List of figures

 

Source: Eurostat

Source: Eurostat

Sources: Refinitiv, Central Bank of Iceland, Central Bank of Romania

(*) EURIBOR (Euro Interbank Offered Rate), CIBOR (Copenhagen Interbank Offered Rate), BUBOR (Budapest Interbank Offered Rate), REIBOR (Reykjavík interbank offered rate), ROBOR (Romanian Interbank Offered Rate), STIBOR (Stockholm Interbank Offered Rate), WIBOR (Warsaw Interbank Offered Rate), NIBOR (Norwegian interbank offered rate). 

 

Sources: Caldare and Iacoviello, Refinitiv Workspace, S&P Capital IQ, EBA supervisory data and calculations

Source: Eurostat

Source: Refinitiv

Figure 5: Performance of selected European industries equity indices

Source: Refinitiv

Source: Bloomberg

Figure 7: Eurostoxx Index and Bank Index Weekly Returns*

Sources: Refinitiv, Bloomberg

(*) Eurostoxx (SXXE) Index and Euro Stoxx Bank (SX7E) Index which are part of the Eurostoxx Index, to secure comparable results. Eurostoxx Banks (SX7E) Index is a capitalisation-weighted index which includes listed banks in countries that are participating in the EMU.   

 

Figure 8: Selected European Banks Weekly changes of stock prices (%)

(*) The banks’ sample covers different European jurisdictions but with a heavier weight towards French banks, following the political events in France.

 

Figure 9a: Residential Real Estate prices index

Source: Eurostat

Source: ECB

Figure 10: EU/EEA banks’ asset exposures to NBFIs, as share of total assets by country, Jun-2024

Source: EBA Supervisory Reporting data

Source: EBA supervisory reporting data

Source: EBA supervisory reporting data

Source: EBA supervisory reporting data

Figure 12b: Growth in loans and advances by segment, with a focus on HHs

Source: EBA supervisory reporting data

Figure 13: Distribution of banks’ CRE portfolio, autumn 2024

Source: EBA Risk Assessment Questionnaire

Figure 14: Distribution by LTV of CRE loans, by country, Jun-2024

Source: EBA supervisory reporting data

Figure 15a: Share of domestic and long-term sovereign exposures by country, Jun-2024

Source: EBA Supervisory Reporting data

Figure 15b: Change in domestic and long-term exposures, comparison with Jun-2022

Source: EBA Supervisory Reporting data

Source: EU-wide cross-sectoral assessment of climate-related financial risks

Figure 17: Main impediments for the further development of green retail loans (1-not relevant, 5-extremely relevant), autumn 2024

Source: EBA Risk Assessment Questionnaire

Figure 18: Definition of green used by banks for different loan segments, autumn 2024

Source: EBA Risk Assessment Questionnaire

Figure 19: Trend of EU/EEA NPL volumes and ratio

Source: EBA supervisory reporting data

Figure 20: NPL cumulative net flows by segment

Source: EBA Supervisory Reporting data

Figure 21: Distribution of NPL ratios by size of bank*, Jun-2024

Source: EBA Supervisory Reporting data

(*) Data of the charts is based on all credit institutions of EUCLID. For the list please refer here Registers and other list of institutions

 

Figure 22: NPL ratios, Stage 2 allocation and coverage ratios by segment, Jun-2024

Source: EBA supervisory reporting data

Figure 23: Bankruptcy declarations in the EU by sector

Source: Eurostat

Figure 24: Expectations of asset quality deterioration in the next 6-12 months, autumn 2024

Source: EBA Risk Assessment Questionnaire

Source: EBA supervisory reporting data

Source: Dealogic

(*) Cut-off date for this chart was 30 September 2024.


 

Source: Bloomberg