EBA Long Report - European Banking Authority - Europa

Annex
Descriptive statistics from the EBA Key Risk Indicators with data to Q2 2012.
Solvency
Credit Risk
and Asset
Quality
1 - Tier 1 capital ratio
2 - Total capital ratio
KRI Descriptive Statistics Dec-09 Mar-10 Jun-10 Sep-10 Dec-10 Mar-11 Jun-11 Sep-11 Dec-11 Mar-12 Jun-12
3 - Tier 1 ratio (excluding hybrid
instruments)
13 - Impaired loans and Past due
(>90 days) loans to total loans
14 - Coverage ratio (specific
allowances for loans to total
gross impaired loans)
18 - Impaired financial assets to
total assets
Weighted average 10.2% 10.2% 10.4% 10.6% 11.0% 11.3% 11.4% 11.4% 11.3% 11.9% 12.1%
25th percentile 9.0% 9.0% 8.8% 9.0% 9.3% 9.7% 9.4% 9.6% 9.5% 10.1% 10.5%
50th percentile 9.8% 10.1% 10.1% 10.3% 10.6% 11.2% 11.1% 11.0% 10.9% 11.4% 11.7%
75th percentile 11.3% 11.1% 11.4% 11.6% 12.3% 12.7% 12.5% 12.6% 12.7% 13.0% 13.3%
Weighted average 12.9% 12.9% 12.9% 13.1% 13.5% 13.7% 13.6% 13.5% 13.3% 13.8% 14.0%
25th percentile 11.5% 11.2% 11.4% 11.5% 11.7% 11.9% 11.6% 11.4% 11.3% 11.6% 12.1%
50th percentile 12.5% 12.6% 12.2% 12.4% 12.8% 13.3% 13.0% 12.8% 12.6% 13.9% 14.1%
75th percentile 14.0% 13.9% 14.1% 14.6% 14.9% 15.3% 15.1% 15.1% 15.1% 15.6% 15.6%
Weighted average 8.9% 9.0% 9.2% 9.3% 9.0% 9.3% 9.3% 9.4% 9.4% 10.1% 10.4%
25th percentile 7.1% 7.3% 7.2% 7.4% 7.5% 8.2% 7.9% 8.0% 8.1% 8.4% 9.3%
50th percentile 8.5% 8.5% 8.7% 9.3% 8.5% 9.1% 9.3% 9.4% 9.4% 10.0% 10.3%
75th percentile 10.7% 10.8% 10.6% 11.1% 10.4% 10.6% 10.3% 10.6% 10.5% 11.3% 11.2%
Weighted average 5.1% 5.0% 5.1% 5.3% 5.3% 5.2% 5.4% 5.4% 5.8% 5.7% 5.8%
25th percentile 3.1% 3.1% 3.3% 3.4% 3.0% 2.9% 2.5% 2.6% 2.5% 3.3% 3.5%
50th percentile 4.9% 5.1% 5.4% 5.5% 5.4% 5.4% 5.6% 5.6% 6.4% 7.0% 6.9%
75th percentile 9.8% 9.9% 10.7% 10.9% 10.5% 11.3% 12.4% 13.1% 14.1% 15.2% 15.8%
Weighted average 42.4% 40.4% 37.1% 36.5% 37.0% 35.8% 41.0% 38.9% 41.1% 41.5% 41.8%
25th percentile 34.0% 34.4% 33.9% 33.8% 32.4% 33.1% 33.7% 33.3% 34.4% 34.5% 35.3%
50th percentile 40.8% 41.1% 40.4% 41.1% 41.8% 41.8% 41.2% 40.5% 40.6% 41.2% 41.8%
75th percentile 49.0% 48.0% 46.9% 48.3% 49.5% 48.0% 46.6% 45.2% 48.7% 48.6% 48.7%
Weighted average 1.6% 1.4% 1.9% 1.4% 2.1% 1.9% 1.8% 1.7% 1.9% 1.8% 1.9%
25th percentile 0.9% 1.0% 1.1% 1.0% 1.2% 1.1% 0.6% 1.0% 1.0% 1.0% 1.1%
50th percentile 1.8% 1.7% 1.8% 1.7% 2.0% 1.9% 1.9% 2.0% 2.2% 1.9% 2.0%
75th percentile 3.4% 3.4% 3.6% 3.8% 4.0% 4.3% 4.6% 5.3% 5.6% 5.8% 6.9%
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