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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 — J U N E 2 0 1 4
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Annex II — Descriptive statistics from the EBA
key risk indicators
Descriptive statistics from the EBA key risk indicators with data to Q4 2013.
The charts of KRI 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 Mar 13 Jun 13 Sep 13 Dec 13
Solvency
1 — Tier 1 capital
ratio
Weighted average 10.2 % 10.2 % 10.4 % 10.6 % 11.0 % 11.3 % 11.4 % 11.4 % n.1 % 11.6 % 12.0 % 12.3 % 12.5 % 12.4 % 12.6 % 12.9 % 13.1 %
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 % 10.5 % 10.8 % 11.0 % 11.1 % 11.4 %
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 % 11.7 % 11.6 % 12.0 % 12.3 % 12.8 %
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 % 13.5 % 13.4 % 13.8 % 13.9 % 14.8 %
2 — Total capital
ratio
Weighted average 13.0 % 12.9 % 12.9 % 13.1 % 13.5 % 13.7 % 13.6 % 13.5 % 13.1 % 13.6 % 13.9 % 14.1 % 14.4 % 14.8 % 15.1 % 15.4 % 15.7 %
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 % 12.1 % 12.6 % 13.1 % 13.0 % 13.4 %
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 % 14.4 % 14.4 % 14.6 % 14.8 %
75th percentile 14.0 % 13.9 % 14.0 % 14.6 % 14.9 % 15.0 % 15.1 % 15.1 % 15.0 % 15.4 % 15.8 % 15.8 % 16.2 % 16.3 % 16.8 % 17.1 % 17.4 %
3 — Tier 1 ratio
(excluding hybrid
instruments)
Weighted average
9.0 % 9.0 % 9.2 % 9.3 % 9.0 % 9.3 % 9.3 % 9.4 % 9.2 % 9.8 % 10.2 % 10.5 % 10.8 % 10.8 % 11.1 % 11.4 % 11.6 %
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 % 9.5 % 9.8 % 10.0 % 10.2 % 10.4 %
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 % 10.7 % 11.0 % 11.1 % 11.4 %
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 % 11.6 % 12.3 % 12.6 % 13.1 % 13.5 %