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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 7 Executive summary 8 Introduction 10 1. Macroeconomic environment and market sentiment 12 2. Asset side 16 2.1. Volume trends 16 2.2. Asset quality 20 3. Liability side 31 3.1. Market-based funding 31 3.2. Deposits 35 3.3. Central bank funding 35 4. Capital 39 5. Profitability 44 6. Operational risks: ICT-related risks and legal and consumer issues 53 6.1. ICT-related risks 53 6.2. Legal issues and reputational concern 54 7. Policy implications and measures 56 7.1. Resolution of legacy assets 56 7.2. Challenges around profitable and sustainable business models 56 7.3. Operational risk 57 Annex I — Samples 58 Annex II — Descriptive statistics from the EBA key risk indicators 63