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The European Banking Authority (EBA) published its thirteenth Report of the CRDIV-CRR/Basel III monitoring exercise on the European banking system. This exercise presents aggregate data on EU banks' capital, leverage, and liquidity ratios assuming full implementation of the CRD IV-CRR/Basel III framework. Overall, the results, based on data as of 30 June 2017, show a further improvement of European banks' capital positions,

with a total average Common Equity Tier 1 (CET1) ratio of 13.8% (13.4% as of 31 December 2016). This exercise does not reflect any BCBS standards agreed since the beginning of 2016 or any other measures currently being considered by the BCBS.

On the capital side, the exercise estimated no shortfalls of CET1 capital, and relatively low shortfalls of Tier 1 and total capital, at EUR 0.1 billion and EUR 0.1 billion respectively.  The analysis of leverage ratio (LR) shows that there has been a continuous increase in the last periods. The analysis estimates the LR at 5.0% as of June 2017 (5.0% as of December 2016). A small percentage of institutions in the sample (2.5%) would be constrained by the minimum leverage ratio requirement (3%) on top of risk-based minimum requirements. 

On the liquidity side, the liquidity coverage ratio (LCR) analysis is based on data in accordance with the Commission's Delegated Regulation. The average LCR was 143.1% at end June 2017 (139.5% as of December 2016), and all banks in the sample show a LCR above the full implementation minimum requirement applicable from January 2018 (100%). In addition, time-series analyses show that the weighted average LCR has increased since June 2011, mainly due an increase in banks' liquidity buffers.

In the absence of a finalised EU definition, the EBA monitors the Net Stable Funding Ratio (NSFR) compliance with the current Basel III standards. The analysis shows an overall average NSFR ratio of 112.3% (112.0% as of December 2016) with an overall shortfall in stable funding of EUR 50.9 billion. Compared with previous periods, there has been a continuous increase in banks' NSFR, mainly driven by the increasing amount of available stable funding (ASF) for both groups. Around 81% of participating banks already would meet the minimum NSFR requirement of 100%.

 

 

 

 

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