Publication of supervisory data
Supervisory banking statistics
The ECB publishes aggregated supervisory banking statistics on the following aspects of banks designated as significant institutions (SIs):
- general statistics
- balance sheet composition and profitability
- capital adequacy and leverage
- asset quality
- funding
- liquidity
- data quality
Release calendar
Supervisory banking statistics are published every three months. The next updates will be released as follows:
| Reference period | Date |
|---|---|
| Q4 2019 | 7 April 2020 |
| Q1 2020 | 8 July 2020 |
| Q2 2020 | 6 October 2020 |
More statistical releases are available on the ECB Statistical calendars page on the European Central Bank’s website.
Overview
|
Q3 2018 |
Q4 2018 |
Q1 2019 |
Q2 2019 |
Q3 2019 |
|---|---|---|---|---|---|
| Number of significant institutions | |||||
| Full sample 1) | 109 | 110 | 114 | 111 | 113 |
| Liquidity sample 2) | 101 | 102 | 106 | 103 | 105 |
| Balance sheet composition (EUR billions; percentages) | |||||
| Total assets | 21,223.46 | 21,369.46 | 22,695.57 | 22,650.52 | 23,262.69 |
| Total liabilities | 19,817.47 | 19,916.55 | 21,184.12 | 21,161.00 | 21,743.19 |
| Equity | 1,405.99 | 1,452.91 | 1,511.45 | 1,489.53 | 1,519.50 |
| Key performance indicators (percentages) | |||||
| Return on equity | 6.85% | 6.16% | 5.76% | 6.01% | 5.83% |
| Cost-to-income ratio | 65.08% | 65.85% | 69.18% | 66.43% | 65.48% |
| Capital and leverage ratios (percentages) | |||||
| CET 1 ratio (transitional definition) | 14.19% | 14.40% | 14.35% | 14.33% | 14.37% |
| Tier 1 ratio (transitional definition) | 15.40% | 15.60% | 15.60% | 15.55% | 15.58% |
| Total capital ratio (transitional definition) | 17.83% | 18.01% | 18.01% | 18.00% | 18.05% |
| Leverage ratio (transitional definition) | 5.32% | 5.50% | 5.41% | 5.42% | 5.42% |
| Leverage ratio (fully phased-in definition) | 5.11% | 5.29% | 5.23% | 5.24% | 5.26% |
| Asset quality (percentages) | |||||
| Level 1 as a share of total assets 3) | 8.17% | 7.37% | 7.74% | 7.70% | 7.43% |
| Level 2 as a share of total assets 3) | 12.65% | 12.66% | 13.03% | 14.01% | 15.30% |
| Level 3 as a share of total assets 3) | 0.85% | 0.90% | 0.84% | 0.86% | 0.87% |
| Non-performing loans ratio | 4.17% | 3.81% | 3.68% | 3.56% | 3.41% |
| Funding (percentages) | |||||
| Loan-to-deposit ratio | 118.42% | 118.69% | 118.03% | 117.04% | 116.84% |
| Liquidity | |||||
| Liquidity coverage ratio | 140.92% | 145.09% | 149.08% | 146.85% | 145.16% |
| 1) The full sample includes all significant institutions at the highest level of consolidation within the Single Supervisory Mechanism (SSM). 2) The liquidity sample only includes significant institutions that are required to report liquidity information at the highest level of consolidation in the SSM. The obtained data are aggregated in the liquidity coverage ratio shown above. 3) The Level 1, 2 and 3 asset categories include only financial instruments measured at fair value. |
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| Source: ECB. Cut-off date: 16 December 2019. |
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Download the report containing a comprehensive set of statistics, with a reference period of (or up to) third quarter 2019:
Supervisory Banking Statistics, third quarter 2019, xlsx
Download complete time series (e.g. Q2 2015 - Q3 2019):
Supervisory banking statistics (Statistical Data Warehouse)
Download information regarding selected data quality metrics of the underlying data reported by significant institutions:
Aggregated data quality tables, third quarter 2019
Pillar 3 information
The ECB also publishes every year selected Pillar 3 information for individual banks on:
- solvency and leverage ratios as published by significant institutions pursuant to Part Eight of the Capital Requirements Regulation
- a selected template from the Pillar 3 disclosure requirements. For end-2017 reference date, the ECB published template EU OV 1 providing an overview of risk-weighted assets, while for end-2018 reference date, the ECB published the LCR (Liquidity Coverage Ratio) disclosure template (EU LIQ1). Both tables are published by global systemically important institutions (G-SIIs) and other systemically important institutions (O-SIIs) pursuant to EBA Guidelines on disclosure requirements
2018 Selected Pillar 3 information
More detailed information on published supervisory data
The dataset includes information on banks directly supervised by ECB Banking Supervision that are designated as significant institutions (SIs).
The sample of SIs considered for each reporting period includes banks that are reporting COREP (capital adequacy information) and FINREP (financial information) at that point in time. For each bank in the sample, reporting is always considered at the highest level of consolidation within the Single Supervisory Mechanism (SSM).
As of the end of 2015, COREP and FINREP data are available for all SIs at the highest level of consolidation within the SSM. This includes those that prepare their consolidated accounts under national accounting standards (nGAAP) as well as SIs that report only at the individual level. As a result, the sample of banks used for each reference period currently covers all significant institutions within the SSM– it is also relatively stable. Nevertheless, changes in the sample can occur over time after amendments to the list of SIs, which are made after ECB assessments, as well as after mergers and acquisitions.
In accordance with Article 11(3) of Regulation (EU) No 575/2013 (CRR), liquidity requirements apply only at the highest level of consolidation in the European Union (EU). Accordingly, the tables showing information on the liquidity coverage ratio are derived by aggregating data from standalone entities and for the banking groups where the ultimate EU parent is within the SSM.
The tables present different aggregates that offer insights into developments over time, country breakdowns and different classifications.
All presented data match the submissions provided to the ECB at the cut-off date specified in the table above. As banks may resubmit data for previous quarters, figures shown may differ from previous publications. Moreover, banks may submit unaudited end-of-financial-year figures (i.e. figures that have not received an external auditor’s opinion). However, in accordance with Article 3, paragraph 4 of Commission Implementing Regulation (EU) No 680/2014, banks are required to resubmit audited figures wherever these deviate from the submitted unaudited figures.
The Pillar 3 information comprises three ratios for all SIs and, since 2017 a template that G-SIIs and O-SIIs are required to publish pursuant to Part Eight of the CRR (for some financial holding companies they are published at the subsidiary bank level while for some subsidiaries they are published at holding bank level). For end-2017 reference date, the ECB published template EU OV1 (Overview of risk weighted assets), while for end-2018 reference date, the ECB published the LCR (Liquidity Coverage Ratio) disclosure template (EU LIQ1). The ratios and the data in the table are neither endorsed nor approved by the ECB and are subject to review when they differ from the ratios submitted by the SIs as part of their COREP submissions.
|
Reference period
|
Number of SIs in Supervisory Banking Statistics
|
Number of SIs included in the liquidity sample 1)
|
|---|---|---|
| Q3 2019 | 113 | 105 |
| Q2 2019 | 111 | 103 |
| Q1 2019 | 114 | 106 |
| Q4 2018 | 110 | 102 |
| Q3 2018 | 109 | 101 |
| Q2 2018 | 109 | 101 |
| Q1 2018 | 109 | 101 |
| Q4 2017 | 111 | 102 |
| Q3 2017 | 114 | 105 |
| Q2 2017 | 114 | 105 |
| Q1 2017 | 118 | 109 |
| Q4 2016 | 121 | 110 |
| Q3 2016 | 122 | 111 |
| Q2 2016 | 124 | n.a |
| Q1 2016 | 123 | n.a |
| Q4 2015 | 117 | n.a |
| Q3 2015 | 102 | n.a |
| Q2 2015 | 102 | n.a |
| 1) According to Commission Implementing Regulation (EU) No 2016/428 and Commission Implementing Regulation (EU) No 2016/322 banks are required to report the leverage ratio and the liquidity coverage ratio components, starting from the third quarter of 2016. Only banks that are required to report liquidity information at the highest level of consolidation in the SSM are aggregated in the liquidity coverage ratio shown above. | ||
In addition to presenting the statistics by reference period and by country, the significant institutions have been classified according to the following:
- activities (geographical diversification)
- scale of operations (size)
- risk (overall risk and vulnerabilities based on the Supervisory Review and Evaluation Process (SREP) scores)
More information
The statistics are based on information collected pursuant to the Implementing Technical Standards (ITS) on Supervisory Reporting laid down by European Commission Implementing Regulation (EU) No 680/2014 and the ECB Regulation on reporting of supervisory financial information (ECB/2015/13).
Confidentiality is ensured in accordance with professional secrecy obligations established under Article 27(1) of Regulation (EU) No 1024/2013, Article 37 of the Statute of the ESCB and of the ECB, and Article 53(1) of Directive 2013/36/EU.
Reports and documentations referring to the previous releases of Supervisory Banking Statistics can be accessed from the table below.