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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

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List of Figures

Figure 1: Debt of general government and private sector debt as a percentage of GDP (end of 2014) 14 Figure 2: Stock index — STOXX® Europe 600 Banks share price index and weight- ed average of EU bank CDS spreads by market capitalisation (average December 2011 = 100) 15 Figure 3: Market sentiment: positive and negative influence 15 Figure 4: Emerging‑market risk 16 Figure 5: Total asset and loan volumes (trillion EUR) 19 Figure 6: Risk‑weighted assets (trillion EUR) and ratio of off‑balance‑sheet items to total assets 20 Figure 7: Expected further growth in banks’ overall balance sheet 20 Figure 8: Portfolios considered for growth and for deleverage 21 Figure 9: Portfolios considered for growth and for deleverage 22 Figure 10: Expectations in respect of asset sales initiated by EU banks 22 Figure 11: Exposures (in million EUR) and average of aggregate exposures (as a percentage of eligible capital) by type of non‑MMF investment funds (consider- ing only individual exposures equal to or above 0.25 % of eligible capital) 23 Figure 12: Drivers of business model changes 24 Figure 13: Reasons for asset growth and deleverage 25 Figure 14: Quarterly real GDP, seasonally adjusted year over year percentage of main EM and evolution of EM, USD and commodities indexes 25 Figure 15: Currency breakdown of corporate debt in EM countries — by geo- graphical area as at year‑end 2014 26 Figure 16: EU banks’ RWAs of EM exposures over total RWAs — by geographical area, Q2 2015 26 Figure 17: EU banks’ RWAs of EM exposures over total RWAs — by geographical area, Q2 2015 27 Figure 18: Total EU banks’ RWA breakdown in selected countries, Q2 2015 27 Figure 19: Impaired loans and past due (> 90 days) loans to total loans — 5th and 95th percentiles, interquartile range and median; numerator and denominator trends (December 2009 = 100) 28 Figure 20: Impaired loans and past due (> 90 days) loans to total loans— medians by banks’ size class and by country of the bank 28 Figure 21: Expected evolution of asset quality 29 Figure 22: Ratios of non‑performing loans and FBLs 29 Figure 23: Non‑performing loan ratios by sector, Q2 2015 30 Figure 24: FBL ratios by sector, Q2 2015 31