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 2020 | 12 April 2021 |
| Q1 2021 | 8 July 2021 |
| Q2 2021 | 6 October 2021 |
More statistical releases are available on the ECB Statistical calendars page on the European Central Bank’s website.
Overview
|
Q3 2019 |
Q4 2019 |
Q1 2020 |
Q2 2020 |
Q3 2020 |
|---|---|---|---|---|---|
| Number of significant institutions | |||||
| Full sample 1) | 113 | 113 | 112 | 112 | 110 |
| Liquidity sample 2) | 105 | 105 | 112 | 112 | 110 |
| Balance sheet composition (EUR billions) | |||||
| Total assets | 23,262.85 | 22,181.93 | 23,991.84 | 24,430.45 | 24,337.88 |
| Total liabilities | 21,743.35 | 20,649.89 | 22,468.30 | 22,914.44 | 22,816.68 |
| Equity | 1,519.50 | 1,532.04 | 1,523.54 | 1,516.01 | 1,521.20 |
| Key performance indicators (percentages) | |||||
| Return on equity | 5.83% | 5.16% | 1.21% | 0.01% | 2.12% |
| Cost-to-income ratio | 65.48% | 65.83% | 72.44% | 67.61% | 65.50% |
| Capital and leverage ratios (percentages) | |||||
| CET 1 ratio (transitional definition) | 14.37% | 14.90% | 14.41% | 14.89% | 15.21% |
| Tier 1 ratio (transitional definition) | 15.58% | 16.08% | 15.64% | 16.13% | 16.51% |
| Total capital ratio (transitional definition) | 18.04% | 18.55% | 18.10% | 18.66% | 19.05% |
| Leverage ratio (transitional definition) | 5.42% | 5.73% | 5.36% | 5.33% | 5.63% |
| Leverage ratio (fully phased-in definition) | 5.26% | 5.57% | 5.23% | 5.16% | 5.46% |
| Asset quality (percentages) | |||||
| Level 1 as a share of total assets 3) | 7.45% | 7.15% | 6.97% | 7.24% | 7.08% |
| Level 2 as a share of total assets 3) | 15.30% | 13.02% | 15.42% | 13.90% | 13.57% |
| Level 3 as a share of total assets 3) | 0.87% | 0.89% | 0.96% | 0.87% | 0.82% |
| Non-performing loans ratio | 3.41% | 3.22% | 3.05% | 2.94% | 2.82% |
| Funding (percentages) | |||||
| Loan-to-deposit ratio | 116.78% | 116.00% | 116.04% | 110.82% | 108.31% |
| Liquidity (percentages) | |||||
| Liquidity coverage ratio | 145.06% | 145.91% | 146.57% | 165.52% | 170.94% |
| 1) The full sample includes all significant institutions at the highest level of consolidation within the Single Supervisory Mechanism (SSM). 2) Up to the end of the reference period Q4 2019, the liquidity sample only included significant institutions that are either stand-alone entities (i.e. not members of a banking group) or entities where the ultimate EU parent of the banking group is located within the SSM (using the data reported at the highest level of consolidation). As of the reference period Q1 2020, the liquidity sample matches the full sample as described in footnote 1. For entities where the ultimate EU parent of the banking group is located outside the SSM, the data show the highest level of consolidation reported to the ECB at the cut-off date. 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 2020. |
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Download the report containing a comprehensive set of statistics, with a reference period of (or up to) third quarter 2020:
Supervisory Banking Statistics, third quarter 2020
Interactive layout, third quarter 2020
Download complete time series (e.g. Q2 2015 - Q3 2020):
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 2020
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 (Regulation (EU) No 575/2013)
- selected templates from the Pillar 3 disclosure requirements. For the end-2019 reference date, the ECB published Template A on encumbered and unencumbered assets and Template B on collateral received pursuant to Commission Delegated Regulation (EU) 2017/2295. For the institutions fulfilling the conditions of Article 2(2) of Commission Delegated Regulation (EU) 2017/2295, some additional breakdowns by asset quality indicators are included
The publication also includes bank-specific comments following a reconciliation exercise between the above selected disclosures and regulatory reporting. In general, the ECB’s exercise resulted in substantial improvements in the consistency between the selected Pillar 3 information and regulatory reporting. As an indication, 38 SSM significant institutions re-published their Pillar 3 reports with corrections to the disclosed data. The remaining mismatches between the two frameworks are flagged accordingly.
2019 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.
Up to the end of the reference period Q4 2019, the tables showing information on the liquidity coverage ratio were derived by aggregating data from stand-alone entities and from banking groups where the ultimate EU parent is within the SSM. As of the reference period Q1 2020, the liquidity sample matches the full sample.
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, templates that SIs are required to publish pursuant to Part Eight of the CRR (please note that for some SIs organised as groups, templates are published at financial holding company level while for others they are published at the subsidiary bank level). For the end-2017 reference date, the ECB published template EU OV1 (Overview of risk weighted assets), while for the end-2018 reference date, the ECB published the LCR (Liquidity Coverage Ratio) disclosure template (EU LIQ1). For the end-2019 reference date, the ECB published Template A on encumbered and unencumbered assets and Template B on collateral received pursuant to Commission Delegated Regulation (EU) 2017/2295. 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 2020 | 110 | 110 |
| Q2 2020 | 112 | 112 |
| Q1 2020 | 112 | 112 |
| Q4 2019 | 113 | 105 |
| 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. | ||
In addition to presenting the statistics by reference period and by country, the significant institutions have been classified according to the following:
- business model
- 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.