Table of Contents Table of Contents
Previous Page  6 / 72 Next Page
Information
Show Menu
Previous Page 6 / 72 Next Page
Page Background

E U R O P E A N B A N K I N G A U T H O R I T Y

4

List of Figures

Figure 1: Debt of general governments and private sector debt as a percentage of GDP (end of 2015) 12 Figure 2: Stock index — STOXX® Europe 600 Banks share price index and weighted average of EU bank CDS spreads by market capitalisation (average December 2011= 100) 13 Figure 3: Market sentiment: positive and negative influences 14 Figure 4: Total asset and loan volumes (trillion EUR) 16 Figure 5: Expected further growth in banks’ overall balance sheet 17 Figure 6: Portfolios considered for growth and for deleverage 18 Figure 7: Portfolios considered for growth and for deleverage 19 Figure 8: Reasons for asset growth and deleverage 20 Figure 9: Non-performing loans ratio — 5th and 95th percentiles, interquartile range and median; numerator and denominator trends (December 2014 = 100) 21 Figure 10: Non-performing loans ratio — weighted average by country 21 Figure 11: Ratios of non-performing loans and FBLs 22 Figure 12: A composite credit weakness ratio of non-performing and performing FBLs by country, Q2 2016 22 Figure 13: Non-performing loan ratios by sector, Q2 2016 23 Figure 14: Portfolios which are expected to improve or deteriorate in asset quality, Q2 2016 23 Figure 15: Total exposures of European banks (by country of origin) towards EU non- financial sectors (by sector of the counterparty) 24 Figure 16: EDF quartile distribution by sector (non-financial) at EU level compared to EU banks’ total exposures towards non-financial corporations by sector 25 Figure 17: Exposures in Europe towards non-financial sectors by banks’ country of origin (as a percentage of total) and sector EDF median 26 Figure 18: Coverage ratio — specific allowances for loans to total non-performing loans — 5th and 95th percentiles, interquartile range and median; numerator and denominator trends (December 2014 = 100) 27 Figure 19: Coverage ratio — specific allowances for loans to total non-performing loans — country dispersion — weighted average by country 27 Figure 20: Quadrant model showing a potential relationship between NPL and coverage ratio trends 28 Figure 21: NPL ratio versus coverage ratio (of NPLs) per country, Q2 2016 29 Figure 22: Impediments to resolving non-performing loans 29 Figure 23: Summary of IFRS 9 quantitative estimations 30 Figure 24: Intentions to attain more funding via different funding instruments 32 Figure 25: Expectations on banks’ future funding channels 32