Page 43 - 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
41
Annex
Descriptive statistics from the EBA key risk indicators with data to Q4 2012.
The charts of KRIs show the dispersion of data points for the relevant KRI over time, with 5th, 25th, 50th (median), 75th and 95th percentiles.
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
Sep 12
Dec 12
SOLVENCY
1 — Tier 1 capital ratio Weighted average
10.2 % 10.2 % 10.4 % 10.6 % 11.0 % 11.3 % 11.4 % 11.4 % 11.2 % 11.6 % 12.0 % 12.3 %
12.5 %
25th percentile
9.1 %
9.0 %
8.8 %
8.9 %
9.3 %
9.7 %
9.4 %
9.6 %
9.4 %
9.8 % 10.4 % 10.3 %
10.7 %
50th percentile
9.9 % 10.2 % 10.1 % 10.3 % 10.6 % 11.1 % 11.1 % 11.0 % 10.9 % 11.4 % 11.7 % 11.7 %
11.8 %
75th percentile
11.3 % 11.1 % 11.4 % 11.6 % 12.4 % 12.7 % 12.5 % 12.8 % 12.8 % 13.0 % 13.3 % 13.4 %
13.6 %
2 — Total capital ratio Weighted average
13.0 % 12.9 % 12.9 % 13.1 % 13.5 % 13.7 % 13.6 % 13.5 % 13.2 % 13.6 % 13.9 % 14.1 %
14.5 %
25th percentile
11.5 % 11.2 % 11.4 % 11.5 % 11.7 % 11.8 % 11.6 % 11.4 % 11.3 % 11.5 % 12.0 % 12.0 %
12.5 %
50th percentile
12.5 % 12.6 % 12.2 % 12.4 % 12.8 % 13.3 % 13.0 % 12.8 % 12.8 % 13.9 % 14.1 % 14.0 %
13.9 %
75th percentile
14.0 % 13.9 % 14.0 % 14.6 % 14.9 % 15.0 % 15.1 % 15.1 % 15.1 % 15.5 % 15.8 % 15.8 %
16.6 %
3 — Tier 1 ratio
(excluding hybrid in-
struments)
Weighted average
9.0 %
9.0 %
9.2 %
9.3 %
9.0 %
9.3 %
9.3 %
9.4 %
9.3 %
9.8 % 10.2 % 10.5 %
10.8 %
25th percentile
7.1 %
7.3 %
7.2 %
7.4 %
7.7 %
8.2 %
7.9 %
8.0 %
8.1 %
8.3 %
9.3 %
9.4 %
9.6 %
50th percentile
8.6 %
8.5 %
8.6 %
9.3 %
8.5 %
9.0 %
9.3 %
9.4 %
9.4 % 10.0 % 10.3 % 10.5 %
10.7 %
75th percentile
10.7 % 10.8 % 10.6 % 11.1 % 10.4 % 10.9 % 10.3 % 10.6 % 10.5 % 11.3 % 11.2 % 11.4 %
11.7 %