Article 9(1) of Regulation (EU) no 1093/2010 (“EBA Regulation”) requires the EBA to develop retail risk indicators (RRIs) for the timely identification of potential consumer harm. For this purpose, the EBA is publishing a list of 11 RRIs that cover a wide variety of different types of products in the EBA’s remit (e.g., mortgage credit, consumer credit, or payment accounts).

These indicators aim to facilitate the monitoring of the banking markets across the EU by measuring the risk of detriment arising to consumers from the misconduct of the institutions, and from wider economic conditions.

They provide information that help the EBA and national competent authorities to prioritise their regulatory and supervisory work in the area of consumer protection but may be of interest to other, external stakeholders as well. The RRI are summarized in a table below, which is accompanied by a set of charts showing results at Member State-level, and a methodological note explaining the interpretation of the results, which should be read alongside it.

The data used to calculate the indicators has a number of limitations that have an impact on how these indicators should be interpreted. Amongst those that apply more generally across several of said indicators is the limitation that some indicators do not cover all EU and other EEA countries. Further, in the absence of comprehensive consumer protection data being available for the EU, some indicators are calculated based on data collected by the EBA primarily for the purpose of prudential supervision rather than consumer protection requirements, and thus should be understood as mere proxies for potential consumer detriment, not precise metrics. Finally, many of these indicators are published for the first time, and any potential trends will only emerge in the coming years.

These limitations are particularly important when comparing Member States against one another, where the aforementioned limitations are more likely to make it difficult to arrive at robust conclusions as results may reflect market and/or business model specificities. For that reason, direct comparison of results between specific Member States should be done very cautiously and should be done in the wider context of a given banking market and the Member State’s economic circumstances. The main purpose of showing Member State level data is to demonstrate the divergence across all EU Member States. These divergences can be significant and are an interesting observation in their own right for the purpose of future prioritization of tasks. Future improvements in the comprehensiveness and quality of the data will gradually improve the robustness of these indicators over time.

Following its initial publication in Q1 of 2023, the indicators will subsequently be updated and refined on an annual basis and published as part of the EBA’s annual Risk Assessment Report. 

Product

Name of indicator

Indicator number

Calculation formula

Calculation result

Reference period

I. Mortgage credits

Share of loans with forbearance measures over all household loans 

MC1

(A x 100)/B 
A: Exposures with forbearance measures for loans and advances to households 
B: Total loans and advances to households on balance sheet

 

1.71%

30/06/2022

Share of NPLs collateralised by immovable property over all loans collateralised by immovable property 

MC2

(A x 100)/B
A: Non-performing loans and advances for loans collateralised by residential immovable property
B: Total gross loans and advances for loans collateralised by residential immovable property

1.54%

30/06/2022

II. Other consumer loans

Share of NPLs from credits for consumption over all credits for consumption 

OCL1

(A x 100)/B
A: Non‐performing loans and advances for credit for consumption
B: Total gross loans and advances for credit for consumption

5.26%

30/06/2022

III. Payment and deposit accounts

Percentage of deposit expenses paid by households over total household deposits

PDA1

(A x 100)/B
A: Interest expenses of households’ deposits
B: Total households’ deposits

0.37%

30/06/2022

IV. Credit & debit cards

Share of fraudulent card payments over all card payments (in terms of volume and value of total transactions) 

CDC1

(A x 100) / B
A: Volume of fraudulent card payments
B: Volume of total card payments

0.0228%

2021

(A x 100) / B
A: Value of fraudulent card payments
B: Value of total card payments

0.0385%

2021

Change to previous year of the fraud losses borne by card payment users 

CDC2

(100 x (A - B) / B
A: Absolute value losses due to fraud borne by card payment services users Time Y
B: Absolute value losses due to fraud borne by card payment services users Time Y - 1

+ 11%

Time Y: H2 2021
Time Y - 1:
H2 2020

V. Other payment instruments

Share of fraudulent credit transfer payments over all transfer payments (in terms of volume and value of total transactions) 

OPI1

(A x 100) / B
A: Volume of fraudulent payments
B: Volume of total payments

0.0025%

2021

(A x 100) / B
A: Value of fraudulent payments
B: Value of total payments

0.0004%

2021

Change to previous year of the fraud losses borne by consumers (credit transfers) 

OPI2

(100 x (A - B)) / B
A: Absolute value losses due to fraud borne by payment services users year Y
B: Absolute value losses due to fraud borne by payment services users Time Y-1

+21%

Time Y: 2021
Time Y - 1:
2020

IV. Access to financial services

The percentage of people aged 15+ who have an account at a bank or another type of financial institution 

AFS1

Simple average of percentages reported for each EU Member State in the Global “Findex” database

86%/89%/91%/92%

2011/2014/2017/2021

The percentage of respondents aged 15+ who report having a debit or credit card 

AFS2

74%/78%/84%/85%

2011/2014/2017/2021

The percentage of respondents aged 15+ who report borrowing any money from family, relatives, or friends in the past year 

AFS3

13%/16%/15%/15%

2011/2014/2017/2021