulties in quickly and accurately aggregating counterparty exposures at the group level. In response, in 2008, the SSG sponsored a new counterparty exposure data collection program – the “Top 20” Counterparty Project. In 2013, the Top 20 project was transferred to a more comprehensive program administered by a new International Data Hub at the Bank for International Settlements. The document provides information and evaluations on the experience gained in the four years during which the SSG collected data. Publish date::12 March 2014
  • Observations on Developments in Risk Appetite Frameworks and IT Infrastructurepdf 411.5 KB On 23 December 2010, the SSG issued a report that evaluates how financial institutions have progressed in developing formal risk appetite frameworks and in building out highly developed IT infrastructures and firmwide data aggregation capabilities. The report started a debate which led global financial institutions to develop risk appetite frameworks and to begin multiyear projects to improve IT infrastructure with the aim of ensuring qualitative and timely data in risk management. Publish date::23 December 2010
  • Risk Management Lessons from the Global Banking Crisis of 2008pdf 439.6 KB On 21 October 2009, the SSG released a follow-up report (the “2009 SSG report”) which updated and increased the contents of the 2008 report with regard to risk management. Publish date::21 October 2009
  • Observations on Risk Management Practices during the Recent Market Turbulencepdf 378.8 KB On 6 March 2008, the SSG released its first report during the concomitant financial market turbulence. Publish date::06 March 2008