BANCI | ENGLISH

EBA publishes results of the CRDIV-CRR/Basel III monitoring exercise as of 30 June 2015

Autor: Bancherul.ro
2016-03-03 08:18

The European Banking Authority (EBA) published today its ninth report of the CRDIV-CRR/Basel III monitoring exercise on the European banking system. This exercise, run in parallel with the one conducted by the Basel Committee on Banking Supervision (BCBS) at a global level, allows the gathering of aggregate results on capital – risk-based and non-risk-based (leverage) ratios – and liquidity ratios – the liquidity coverage ratio (LCR) and net stable funding ratio (NSFR) – for banks in the European Union (EU). It summarises the results using data as of 30 June 2015.

Results show a further improvement of European banks' capital positions, largely fulfilling the future regulatory capital requirements, with only a very small number of banks suffering from potential capital shortfalls. The shortfall amounts, as represented by the difference between the current and full-implementation level of capital, have been continuously shrinking since mid-2011, and are now at their lowest level (EUR 1 billion compared with a CET1 requirement of 7%) as at end June-15.

For the first time, the monitoring exercise analyses the leverage ratio, as defined in EU legislation, in conjunction with the risk-based capital ratio analysis. The analysis indicates that the leverage ratio is indeed a binding regulatory constraint for a significant number of institutions in the sample.

With regard to the LCR, the average ratio as of the end of June 2015 is 121.2% for Group 1 banks and 156.7% for Group 2 banks. Four fifths of the participating banks exhibit an LCR ratio above 100%, while nine out ten banks have an LCR ratio above the 70% minimum requirement (which is the binding minimum of the EU LCR from January 2016). Furthermore, the analysis shows that there has been an increase in banks' LCR over time, which can be attributed to structural adjustments (both an increase in high quality liquid assets (HQLA) and a decrease of net outflows), as well as to the recalibration of the LCR framework as published in January 2013.

With respect to the NSFR, Group 1 and Group 2 banks show an average ratio of 104% and 111%, respectively, with an overall shortfall in stable funding of EUR 341 billion. Around three quarters of participating banks already meet the minimum NSFR requirement of 100%. Compared with previous periods, there has been a continuous increase in banks' NSFR, which is mainly driven by the increasing amount of available stable funding (ASF) for both groups.

The exercise monitors the impact of the transposition of the CRD IV-CRR/Basel III requirements on EU banks. In particular, it monitors the impact of fully implementing the European Capital Requirements Directive and Regulation (CRD IV / CRR) on banks' capital ratios (risk-based and non-risk-based) and on their LCR, as well as the impact of fully implementing the Basel III framework on banks' NSFR.
For the first time, calculations of the LCR in this report are based on the European Commission delegated Regulation (EU) 2015/61.

The results of the report are separately shown for small, medium-sized and large Group 2 banks, as well as for Global Systemically Important Institutions (G-SIIs) amongst Group 1 banks. Group 1 banks are banks with Tier 1 capital in excess of EUR 3 billion and internationally active. All other banks are categorised as Group 2 banks. Group 2 banks are classified into sub-samples: large Group 2 banks which have Tier 1 capital in excess of EUR 3 billion, medium-sized banks with Tier 1 capital below or equal to EUR 3 billion and above EUR 1.5 billion, and small banks having Tier 1 capital below or equal to EUR 1.5 billion.

The large number and high coverage of banks participating in this exercise allows for a high representativeness of the analysis and results.

Overall, 21 EU Member States (MS) participated in this exercise, representing both Euro (16 MS) and non-Euro MS.

A total of 297 banks submitted data for this exercise on a voluntary and confidential basis, covering various size categories of the European banking sector. 49 banks belong to Group 1 and 248 banks belong to Group 2, of which 35 are large, 40 medium-sized and 173 small Group 2 banks.

The results of this study are not comparable to industry estimates, as they do not include assumptions regarding banks' future profitability, changes in capital or balance sheet composition, nor further management actions that could be taken in response to the CRDIV-CRR / Basel III framework.

The results of previous exercises in this series were published semi-annually since April 2012.

Source: EBA statement

Comentarii

Adauga un comentariu

Adauga un comentariu folosind contul de Facebook

Alte stiri din categoria: ENGLISH

Merger of Alpha Bank and UniCredit Bank Romania

Press Release: "Alpha Services and Holdings announces a strategic partnership with UniCredit in Romania Merger of Alpha Bank Romania and UniCredit Bank Romania and creation of third largest bank in Romania by total assets, with Alpha Bank retaining a detalii

National Bank of Romania (NBR) Board decisions on monetary policy

NBR Board decisions on monetary policy In its meeting of 4 April 2023, the Board of the National Bank of Romania decided: • to keep the monetary policy rate at 7.00 percent per annum; • to leave unchanged the lending (Lombard) facility rate at 8.00 percent per annum and the deposit facility rate at 6.00 percent per annum; • to keep the existing levels of minimum reserve requirement ratios on both leu- and foreign currency-denominated liabilities of credit institutions. The annual inflation rate went down to 15.52 percent in February 2023, from 16.37 percent in December 2022, relatively in line with forecasts. The decrease was mainly driven by the sizeable drop in the dynamics of fuel and detalii

ING posts 2022 net result of €3,674 million, dividend of €0.389 per share

ING press release: ING posts FY2022 net result of €3,674 million,
proposed final 2022 dividend of €0.389 per share

4Q2022 profit before tax of €1,711 million; CET1 ratio remains strong at 14.5%
•
Profit before tax up 29% on 4Q2021 and 24% on 3Q2022, mainly driven by higher income
•
Higher net interest income, as a further increase in liability margins helped offset TLTRO impact this quarter
•
Risk costs declined to 17 bps of average customer lending

Full-year 2022 net result of €3,674 million, supported by growing customer base and increase in lending and deposits
•
On a full-year basis, our primary customer base grew by 585,000 detalii

BT Financial Results as at 30 September 2022

BT Financial Results as at 30 September 2022 Banca Transilvania – sustained growth in customers and operations during the first nine months of the year "We continued our robust growth in the number of clients and transactions, with a dynamic well above the market average. We have been growing steadily and continued financing companies and individuals, despite the fact that the financial market is more fraught with uncertainty than ever and
the funding costs and capital requirements are additional factors driving the uncertainty in the economy. We remain committed to our objective - to be the main supporter of the economy and of the state for the development of Romania", states Mr. Ӧmer Tetik, Chief Executive detalii

Vezi toate stirile

19.04.2024

1 EUR = lei
1 USD = lei

Sursa BNR

Profil de Bancher

Osman Ocal, Vicepresedinte
Credit Europe Bank

... vezi profil

Toate Profilele

Profil de Banca

EximBank

vezi detalii

Toate Bancile

Filmul Parking, un cliseu plictisitor

Toate stirile

ING Bank

Toate stirile

Ultimele Comentarii

nevoia de banci
De ce credeti ca acum nu mai avem nevoie de banci si firme de asigurari? Pentru ca acum avem ... detalii
Mda
ACUM nu e nevoie de asa ceva .. acum vreo 20 de ani era nevoie ... ACUM de fapt nu mai e asa multa ... detalii
oprire pe salariu garanti bank
mi sa virat 2500de lei din care a fost oprit 850 de lei urmand sa mi se deblocheze restul sumei ... detalii
Amânare rate
Buna ziua, Am rămas în urma cu ratele , va rog frumos sa ma ajutați cumva , soțul a pierdut ... detalii
Am depus bani și nu mi au intrat in cont
Sa se rezolve ... detalii

Nume	*
E-mail	*
E-mail prieten	*
Mesaj
Cod validare	*
	Tastati codul din imagine (doar cifre)
	195.154.184.126