Page 46 - 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
44
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
BALANCE SHEET STRUCTURE
34 — Loan-to-deposit
ratio
Weighted average
148.9 % 148.9 % 147.4 % 146.4 % 144.2 % 144.4 % 145.2 % 147.0 % 142.7 % 144.2 % 143.6 % 141.4 %
139.1 %
25th percentile
125.2 % 125.2 % 128.6 % 123.8 % 124.5 % 119.7 % 122.4 % 127.8 % 126.7 % 123.9 % 125.4 % 125.5 %
122.7 %
50th percentile
147.4 % 144.6 % 145.3 % 148.0 % 147.7 % 147.4 % 151.1 % 152.0 % 148.5 % 146.0 % 145.9 % 146.0 %
139.5 %
75th percentile
174.6 % 179.7 % 177.9 % 178.4 % 174.5 % 173.9 % 170.5 % 169.5 % 176.8 % 184.4 % 182.8 % 173.1 %
163.7 %
35 — Customer depos-
its to total liabilities
Weighted average
40.6 % 39.7 % 39.8 % 40.6 % 42.6 % 43.2 % 43.2 % 40.1 % 41.6 % 41.8 % 41.5 % 41.6 %
42.7 %
25th percentile
35.6 % 35.0 % 33.7 % 35.3 % 37.5 % 39.4 % 38.5 % 35.0 % 35.2 % 36.3 % 36.0 % 36.6 %
36.1 %
50th percentile
49.7 % 49.5 % 43.8 % 47.4 % 47.9 % 48.8 % 48.3 % 44.6 % 46.0 % 47.8 % 43.3 % 46.9 %
45.2 %
75th percentile
59.2 % 58.1 % 56.8 % 58.1 % 59.9 % 60.3 % 57.7 % 56.1 % 56.4 % 56.6 % 56.3 % 55.9 %
57.0 %
36 — Tier 1 capital to
(total assets – intangi-
ble assets)
Weighted average
4.2 %
4.3 %
4.3 %
4.2 %
4.5 %
4.6 %
4.6 %
4.4 %
4.4 %
4.5 %
4.5 %
4.5 %
4.7 %
25th percentile
3.9 %
4.0 %
4.0 %
3.9 %
4.1 %
4.1 %
4.1 %
3.9 %
3.8 %
3.9 %
4.1 %
4.1 %
4.4 %
50th percentile
5.5 %
5.2 %
5.1 %
5.0 %
5.3 %
5.2 %
5.2 %
5.0 %
4.6 %
4.8 %
5.1 %
4.9 %
5.3 %
75th percentile
5.9 %
6.1 %
5.9 %
5.9 %
6.2 %
6.3 %
6.1 %
6.2 %
5.9 %
6.0 %
6.2 %
6.3 %
6.3 %
45 — Debt-to-equity
ratio
Weighted average
18.7
19.2
19.4
19.2
18.2
17.8
17.9
19.4
19.6
19.1
19.4
19.1
18.1
25th percentile
12.0
12.6
13.1
12.8
12.3
12.0
12.7
13.1
13.6
13.2
13.6
13.5
13.1
50th percentile
14.9
15.3
16.0
16.1
16.6
16.0
17.2
17.2
18.4
18.1
18.1
17.7
16.0
75th percentile
22.6
23.0
24.4
22.8
22.9
22.5
21.7
25.1
27.5
25.0
24.1
24.1
22.3
46 — Off-balance sheet
items to total assets
Weighted average
18.1 % 17.7 % 17.6 % 17.3 % 17.7 % 17.4 % 17.3 % 16.3 % 18.2 % 17.4 % 17.3 % 16.4 %
16.9 %
25th percentile
8.9 %
8.5 %
8.2 %
8.2 %
8.3 %
7.8 %
8.0 %
7.7 %
8.5 %
7.8 %
8.1 %
7.4 %
7.3 %
50th percentile
14.7 % 14.4 % 14.2 % 14.2 % 14.0 % 14.1 % 13.8 % 13.4 % 14.5 % 14.2 % 14.3 % 14.2 %
14.7 %
75th percentile
20.8 % 20.0 % 19.8 % 20.3 % 19.1 % 19.0 % 18.5 % 17.4 % 19.0 % 19.5 % 18.5 % 18.0 %
18.4 %