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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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Contents

Abbreviations 4 Executive summary 6 Introduction 8 1. External environment 10 1.1 Market sentiment and macroeconomic environment 10 1.2 Regulatory developments 13 2. Asset side 18 2.1 Volume trends 18 2.2 Asset quality 24 3. Liability side 37 3.1 Funding 38 3.2 Deposits 43 3.3 Asset encumbrance and central bank funding 46 4. Capital 50 5. Profitability 55 6. Consumer issues, reputational concerns and IT‑related operational risks 69 6.1 Legal/litigation issues and reputational concerns 69 6.2 Information and communication technology‑related operational risk 71 7. Policy implications and possible measures 73 Annex I — Samples 75 Annex II — Descriptive statistics from the EBA key risk indicators 78