Page 33 - EBA 2013.2869 Risk Assesment Report final proof4

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R I S K A S S E S S M E N T O F T H E E U R O P E A N B A N K I N G S Y S T E M
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0 %
20 %
40 %
60 %
80 %
100 %
Your bank will have to to rely more on borrowing from central banks
Your bank plans to rely more than in the past on secured lending — both
covered bonds and secured STF
In general the level of collateral necessary for new funding is increasing
You are concerned that higher reliance on secured funding will lead to higher
asset encumbrance
You are measuring the amount and growth of asset encumbrance for your
balance sheet
Your bank has set internally a strategic ceiling for the level of asset
encumbrance in your balance sheet
Jun 2013 — Agree
or somewhat agree
Dec 2012 — Agree
or somewhat agree
Jun 2012 — Agree
or somewhat agree
Figure 23: Central bank and secured funding (
source:
RAQ)
The length of the bars shows the percentage of respondents who agreed or somewhat agreed with the statement on the y-axis.
0 % 20 % 40 % 60 % 80 %
You have been affected by the reduction in
cross-border interbank activities
a. If yes, you have contingency plans to
replace cross-border interbank funds:
i. With central bank funds
ii. With domestic interbank funds
iii. With other short-term funds
iv. With short-term deposits
v. Do without funding equivalents
0 % 20 % 40 % 60 % 80 %
You have reduced your cross-border
interbank lending
a. If yes, this is due to:
i. Higher general risk aversion and fear of
uncertainty in the EU
ii. Apprehension about specific banks or
banking markets
iii. Guidance from regulators to limit risk
iv. View that pricing does not reflect the
true risk level of the transactions
Jun 2013 — Agree
or somewhat agree
Dec 2012 — Agree
or somewhat agree
Figure 24: Cross-border borrowing and lending (source: RAQ)
The length of the bars shows the percentage of respondents who agreed or somewhat agreed with the statement on the y-axis.