This section provides data on the structure of the Italian system of banks and investment firms, the credit, market and operational risks they take on and the supervisory measures adopted.

The data, prepared and presented in accordance with Regulation (EU) No 650/2014 of 4 June 2014, are drawn from supervisory reporting on an individual basis; in this respect, such data are different from those normally published by the Bank of Italy, which are based on consolidated prudential returns. In Parts 2, 3 and 4 of the schemes, the ratios of the exposures weighted by the different types of risk (items 070 and following of template CA2 of Regulation (EU) No 680/2014 of 16 April 2014) to the total risk exposure amount (item 010 of the template CA2) do not sum up to 100 per cent because such schemes do not detail all the components of item 010.

Finally, 2014 data on ‘Exposures and losses from lending collateralized by immovable property’, which were published in Part 2 for the first time, are not comparable with those for the following years because they do not benefit from regulatory clarifications provided in 2015.