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KRI - EBA Key Risk Indicators


Contact , Data , Methodology

 
Contact
 
Data Go to the top of KRI - EBA Key Risk Indicators.
  Dataset description

The Risk Indicators (RIs) data are collected and compiled by the European Banking Authority and relate to supervisory data on liquidity, funding, asset quality, profitability, concentration, solvency, operational and market risk, and SME risks.

Data are fully based on the EBA’s implementing technical standards (ITS) on supervisory reporting (EU Regulation No 680/2014 and it subsequent amendments). For further details on the main methodological aspects of the EBA’s ITS, please refer to the ITS’s webpage.

The information is transmitted according to the rules defined in the Decision ESRB/2015/2.

In comparison to the EBA key risk indicators (transmitted to the ECB according to the Decision ESRB/2011/6, until Q2 2015 and since then discontinued), the EBA RIs are significantly enhanced, drawing on the substantial increase in the availability and extent of harmonised supervisory data from across the EU following the implementation of the ITS.

  Reference period

Reference periods for RIs: quarters from Q3 2014 to on-going.

Reference periods for old KRIs (discontinued): quarters from Q1 2011 to Q2 2015.

  Seasonal adjustment No.
  Periodicity Quarterly
  Timeliness The EBA RIs are submitted two working days after the remittance dates set out in Article 4 of EBA Decision EBA/DC/090 of 21 May 2014.
  Catalog Download the series catalogue (complete list of series) of the dataset KRI (Public) (including the metadata): Excel 2013 or the earlier Excel versions.
 
Methodology Go to the top of KRI - EBA Key Risk Indicators.
  Concepts and Definitions

The EBA RIs are based on a sample of 194 EU banks (the list of the banks can be found under the following the link.

For further details on the main methodological aspects of the RIs please refer to the following methodological guide.

The old KRIs (discontinued) were compiled separately for two samples of Large Banking Groups (LBGs). The first sample coincides with the set of banks classified as “large” in the Consolidated Banking Data (CBD). These institutions are the Large Institutions in the series keys and refer to EU banking groups with an amount of their total assets greater than 0.5% of the total consolidated assets of EU banks of the previous year-end. The second sample, the so-called Big institutions in the series keys, comprises EU banking groups representing at least 50% of the activity of the national banking sector. The first sample comprises 36 groups headquartered in 10 EU countries, whereas the second sample comprises 56 banks headquartered in 19 EU countries.


EBA Key Risk Indicators
KRI

Title Complement EU (changing composition), Domestic banking groups and stand-alone banks reporting sector, EBA - risk indicators sample - Non-performing loans to total gross loans and advances (NPL), Not applicable maturity, First quartile - World not allocated (geographically) counterpart, Unspecified counterpart sector sector, denominated in Not applicable
Series Key KRI.Q.D0.11.E.KA3_2.X.K.Z5.0000.Z0Z.Z
ECB Last update 2017-03-30 08:10:00.0
Unit Pure number
Reference area EU (changing composition) (D0)
Decimals Seven (7)
Collection indicator End of period (E)
Title Non-performing loans to total gross loans and advances (NPL), First quartile
Publications ESRB Risk Dashboard: Table in chapter 06, section 02 (T0602)
Frequency Quarterly
Title Complement EU (changing composition), Domestic banking groups and stand-alone banks reporting sector, EBA - risk indicators sample - Non-performing loans to total gross loans and advances (NPL), Not applicable maturity, Median - World not allocated (geographically) counterpart, Unspecified counterpart sector sector, denominated in Not applicable
Series Key KRI.Q.D0.11.E.KA3_2.X.L.Z5.0000.Z0Z.Z
ECB Last update 2017-03-30 08:10:00.0
Unit Pure number
Reference area EU (changing composition) (D0)
Decimals Seven (7)
Collection indicator End of period (E)
Title Non-performing loans to total gross loans and advances (NPL), Median
Publications ESRB Risk Dashboard: Table in chapter 06, section 02 (T0602)
Frequency Quarterly
Title Complement EU (changing composition), Domestic banking groups and stand-alone banks reporting sector, EBA - risk indicators sample - Non-performing loans to total gross loans and advances (NPL), Not applicable maturity, Third quartile - World not allocated (geographically) counterpart, Unspecified counterpart sector sector, denominated in Not applicable
Series Key KRI.Q.D0.11.E.KA3_2.X.M.Z5.0000.Z0Z.Z
ECB Last update 2017-03-30 08:10:00.0
Unit Pure number
Reference area EU (changing composition) (D0)
Decimals Seven (7)
Collection indicator End of period (E)
Title Non-performing loans to total gross loans and advances (NPL), Third quartile
Publications ESRB Risk Dashboard: Table in chapter 06, section 02 (T0602)
Frequency Quarterly
Title Complement EU (changing composition), Domestic banking groups and stand-alone banks reporting sector, EBA - risk indicators sample - Asset encumbrance ratio, Not applicable maturity, First quartile - World not allocated (geographically) counterpart, Unspecified counterpart sector sector, denominated in Not applicable
Series Key KRI.Q.D0.11.E.KFD33.X.K.Z5.0000.Z0Z.Z
ECB Last update 2017-03-30 08:10:00.0
Unit Pure number
Reference area EU (changing composition) (D0)
Decimals Seven (7)
Collection indicator End of period (E)
Title Asset encumbrance ratio, First quartile
Publications ESRB Risk Dashboard: Table in chapter 06, section 02 (T0602)
Frequency Quarterly
Title Complement EU (changing composition), Domestic banking groups and stand-alone banks reporting sector, EBA - risk indicators sample - Asset encumbrance ratio, Not applicable maturity, Median - World not allocated (geographically) counterpart, Unspecified counterpart sector sector, denominated in Not applicable
Series Key KRI.Q.D0.11.E.KFD33.X.L.Z5.0000.Z0Z.Z
ECB Last update 2017-03-30 08:10:00.0
Unit Pure number
Reference area EU (changing composition) (D0)
Decimals Seven (7)
Collection indicator End of period (E)
Title Asset encumbrance ratio, Median
Publications ESRB Risk Dashboard: Table in chapter 06, section 02 (T0602)
Frequency Quarterly
Title Complement EU (changing composition), Domestic banking groups and stand-alone banks reporting sector, EBA - risk indicators sample - Asset encumbrance ratio, Not applicable maturity, Third quartile - World not allocated (geographically) counterpart, Unspecified counterpart sector sector, denominated in Not applicable
Series Key KRI.Q.D0.11.E.KFD33.X.M.Z5.0000.Z0Z.Z
ECB Last update 2017-03-30 08:10:00.0
Unit Pure number
Reference area EU (changing composition) (D0)
Decimals Seven (7)
Collection indicator End of period (E)
Title Asset encumbrance ratio, Third quartile
Publications ESRB Risk Dashboard: Table in chapter 06, section 02 (T0602)
Frequency Quarterly
Title Complement EU (changing composition), Domestic banking groups and stand-alone banks reporting sector, EBA - risk indicators sample - Liquid Assets to Short-Term Liabilities, Not applicable maturity, First quartile - World not allocated (geographically) counterpart, Unspecified counterpart sector sector, denominated in Not applicable
Series Key KRI.Q.D0.11.E.KLQ03.X.K.Z5.0000.Z0Z.Z
ECB Last update 2017-03-30 08:10:00.0
Unit Pure number
Reference area EU (changing composition) (D0)
Decimals Seven (7)
Collection indicator End of period (E)
Title Liquid Assets to Short-Term Liabilities, First quartile
Publications ESRB Risk Dashboard: Table in chapter 06, section 02 (T0602)
Frequency Quarterly
Title Complement EU (changing composition), Domestic banking groups and stand-alone banks reporting sector, EBA - risk indicators sample - Liquid Assets to Short-Term Liabilities, Not applicable maturity, Median - World not allocated (geographically) counterpart, Unspecified counterpart sector sector, denominated in Not applicable
Series Key KRI.Q.D0.11.E.KLQ03.X.L.Z5.0000.Z0Z.Z
ECB Last update 2017-03-30 08:10:00.0
Unit Pure number
Reference area EU (changing composition) (D0)
Decimals Seven (7)
Collection indicator End of period (E)
Title Liquid Assets to Short-Term Liabilities, Median
Publications ESRB Risk Dashboard: Table in chapter 06, section 02 (T0602)
Frequency Quarterly
Title Complement EU (changing composition), Domestic banking groups and stand-alone banks reporting sector, EBA - risk indicators sample - Liquid Assets to Short-Term Liabilities, Not applicable maturity, Third quartile - World not allocated (geographically) counterpart, Unspecified counterpart sector sector, denominated in Not applicable
Series Key KRI.Q.D0.11.E.KLQ03.X.M.Z5.0000.Z0Z.Z
ECB Last update 2017-03-30 08:00:00.0
Unit Pure number
Reference area EU (changing composition) (D0)
Decimals Seven (7)
Collection indicator End of period (E)
Title Liquid Assets to Short-Term Liabilities, Third quartile
Publications ESRB Risk Dashboard: Table in chapter 06, section 02 (T0602)
Frequency Quarterly
Title Complement EU (changing composition), Domestic banking groups and stand-alone banks reporting sector, EBA - risk indicators sample - Return on equity, Not applicable maturity, First quartile - World not allocated (geographically) counterpart, Unspecified counterpart sector sector, denominated in Not applicable
Series Key KRI.Q.D0.11.E.KPF21.X.K.Z5.0000.Z0Z.Z
ECB Last update 2017-03-30 08:10:00.0
Unit Pure number
Reference area EU (changing composition) (D0)
Decimals Seven (7)
Collection indicator End of period (E)
Title Return on equity, First quartile
Publications ESRB Risk Dashboard: Table in chapter 06, section 01 (T0601)
Frequency Quarterly
Title Complement EU (changing composition), Domestic banking groups and stand-alone banks reporting sector, EBA - risk indicators sample - Return on equity, Not applicable maturity, Median - World not allocated (geographically) counterpart, Unspecified counterpart sector sector, denominated in Not applicable
Series Key KRI.Q.D0.11.E.KPF21.X.L.Z5.0000.Z0Z.Z
ECB Last update 2017-03-30 08:00:00.0
Unit Pure number
Reference area EU (changing composition) (D0)
Decimals Seven (7)
Collection indicator End of period (E)
Title Return on equity, Median
Publications ESRB Risk Dashboard: Table in chapter 06, section 01 (T0601)
Frequency Quarterly
Title Complement EU (changing composition), Domestic banking groups and stand-alone banks reporting sector, EBA - risk indicators sample - Return on equity, Not applicable maturity, Third quartile - World not allocated (geographically) counterpart, Unspecified counterpart sector sector, denominated in Not applicable
Series Key KRI.Q.D0.11.E.KPF21.X.M.Z5.0000.Z0Z.Z
ECB Last update 2017-03-30 08:10:00.0
Unit Pure number
Reference area EU (changing composition) (D0)
Decimals Seven (7)
Collection indicator End of period (E)
Title Return on equity, Third quartile
Publications ESRB Risk Dashboard: Table in chapter 06, section 01 (T0601)
Frequency Quarterly
Title Complement EU (changing composition), Domestic banking groups and stand-alone banks reporting sector, EBA - risk indicators sample - Cost-income ratio, Not applicable maturity, First quartile - World not allocated (geographically) counterpart, Unspecified counterpart sector sector, denominated in Not applicable
Series Key KRI.Q.D0.11.E.KPF23.X.K.Z5.0000.Z0Z.Z
ECB Last update 2017-03-30 08:00:00.0
Unit Pure number
Reference area EU (changing composition) (D0)
Decimals Seven (7)
Collection indicator End of period (E)
Title Cost-income ratio, First quartile
Publications ESRB Risk Dashboard: Table in chapter 06, section 01 (T0601)
Frequency Quarterly
Title Complement EU (changing composition), Domestic banking groups and stand-alone banks reporting sector, EBA - risk indicators sample - Cost-income ratio, Not applicable maturity, Median - World not allocated (geographically) counterpart, Unspecified counterpart sector sector, denominated in Not applicable
Series Key KRI.Q.D0.11.E.KPF23.X.L.Z5.0000.Z0Z.Z
ECB Last update 2017-03-30 08:10:00.0
Unit Pure number
Reference area EU (changing composition) (D0)
Decimals Seven (7)
Collection indicator End of period (E)
Title Cost-income ratio, Median
Publications ESRB Risk Dashboard: Table in chapter 06, section 01 (T0601)
Frequency Quarterly
Title Complement EU (changing composition), Domestic banking groups and stand-alone banks reporting sector, EBA - risk indicators sample - Cost-income ratio, Not applicable maturity, Third quartile - World not allocated (geographically) counterpart, Unspecified counterpart sector sector, denominated in Not applicable
Series Key KRI.Q.D0.11.E.KPF23.X.M.Z5.0000.Z0Z.Z
ECB Last update 2017-03-30 08:10:00.0
Unit Pure number
Reference area EU (changing composition) (D0)
Decimals Seven (7)
Collection indicator End of period (E)
Title Cost-income ratio, Third quartile
Publications ESRB Risk Dashboard: Table in chapter 06, section 01 (T0601)
Frequency Quarterly
Title Complement EU (changing composition), Domestic banking groups and stand-alone banks reporting sector, EBA - risk indicators sample - Return on assets, Not applicable maturity, First quartile - World not allocated (geographically) counterpart, Unspecified counterpart sector sector, denominated in Not applicable
Series Key KRI.Q.D0.11.E.KPF24.X.K.Z5.0000.Z0Z.Z
ECB Last update 2017-03-30 08:10:00.0
Unit Pure number
Reference area EU (changing composition) (D0)
Decimals Seven (7)
Collection indicator End of period (E)
Title Return on assets, First quartile
Publications ESRB Risk Dashboard: Table in chapter 06, section 01 (T0601)
Frequency Quarterly
Title Complement EU (changing composition), Domestic banking groups and stand-alone banks reporting sector, EBA - risk indicators sample - Return on assets, Not applicable maturity, Median - World not allocated (geographically) counterpart, Unspecified counterpart sector sector, denominated in Not applicable
Series Key KRI.Q.D0.11.E.KPF24.X.L.Z5.0000.Z0Z.Z
ECB Last update 2017-03-30 08:00:00.0
Unit Pure number
Reference area EU (changing composition) (D0)
Decimals Seven (7)
Collection indicator End of period (E)
Title Return on assets, Median
Publications ESRB Risk Dashboard: Table in chapter 06, section 01 (T0601)
Frequency Quarterly
Title Complement EU (changing composition), Domestic banking groups and stand-alone banks reporting sector, EBA - risk indicators sample - Return on assets, Not applicable maturity, Third quartile - World not allocated (geographically) counterpart, Unspecified counterpart sector sector, denominated in Not applicable
Series Key KRI.Q.D0.11.E.KPF24.X.M.Z5.0000.Z0Z.Z
ECB Last update 2017-03-30 08:00:00.0
Unit Pure number
Reference area EU (changing composition) (D0)
Decimals Seven (7)
Collection indicator End of period (E)
Title Return on assets, Third quartile
Publications ESRB Risk Dashboard: Table in chapter 06, section 01 (T0601)
Frequency Quarterly
Title Complement EU (changing composition), Domestic banking groups and stand-alone banks reporting sector, EBA - risk indicators sample - Net interest income to total operating income, Not applicable maturity, First quartile - World not allocated (geographically) counterpart, Unspecified counterpart sector sector, denominated in Not applicable
Series Key KRI.Q.D0.11.E.KPF25.X.K.Z5.0000.Z0Z.Z
ECB Last update 2017-03-30 08:00:00.0
Unit Pure number
Reference area EU (changing composition) (D0)
Decimals Seven (7)
Collection indicator End of period (E)
Title Net interest income to total operating income, First quartile
Publications ESRB Risk Dashboard: Table in chapter 06, section 01 (T0601)
Frequency Quarterly
Title Complement EU (changing composition), Domestic banking groups and stand-alone banks reporting sector, EBA - risk indicators sample - Net interest income to total operating income, Not applicable maturity, Median - World not allocated (geographically) counterpart, Unspecified counterpart sector sector, denominated in Not applicable
Series Key KRI.Q.D0.11.E.KPF25.X.L.Z5.0000.Z0Z.Z
ECB Last update 2017-03-30 08:00:00.0
Unit Pure number
Reference area EU (changing composition) (D0)
Decimals Seven (7)
Collection indicator End of period (E)
Title Net interest income to total operating income, Median
Publications ESRB Risk Dashboard: Table in chapter 06, section 01 (T0601)
Frequency Quarterly
Title Complement EU (changing composition), Domestic banking groups and stand-alone banks reporting sector, EBA - risk indicators sample - Net interest income to total operating income, Not applicable maturity, Third quartile - World not allocated (geographically) counterpart, Unspecified counterpart sector sector, denominated in Not applicable
Series Key KRI.Q.D0.11.E.KPF25.X.M.Z5.0000.Z0Z.Z
ECB Last update 2017-03-30 08:10:00.0
Unit Pure number
Reference area EU (changing composition) (D0)
Decimals Seven (7)
Collection indicator End of period (E)
Title Net interest income to total operating income, Third quartile
Publications ESRB Risk Dashboard: Table in chapter 06, section 01 (T0601)
Frequency Quarterly
Title Complement EU (changing composition), Domestic banking groups and stand-alone banks reporting sector, EBA - risk indicators sample - CET1 Ratio, Not applicable maturity, First quartile - World not allocated (geographically) counterpart, Unspecified counterpart sector sector, denominated in Not applicable
Series Key KRI.Q.D0.11.E.KSV03.X.K.Z5.0000.Z0Z.Z
ECB Last update 2017-03-30 08:10:00.0
Unit Pure number
Reference area EU (changing composition) (D0)
Decimals Seven (7)
Collection indicator End of period (E)
Title CET1 Ratio, First quartile
Publications ESRB Risk Dashboard: Table in chapter 06, section 02 (T0602)
Frequency Quarterly
Title Complement EU (changing composition), Domestic banking groups and stand-alone banks reporting sector, EBA - risk indicators sample - CET1 Ratio, Not applicable maturity, Median - World not allocated (geographically) counterpart, Unspecified counterpart sector sector, denominated in Not applicable
Series Key KRI.Q.D0.11.E.KSV03.X.L.Z5.0000.Z0Z.Z
ECB Last update 2017-03-30 08:10:00.0
Unit Pure number
Reference area EU (changing composition) (D0)
Decimals Seven (7)
Collection indicator End of period (E)
Title CET1 Ratio, Median
Publications ESRB Risk Dashboard: Table in chapter 06, section 02 (T0602)
Frequency Quarterly
Title Complement EU (changing composition), Domestic banking groups and stand-alone banks reporting sector, EBA - risk indicators sample - CET1 Ratio, Not applicable maturity, Third quartile - World not allocated (geographically) counterpart, Unspecified counterpart sector sector, denominated in Not applicable
Series Key KRI.Q.D0.11.E.KSV03.X.M.Z5.0000.Z0Z.Z
ECB Last update 2017-03-30 08:10:00.0
Unit Pure number
Reference area EU (changing composition) (D0)
Decimals Seven (7)
Collection indicator End of period (E)
Title CET1 Ratio, Third quartile
Publications ESRB Risk Dashboard: Table in chapter 06, section 02 (T0602)
Frequency Quarterly