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.