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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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Figure 25: A composite credit weakness ratio of non‑performing and performing FBLs by country, Q2 2015 31 Figure 26: Coverage ratio — specific allowances for loans to total impaired gross loans — 5th and 95th percentiles, interquartile range and median; numerator and denominator trends (December 2009 = 100) 32 Figure 27: EDF quartile distribution by sector (non‑financial) at EU level com- pared to total EU banks’ exposures in Europe towards non‑financial corporations by sector 33 Figure 28: Exposures in Europe towards non‑financial sectors by banks’ country of origin (absolute values) 34 Figure 29: Exposures in Europe towards non‑financial sectors by banks’ country of origin (relative values) 34 Figure 30: Coverage ratio — specific allowances for loans to total gross impaired loans — country dispersion — medians by country and by size class 35 Figure 31: Impact of IFRS 9 on banks’ current levels of loan loss provisions (all other parameters, e.g. risk profile, being equal) 36 Figure 32: Virtuous circle of the relationship between NPL and coverage ratios 36 Figure 33: NPL ratio versus coverage ratio (of NPLs) per country 37 Figure 34: Funding mix (weighted average) 38 Figure 35: Intention to attain more funding via different funding instruments 39 Figure 36: Bonds — aggregated debt maturity profile — 20-year breakout as of September 2015 (billion EUR) 39 Figure 37: Term matching between asset and liability side 40 Figure 38: Expectations in respect of BRRD/MREL/TLAC‑conforming funding 41 Figure 39: Intentions to attain more funding via different funding instruments 41 Figure 40: Expectations on trading market liquidity 42 Figure 41: iTraxx financials (Europe, senior and subordinated, 5 years, bps) 42 Figure 42: Consolidated foreign claims of reporting European banks vis‑à‑vis selected countries’ banks — Q4 2012 = 100 43 Figure 43: Banks affected by reduction in cross‑border interbank lending activity 43 Figure 44: Average correlation of CDSs for 18 major EU banks and respective sovereigns — 60-day rolling window 44 Figure 45: Customer deposits to total liabilities — 5th and 95th percentiles, inter- quartile range and median; numerator and denominator trends (December 2009 = 100) 44 Figure 46: Loan‑to‑deposit — country dispersion; numerator and denominator trends (December 2009 = 100) 45 Figure 47: Euribor rates 46 Figure 48: Deposits 46