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 – Return on equity – Not applicable – Median – World not allocated (geographically) – Unspecified counterpart sector – Not applicable (Z0Z) – Not applicable [ECB/KRI/Q.D0.11.E.KPF21.X.L.Z5.0000.Z0Z.Z]
- min:
- 0.016
- max:
- 0.124
- avg:
- 0.067
- σ:
- 0.021
- Quarterly – EU (changing composition) – Domestic banking groups and stand-alone banks – EBA - risk indicators sample – Return on equity – Not applicable – Third quartile – World not allocated (geographically) – Unspecified counterpart sector – Not applicable (Z0Z) – Not applicable [ECB/KRI/Q.D0.11.E.KPF21.X.M.Z5.0000.Z0Z.Z]
- min:
- 0.05
- max:
- 0.159
- avg:
- 0.101
- σ:
- 0.024
- Quarterly – EU (changing composition) – Domestic banking groups and stand-alone banks – EBA - risk indicators sample – Cost-income ratio (KPF23) – Not applicable – First quartile – World not allocated (geographically) – Unspecified counterpart sector – Not applicable (Z0Z) – Not applicable [ECB/KRI/Q.D0.11.E.KPF23.X.K.Z5.0000.Z0Z.Z]
- min:
- 0.429
- max:
- 0.561
- avg:
- 0.5
- σ:
- 0.035
- Quarterly – EU (changing composition) – Domestic banking groups and stand-alone banks – EBA - risk indicators sample – Cost-income ratio (KPF23) – Not applicable – Median – World not allocated (geographically) – Unspecified counterpart sector – Not applicable (Z0Z) – Not applicable [ECB/KRI/Q.D0.11.E.KPF23.X.L.Z5.0000.Z0Z.Z]
- min:
- 0.505
- max:
- 0.675
- avg:
- 0.6
- σ:
- 0.042
- Quarterly – EU (changing composition) – Domestic banking groups and stand-alone banks – EBA - risk indicators sample – Cost-income ratio (KPF23) – Not applicable – Third quartile – World not allocated (geographically) – Unspecified counterpart sector – Not applicable (Z0Z) – Not applicable [ECB/KRI/Q.D0.11.E.KPF23.X.M.Z5.0000.Z0Z.Z]
- min:
- 0.583
- max:
- 0.866
- avg:
- 0.708
- σ:
- 0.055
- Quarterly – EU (changing composition) – Domestic banking groups and stand-alone banks – EBA - risk indicators sample – Return on assets – Not applicable – First quartile – World not allocated (geographically) – Unspecified counterpart sector – Not applicable (Z0Z) – Not applicable [ECB/KRI/Q.D0.11.E.KPF24.X.K.Z5.0000.Z0Z.Z]
- min:
- -0.002
- max:
- 0.005
- avg:
- 0.002
- σ:
- 0.001
- Quarterly – EU (changing composition) – Domestic banking groups and stand-alone banks – EBA - risk indicators sample – Return on assets – Not applicable – Median – World not allocated (geographically) – Unspecified counterpart sector – Not applicable (Z0Z) – Not applicable [ECB/KRI/Q.D0.11.E.KPF24.X.L.Z5.0000.Z0Z.Z]
- min:
- 0.001
- max:
- 0.009
- avg:
- 0.004
- σ:
- 0.001
- Quarterly – EU (changing composition) – Domestic banking groups and stand-alone banks – EBA - risk indicators sample – Return on assets – Not applicable – Third quartile – World not allocated (geographically) – Unspecified counterpart sector – Not applicable (Z0Z) – Not applicable [ECB/KRI/Q.D0.11.E.KPF24.X.M.Z5.0000.Z0Z.Z]
- min:
- 0.003
- max:
- 0.013
- avg:
- 0.008
- σ:
- 0.002
- Quarterly – EU (changing composition) – Domestic banking groups and stand-alone banks – EBA - risk indicators sample – Net interest income to total operating income – Not applicable – First quartile – World not allocated (geographically) – Unspecified counterpart sector – Not applicable (Z0Z) – Not applicable [ECB/KRI/Q.D0.11.E.KPF25.X.K.Z5.0000.Z0Z.Z]
- min:
- 0.446
- max:
- 0.596
- avg:
- 0.506
- σ:
- 0.035
- Quarterly – EU (changing composition) – Domestic banking groups and stand-alone banks – EBA - risk indicators sample – Net interest income to total operating income – Not applicable – Median – World not allocated (geographically) – Unspecified counterpart sector – Not applicable (Z0Z) – Not applicable [ECB/KRI/Q.D0.11.E.KPF25.X.L.Z5.0000.Z0Z.Z]
- min:
- 0.603
- max:
- 0.735
- avg:
- 0.641
- σ:
- 0.032
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