EBA Key Risk Indicators [KRI]
Updated on DBnomics on March 21, 2024 (6:55 AM)
Frequency [FREQ]
Reference area [REF_AREA]
CBD reference sector breakdown [CB_REP_SECTOR]
CBD reference sector size [CB_SECTOR_SIZE]
Consolidated banking data item [CB_ITEM]
Original maturity [MATURITY_ORIG]
Data type [DATA_TYPE]
Counterpart area [COUNT_AREA]
BS counterpart sector [BS_COUNT_SECTOR]
Currency of transaction [CURRENCY_TRANS]
Series denominat/spec calcul [SERIES_DENOM]
Dataset has 24 series. Add search filters to narrow them.
- Quarterly – EU (changing composition) – Domestic banking groups and stand-alone banks – EBA - risk indicators sample – Non-performing loans to total gross loans and advances (NPL) – Not applicable – First quartile – World not allocated (geographically) – Unspecified counterpart sector – Not applicable (Z0Z) – Not applicable [ECB/KRI/Q.D0.11.E.KA3_2.X.K.Z5.0000.Z0Z.Z]
- min:
- 0.008
- max:
- 0.031
- avg:
- 0.015
- σ:
- 0.006
- Quarterly – EU (changing composition) – Domestic banking groups and stand-alone banks – EBA - risk indicators sample – Non-performing loans to total gross loans and advances (NPL) – Not applicable – Median – World not allocated (geographically) – Unspecified counterpart sector – Not applicable (Z0Z) – Not applicable [ECB/KRI/Q.D0.11.E.KA3_2.X.L.Z5.0000.Z0Z.Z]
- min:
- 0.018
- max:
- 0.064
- avg:
- 0.033
- σ:
- 0.014
- Quarterly – EU (changing composition) – Domestic banking groups and stand-alone banks – EBA - risk indicators sample – Non-performing loans to total gross loans and advances (NPL) – Not applicable – Third quartile – World not allocated (geographically) – Unspecified counterpart sector – Not applicable (Z0Z) – Not applicable [ECB/KRI/Q.D0.11.E.KA3_2.X.M.Z5.0000.Z0Z.Z]
- min:
- 0.027
- max:
- 0.158
- avg:
- 0.074
- σ:
- 0.045
- Quarterly – EU (changing composition) – Domestic banking groups and stand-alone banks – EBA - risk indicators sample – Asset encumbrance ratio (KFD33) – Not applicable – First quartile – World not allocated (geographically) – Unspecified counterpart sector – Not applicable (Z0Z) – Not applicable [ECB/KRI/Q.D0.11.E.KFD33.X.K.Z5.0000.Z0Z.Z]
- min:
- 0.078
- max:
- 0.143
- avg:
- 0.118
- σ:
- 0.018
- Quarterly – EU (changing composition) – Domestic banking groups and stand-alone banks – EBA - risk indicators sample – Asset encumbrance ratio (KFD33) – Not applicable – Median – World not allocated (geographically) – Unspecified counterpart sector – Not applicable (Z0Z) – Not applicable [ECB/KRI/Q.D0.11.E.KFD33.X.L.Z5.0000.Z0Z.Z]
- min:
- 0.186
- max:
- 0.259
- avg:
- 0.233
- σ:
- 0.019
- Quarterly – EU (changing composition) – Domestic banking groups and stand-alone banks – EBA - risk indicators sample – Asset encumbrance ratio (KFD33) – Not applicable – Third quartile – World not allocated (geographically) – Unspecified counterpart sector – Not applicable (Z0Z) – Not applicable [ECB/KRI/Q.D0.11.E.KFD33.X.M.Z5.0000.Z0Z.Z]
- min:
- 0.309
- max:
- 0.382
- avg:
- 0.338
- σ:
- 0.019
- Quarterly – EU (changing composition) – Domestic banking groups and stand-alone banks – EBA - risk indicators sample – Liquid Assets to Short-Term Liabilities – Not applicable – First quartile – World not allocated (geographically) – Unspecified counterpart sector – Not applicable (Z0Z) – Not applicable [ECB/KRI/Q.D0.11.E.KLQ03.X.K.Z5.0000.Z0Z.Z]
- min:
- 0.131
- max:
- 0.184
- avg:
- 0.161
- σ:
- 0.015
- Quarterly – EU (changing composition) – Domestic banking groups and stand-alone banks – EBA - risk indicators sample – Liquid Assets to Short-Term Liabilities – Not applicable – Median – World not allocated (geographically) – Unspecified counterpart sector – Not applicable (Z0Z) – Not applicable [ECB/KRI/Q.D0.11.E.KLQ03.X.L.Z5.0000.Z0Z.Z]
- min:
- 0.188
- max:
- 0.25
- avg:
- 0.224
- σ:
- 0.018
- Quarterly – EU (changing composition) – Domestic banking groups and stand-alone banks – EBA - risk indicators sample – Liquid Assets to Short-Term Liabilities – Not applicable – Third quartile – World not allocated (geographically) – Unspecified counterpart sector – Not applicable (Z0Z) – Not applicable [ECB/KRI/Q.D0.11.E.KLQ03.X.M.Z5.0000.Z0Z.Z]
- min:
- 0.266
- max:
- 0.374
- avg:
- 0.321
- σ:
- 0.035
- Quarterly – EU (changing composition) – Domestic banking groups and stand-alone banks – EBA - risk indicators sample – Return on equity – Not applicable – First quartile – World not allocated (geographically) – Unspecified counterpart sector – Not applicable (Z0Z) – Not applicable [ECB/KRI/Q.D0.11.E.KPF21.X.K.Z5.0000.Z0Z.Z]
- min:
- -0.032
- max:
- 0.077
- avg:
- 0.034
- σ:
- 0.02
Showing results 1 - 10 / 24
Dimension codes and labels
[FREQ] Frequency
- [Q] Quarterly
[REF_AREA] Reference area
- [D0] EU (changing composition)
[CB_REP_SECTOR] CBD reference sector breakdown
- [11] Domestic banking groups and stand-alone banks
[CB_SECTOR_SIZE] CBD reference sector size
- [E] EBA - risk indicators sample
[CB_ITEM] Consolidated banking data item
- [KA3_2] Non-performing loans to total gross loans and advances (NPL)
- [KFD33] Asset encumbrance ratio
- [KLQ03] Liquid Assets to Short-Term Liabilities
- [KPF21] Return on equity
- [KPF23] Cost-income ratio
- [KPF24] Return on assets
- [KPF25] Net interest income to total operating income
- [KSV03] CET1 Ratio
[MATURITY_ORIG] Original maturity
- [X] Not applicable
[DATA_TYPE] Data type
- [K] First quartile
- [L] Median
- [M] Third quartile
[COUNT_AREA] Counterpart area
- [Z5] World not allocated (geographically)
[BS_COUNT_SECTOR] BS counterpart sector
- [0000] Unspecified counterpart sector
[CURRENCY_TRANS] Currency of transaction
- [Z0Z] Not applicable
[SERIES_DENOM] Series denominat/spec calcul
- [Z] Not applicable