Page 44 - EBA 2013.2869 Risk Assesment Report final proof4

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E U R O P E A N B A N K I N G A U T H O R I T Y
42
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
CREDIT RISK AND ASSET QUALITY
13 — Impaired loans
and past due (> 90
days) loans to total
loans
Weighted average
5.1 %
5.0 %
5.1 %
5.3 %
5.3 %
5.2 %
5.4 %
5.4 %
5.9 %
5.8 %
6.0 %
6.3 %
6.3 %
25th percentile
3.1 %
3.1 %
3.3 %
3.4 %
3.0 %
2.9 %
2.5 %
2.6 %
2.5 %
3.3 %
2.8 %
2.9 %
3.0 %
50th percentile
4.9 %
5.1 %
5.4 %
5.5 %
5.4 %
5.4 %
5.6 %
5.6 %
6.4 %
7.0 %
6.3 %
7.3 %
5.5 %
75th percentile
9.8 %
9.9 % 10.7 % 10.9 % 10.5 % 11.3 % 12.4 % 13.1 % 14.1 % 15.2 % 15.8 % 16.3 %
14.4 %
14 — Coverage ratio
(specific allowances
for loans to total gross
impaired loans)
Weighted average
42.0 % 41.8 % 42.0 % 42.9 % 41.7 % 42.7 % 41.4 % 40.9 % 41.2 % 40.9 % 41.5 % 41.5 %
42.8 %
25th percentile
34.0 % 34.4 % 34.0 % 34.5 % 33.5 % 34.2 % 33.7 % 33.7 % 34.3 % 34.4 % 35.6 % 34.8 %
32.3 %
50th percentile
40.7 % 41.3 % 40.9 % 41.7 % 41.8 % 42.8 % 41.2 % 41.4 % 41.2 % 41.2 % 40.9 % 40.7 %
40.3 %
75th percentile
49.0 % 48.5 % 49.4 % 48.3 % 49.5 % 48.3 % 46.6 % 45.6 % 48.7 % 48.1 % 47.9 % 48.9 %
47.1 %
18 — Impaired financial
assets to total assets
Weighted average
1.6 %
1.4 %
1.5 %
1.4 %
1.7 %
1.6 %
1.7 %
1.7 %
1.9 %
1.8 %
1.8 %
1.9 %
1.9 %
25th percentile
0.9 %
1.0 %
1.0 %
1.1 %
1.2 %
1.1 %
0.6 %
1.0 %
1.0 %
1.1 %
1.2 %
1.1 %
0.7 %
50th percentile
1.8 %
1.7 %
1.8 %
1.8 %
2.0 %
1.9 %
1.9 %
2.0 %
2.2 %
2.1 %
2.1 %
2.2 %
1.9 %
75th percentile
3.4 %
3.4 %
3.6 %
3.8 %
3.9 %
3.9 %
4.6 %
5.3 %
5.6 %
6.2 %
6.6 %
7.2 %
7.0 %
20 — Accumulated im-
pairments on financial
assets to total (gross)
assets
Weighted average
1.3 %
1.2 %
1.3 %
1.3 %
1.4 %
1.3 %
1.4 %
1.3 %
1.6 %
1.4 %
1.5 %
1.5 %
1.6 %
25th percentile
0.9 %
0.9 %
0.9 %
0.9 %
0.9 %
0.8 %
0.8 %
0.7 %
0.8 %
0.8 %
0.7 %
0.7 %
0.7 %
50th percentile
1.5 %
1.5 %
1.5 %
1.6 %
1.7 %
1.6 %
1.5 %
1.5 %
1.6 %
1.6 %
1.7 %
1.7 %
1.7 %
75th percentile
2.2 %
2.3 %
2.3 %
2.8 %
2.7 %
2.9 %
2.9 %
3.1 %
3.7 %
3.7 %
3.7 %
3.8 %
3.8 %
21 — Impairments on
financial assets to total
operating income
Weighted average
26.6 % 17.2 % 20.1 % 18.2 % 19.4 % 13.8 % 17.9 % 20.3 % 26.7 % 17.9 % 24.6 % 24.9 %
26.3 %
25th percentile
21.0 % 15.5 % 17.5 % 14.5 % 15.5 %
7.4 % 10.0 % 14.7 % 14.8 %
8.4 %
9.9 % 10.4 %
10.8 %
50th percentile
27.4 % 20.4 % 23.3 % 21.1 % 23.9 % 15.7 % 20.2 % 21.6 % 26.2 % 19.7 % 18.7 % 20.9 %
22.2 %
75th percentile
41.0 % 28.1 % 33.5 % 31.6 % 31.3 % 25.9 % 32.0 % 36.9 % 56.8 % 32.1 % 39.8 % 44.4 %
42.7 %