Supervisory banking statistics : second quarter 2019.
Date: 2020-06-09
Institutions: European Central Bank
Subjects: banking, banking supervision, economic statistics, financial institution

Supervisory Banking Statistics 

Second quarter 2019 

October 2019 

5. Funding

T05.01.1 Loan-to-deposit ratio by reference period
T05.01.2 Loan-to-deposit ratio by country
T05.01.3 Loan-to-deposit ratio by classification

6. Liquidity

T06.01.1 Liquidity coverage ratio by reference period
T06.01.2 Liquidity coverage ratio by country
T06.01.3 Liquidity coverage ratio by classification
T06.02.1 Liquidity coverage ratio band by reference period
T06.02.2 Liquidity coverage ratio band by country
T06.02.3 Liquidity coverage ratio band by classification

74
75
76

79
80
82
85
86
87

Table of contents

T00.01 Overview

1. General statistics

T01.01 Significant institutions by country and classification
T01.02 Concentration of total assets

2. Balance sheet composition and profitability

T02.01.1 Profit and loss figures by reference period
T02.01.2 Profit and loss figures by country
T02.01.3 Profit and loss figures by classification
T02.02.1 Key performance indicators by reference period
T02.02.2 Key performance indicators by country
T02.02.3 Key performance indicators by classification
T02.03.1 Composition of assets by reference period
T02.03.2 Composition of assets by country
T02.03.3 Composition of assets by classification
T02.04.1 Composition of liabilities and equity by reference period
T02.04.2 Composition of liabilities and equity by country
T02.04.3 Composition of liabilities and equity by classification
T02.05.1 Total exposure to general governments by country of the counterparty by reference period
T02.05.2 Total exposure to general governments by country of the counterparty by country
T02.05.3 Total exposure to general governments by country of the counterparty by classification

3. Capital adequacy and leverage

T03.01.1 Total capital ratio and its components by reference period
T03.01.2 Total capital ratio and its components by country
T03.01.3 Total capital ratio and its components by classification
T03.02.1 CET1 ratio band by reference period
T03.02.2 CET1 ratio band by country
T03.02.3 CET1 ratio band by classification
T03.03.1 Leverage ratios by reference period
T03.03.2 Leverage ratios by country
T03.03.3 Leverage ratios by classification
T03.04.1 Leverage ratio band by reference period
T03.04.2 Leverage ratio band by country
T03.04.3 Leverage ratio band by classification
T03.05.1 Risk exposures composition by reference period
T03.05.2 Risk exposures composition by country
T03.05.3 Risk exposures composition by classification

T03.06 IRB credit risk parameters by residence of the obligor

4. Asset quality

T04.01 Asset quality: performing and non-performing exposures by instrument and counterparty

T04.02.1 Asset quality: non performing loans and advances by reference period
T04.02.2 Asset quality: non performing loans and advances by country
T04.02.3 Asset quality: non performing loans and advances by classification
T04.03.1 Asset quality: forbearance by instrument and counterparty
T04.03.2 Asset quality: non-performing exposures and forbearance by country
T04.03.3 Asset quality: non-performing exposures and forbearance by classification
T04.04.1 Asset quality: fair value hierarchy by reference period
T04.04.2 Asset quality: fair value hierarchy by country
T04.04.3 Asset quality: fair value hierarchy by classification

2

3
4

5
6
7
10
11
12
15
16
18
21
22
24
27
28
30

32
33
34
37
38
39
41
42
44
47
48
49
51
52
54
57

58
59
60
61
64
65
66
69
70
71

Supervisory Banking Statistics, Second quarter 20191T00.01 Overview
(EUR billions; percentages; number of institutions)

Main figures

Number of SIs
Full sample
Liquidity sample 1)

Balance sheet composition

Total assets
Total liabilities
Equity

Key indicators

Return on equity
Cost-to-income ratio

Capital adequacy and leverage

CET 1 ratio 2)
Tier 1 ratio 2)
Total capital ratio 2)
Leverage ratio (transitional definition)
Leverage ratio (fully phased-in definition)

Asset quality

Level 1 as a share of total assets 3)
Level 2 as a share of total assets 3)
Level 3 as a share of total assets 3)
Non-performing loans ratio

Funding

Loan-to-deposit ratio

Liquidity

Liquidity coverage ratio

Q2 2018

Q3 2018

Q4 2018

Q1 2019

Q2 2019

109
101

109
101

110
102

114
106

111
103

21,246.66 
19,852.58 
1,394.08 

21,223.48 
19,817.47 
1,406.01 

21,369.46 
19,916.55 
1,452.91 

22,695.57 
21,184.12 
1,511.45 

22,650.53 
21,161.13 
1,489.41 

6.88%

65.85%

14.10%
15.30%
17.76%
5.36%
5.14%

8.26%
12.99%
0.87%
4.40%

6.85%

65.08%

14.19%
15.40%
17.83%
5.32%
5.11%

8.17%
12.65%
0.85%
4.17%

6.16%

65.85%

14.40%
15.60%
18.01%
5.50%
5.29%

7.37%
12.66%
0.90%
3.81%

5.76%

69.18%

14.34%
15.59%
18.00%
5.40%
5.23%

7.74%
13.03%
0.84%
3.68%

6.00%

66.44%

14.34%
15.55%
18.01%
5.42%
5.24%

7.70%
14.01%
0.86%
3.56%

118.54%

118.42%

118.69%

118.03%

117.03%

140.91%

140.93%

145.60%

149.51%

146.83%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
1) Only banks that are required to report liquidity information at the highest level of consolidation in the Single Supervisory Mechanism (SSM) are included in the liquidity coverage 
ratio calculations.
2) CET1, Tier 1 and total capital ratios are based on the transitional provisions laid down in Articles 465 to 491 of Regulation (EU) No 575/2013 on prudential requirements for
credit institutions and investment firms (the Capital Requirements Regulation).
3) The Level 1, 2 and 3 asset categories include only financial instruments measured at fair value.

Supervisory Banking Statistics, Second quarter 20192T01.01 Significant institutions by country and classification
(number of institutions)

Country

Belgium
Germany
Estonia
Ireland
Greece
Spain
France
Italy
Cyprus
Latvia
Lithuania
Luxembourg
Malta
Netherlands
Austria
Portugal
Slovenia
Slovakia 1)
Finland
Total

Q2 2019

Size

7
19
3
6
4
12
11
12
3
3
2
5
3
6
6
3
3
-
3
111

Banks with total assets
Less than €30 billion
Between €30 billion and €100 billion
Between €100 billion and €200 billion
More than €200 billion

G-SIBs 2)
Total

Geographical diversification
Banks with significant domestic exposures 3)
Banks with largest non-domestic exposures

SSM
Non-SSM EEA  4)
Non-EEA Europe  5)
RoW  6)

Total

Q2 2019

26
47
12
18
8
111

Q2 2019

16

59
17
5
14
111

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available. The number of entities per reference period reflects changes resulting from amendments to the list of 
SIs following assessments by ECB Banking Supervision, which generally occur on an annual basis, and mergers and acquisitions.
1) There are no significant institutions at the highest level of consolidation in Slovakia.
2) G-SIBs: global systemically important banks. Data based on the last available list of G-SIBs as published by the Financial Stability Board.
3) Domestic exposures more than 95% of total debt securities and loans and advances.
4) Countries in the European Economic Area (EEA) not participating in the Single Supervisory Mechanism (SSM).
5) European countries not in the EEA.
6) RoW: rest of the world, i.e. all countries except European countries.
7) Risk-based classification using Supervisory Review and Evaluation Process (SREP) results. Non-rated banks are those which have not been assigned a score in a specific SREP cycle, owing for example a recent change in significance, a merger or
restructuring, etc. Classification as non-rated does not therefore necessarily indicate a high risk.

Supervisory Banking Statistics, Second quarter 20193T01.02 Concentration of total assets
(cumulative percentages of total assets)

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
The charts show the cumulative percentage of the total assets in the sample which is covered when the total assets of each institution, ordered from the largest to the 
smallest, are added. For instance, it is shown that the largest institution in the sample accounts for almost 10% and the 20 largest institutions represent approximately 75% 
of the total assets in the sample.The solid line in red corresponds to the 75th percentile.

Supervisory Banking Statistics, Second quarter 20194T02.01.1 Profit and loss figures by reference period
(EUR millions)

Profit and loss 1) 2)
Net interest income
Net fee and commission income
Net trading income
Exchange differences, net
Net other operating income
Operating income 3)
Administrative expenses and depreciation
Net income before impairment, provisions and taxes
Impairment and provisions 4)
Other
Profit and loss before tax 5)
Tax expenses or income
Net profit/loss

Q2 2018

Q3 2018

Q4 2018

Q1 2019

Q2 2019

129,128.84 
69,342.47 
11,712.50 
-1,672.29 
18,515.56 
227,027.09 
-149,507.81 
77,519.27 
-19,559.13 
6,336.73 
64,097.47 
-16,142.99 
47,954.48 

194,393.19 
103,052.28 
14,236.07 
-592.38 
27,754.44 
338,843.61 
-220,507.27 
118,336.34 
-32,141.86 
11,153.18 
96,922.43 
-24,729.77 
72,192.66 

268,033.11 
141,029.93 
7,112.78 
21.78 
39,477.91 
455,675.51 
-300,052.46 
155,623.05 
-51,636.75 
14,360.40 
117,881.96 
-28,373.98 
89,507.98 

67,007.93 
35,288.85 
17,393.66 
2,053.20 
-6,720.32 
115,023.32 
-79,568.58 
35,454.74 
-10,548.96 
4,747.52 
29,790.16 
-8,042.99 
21,747.18 

134,701.49 
70,881.39 
25,299.32 
3,968.18 
-2,552.67 
232,297.71 
-154,333.82 
77,963.89 
-26,690.28 
9,528.83 
62,321.06 
-17,644.96 
44,676.10 

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available. Specifically, there are 
109 banks in the second and third quarter of 2018, 110 in the fourth quarter of 2018, 114 in the first quarter of 2019 and 111 in the second quarter of 2019. The number of 
entities per reference period reflects changes resulting from amendments to the list of SIs following assessments by ECB Banking Supervision, which generally occur on an 
annual basis, and mergers and acquisitions.
1) Profit and loss statement figures may be based on different financial years. To increase consistency, if the end of the financial year is not 31 December, a linear projection of
the figures has been made for each reporting period.
2) Figures reported are year-to-date.
3) Operating income before administrative expenses and depreciation are deducted.
4) Provisions include provisions for "commitments and guarantees given" and "other provisions".
5) Profit and loss before tax from continued operations (i.e. “net income before impairment, provisions and taxes” + “impairment and provisions” + “other”) plus profit and loss 
before tax from discontinued operations.

Supervisory Banking Statistics, Second quarter 20195T02.01.2 Profit and loss figures by country
(EUR millions)

Profit and loss 1) 2)
(Q2 2019)
Net interest income
Net fee and commission income
Net trading income
Exchange differences, net
Net other operating income
Operating income 3)
Administrative expenses and depreciation
Net income before impairment, provisions and taxes
Impairment and provisions 4)
Other
Profit and loss before tax 5)
Tax expenses or income
Net profit/loss

Profit and loss 1) 2)
(Q2 2019)
Net interest income
Net fee and commission income
Net trading income
Exchange differences, net
Net other operating income
Operating income 3)
Administrative expenses and depreciation
Net income before impairment, provisions and taxes
Impairment and provisions 4)
Other
Profit and loss before tax 5)
Tax expenses or income
Net profit/loss

Total

Belgium

Germany

Estonia

Ireland

Greece

Spain

France

Italy

Cyprus

134,701.49 
70,881.39 
25,299.32 
3,968.18 
-2,552.67 
232,297.71 
-154,333.82 
77,963.89 
-26,690.28 
9,528.83 
62,321.06 
-17,644.96 
44,676.10 

3,242.70 
1,559.10 
311.08 
63.31 
-293.01 
4,883.17 
-3,493.55 
1,389.63 
C
C
1,306.21 
-288.85 
1,017.36 

15,980.96 
9,585.79 
2,260.59 
42.60 
858.70 
28,728.65 
-23,791.85 
4,936.80 
-2,439.76 
683.98 
3,315.21 
-3,305.82 
9.39 

289.91 
103.40 
10.43 
C
C
468.17 
-226.64 
241.53 
-12.86 
0.24 
228.91 
-25.78 
203.13 

3,044.99 
1,274.01 
C
C
901.14 
5,651.78 
-3,748.91 
1,902.87 
C
C
1,671.73 
-309.16 
1,362.57 

2,769.63 
551.75 
108.06 
22.73 
360.58 
3,812.75 
-1,893.30 
1,919.45 
-1,158.08 
-404.91 
460.62 
-56.68 
403.94 

33,808.54 
12,027.11 
223.39 
302.52 
669.86 
47,031.42 
-25,256.51 
21,774.91 
-9,879.00 
1,722.26 
13,618.13 
-4,137.42 
9,480.70 

33,795.38 
25,307.41 
19,766.67 
C
C
73,305.27 
-53,275.48 
20,029.79 
-5,088.55 
4,899.30 
19,848.49 
-4,725.76 
15,122.73 

15,420.97 
11,505.79 
821.05 
-117.70 
3,515.89 
31,146.00 
-20,432.38 
10,713.63 
-4,857.16 
1,577.52 
8,797.58 
-1,775.64 
7,021.93 

400.93 
111.40 
C
21.22 
C
584.26 
-371.26 
213.00 
C
C
C
C
192.78 

Latvia

Lithuania

Luxembourg

Malta

Netherlands

Austria

Portugal

Slovenia

Slovakia 6)

Finland

C
62.32 
9.93 
C
8.83 
C
C
C
C
-0.37 
72.21 
-1.49 
70.72 

C
C
C
C
C
C
C
C
C
C
C
C
C

590.47 
762.59 
118.21 
17.45 
98.49 
1,587.21 
-1,131.14 
456.08 
-20.92 
-1.06 
434.09 
-57.78 
376.31 

166.76 
C
C
11.38 
3.26 
234.33 
-149.72 
84.61 
C
C
89.72 
-25.00 
64.72 

15,248.57 
3,253.06 
1,052.90 
C
C
19,521.81 
-11,122.24 
8,399.57 
-1,359.63 
129.86 
7,169.80 
-1,857.70 
5,312.10 

4,941.40 
2,154.07 
-297.47 
497.06 
-136.93 
7,158.14 
-4,547.90 
2,610.24 
-257.42 
153.73 
2,506.55 
-486.24 
2,020.30 

1,627.22 
769.51 
-74.61 
89.59 
-69.30 
2,342.41 
-1,323.82 
1,018.59 
-774.95 
123.56 
386.75 
-254.53 
132.22 

245.35 
124.59 
6.13 
0.27 
37.16 
413.50 
-238.48 
175.02 
C
C
197.50 
-23.81 
173.69 

-
-
-
-
-
-
-
-
-
-
-
-
-

2,911.37 
1,597.28 
639.21 
C
C
5,032.27 
-3,158.22 
1,874.05 
-264.68 
C
C
C
C

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
C: the value is suppressed for confidentiality reasons.
1) Profit and loss statement figures may be based on different financial years. To increase consistency, if the end of the financial year is not 31 December, a linear projection of the figures has been made for each reporting period.
2) Figures reported are year-to-date.
3) Operating income before administrative expenses and depreciation are deducted.
4) Provisions include provisions for "commitments and guarantees given" and "other provisions".
5) Profit and loss before tax from continued operations (i.e. “net income before impairment, provisions and taxes” + “impairment and provisions” + “other”) plus profit and loss before tax from discontinued operations.
6) There are no significant institutions at the highest level of consolidation in Slovakia.

Supervisory Banking Statistics, Second quarter 20196T02.01.3 Profit and loss figures by classification (geographical diversification)
(EUR millions)

Profit and loss 1) 2)
(Q2 2019)

Net interest income
Net fee and commission income
Net trading income
Exchange differences, net
Net other operating income
Operating income 3)
Administrative expenses and depreciation
Net income before impairment, provisions and taxes
Impairment and provisions 4)
Other
Profit and loss before tax 5)
Tax expenses or income
Net profit/loss

Total

134,701.49 
70,881.39 
25,299.32 
3,968.18 
-2,552.67 
232,297.71 
-154,333.82 
77,963.89 
-26,690.28 
9,528.83 
62,321.06 
-17,644.96 
44,676.10 

Banks with 
significant 
domestic 
exposures 6)
7,413.34 
5,415.41 
198.62 
-31.52 
1,503.07 
14,498.93 
-10,579.35 
3,919.58 
C
C
2,573.23 
-552.08 
2,021.15 

Banks with largest non-domestic exposures

SSM

39,682.47 
21,233.47 
3,793.43 
158.57 
4,449.48 
69,317.43 
-45,022.53 
24,294.89 
-6,735.47 
3,621.23 
22,577.85 
-5,190.37 
17,387.48 

non-SSM
 EEA 7)

14,991.80 
6,130.10 
543.19 
636.49 
69.93 
22,371.51 
-13,721.04 
8,650.47 
C
C
7,179.84 
-1,285.52 
5,894.33 

non-EEA
 Europe 8)

1,052.54 
515.45 
170.79 
3.00 
147.28 
1,889.07 
-1,101.69 
787.37 
C
C
477.73 
-47.73 
430.00 

RoW 9)

71,561.34 
37,586.95 
20,593.29 
3,201.63 
-8,722.43 
124,220.79 
-83,909.20 
40,311.59 
-15,440.17 
4,640.70 
29,512.41 
-10,569.26 
18,943.15 

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
C: the value is suppressed for confidentiality reasons.
1) Profit and loss statement figures may be based on different financial years. To increase consistency, if the end of the financial year is not 31 December, a linear projection of the figures has been made for 
each reporting period.
2) Figures reported are year-to-date.
3) Operating income before administrative expenses and depreciation are deducted.
4) Provisions include provisions for "commitments and guarantees given" and "other provisions".
5) Profit and loss before tax from continued operations (i.e. “net income before impairment, provisions and taxes” + “impairment and provisions” + “other”) plus profit and loss before tax from discontinued 
operations.
6) Domestic exposures more than 95% of total debt securities and loans and advances.
7) Countries in the European Economic Area (EEA) not participating in the Single Supervisory Mechanism (SSM).
8) European countries not in the EEA.
9) RoW: rest of the world, i.e. all countries except European countries.

Supervisory Banking Statistics, Second quarter 20197T02.01.3 Profit and loss figures by classification (size)
(EUR millions)

Profit and loss 1) 2)
(Q2 2019)

Net interest income
Net fee and commission income
Net trading income
Exchange differences, net
Net other operating income
Operating income 3)
Administrative expenses and depreciation
Net income before impairment, provisions and taxes
Impairment and provisions 4)
Other
Profit and loss before tax 5)
Tax expenses or income
Net profit/loss

Banks with total assets

Total

Less than €30 
billion

Between €30 
billion and €100 
billion

Between €100 
billion and €200 
billion

More than €200 
billion

134,701.49 
70,881.39 
25,299.32 
3,968.18 
-2,552.67 
232,297.71 
-154,333.82 
77,963.89 
-26,690.28 
9,528.83 
62,321.06 
-17,644.96 
44,676.10 

2,127.77 
1,392.43 
130.92 
62.62 
295.22 
4,008.96 
-2,775.20 
1,233.76 
-582.24 
25.57 
691.76 
-33.52 
658.24 

16,850.29 
6,998.39 
449.64 
242.64 
3,244.48 
27,785.43 
-16,896.33 
10,889.10 
-3,796.02 
668.00 
8,018.65 
-1,788.19 
6,230.46 

8,834.39 
5,095.72 
386.74 
215.78 
306.92 
14,839.55 
-10,906.20 
3,933.34 
-1,599.77 
594.51 
2,808.37 
-561.26 
2,247.11 

42,805.05 
21,939.34 
3,332.76 
196.66 
2,734.15 
71,007.97 
-46,269.86 
24,738.11 
-6,463.38 
3,704.65 
21,987.61 
-5,110.08 
16,877.54 

G-SIBs 6)

64,083.99 
35,455.52 
20,999.26 
3,250.47 
-9,133.43 
114,655.80 
-77,486.23 
37,169.58 
-14,248.88 
4,536.11 
28,814.67 
-10,151.92 
18,662.75 

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
1) Profit and loss statement figures may be based on different financial years. To increase consistency, if the end of the financial year is not 31 December, a linear projection of the figures has been made for 
each reporting period.
2) Figures reported are year-to-date.
3) Operating income before administrative expenses and depreciation are deducted.
4) Provisions include provisions for "commitments and guarantees given" and "other provisions".
5) Profit and loss before tax from continued operations (i.e. “net income before impairment, provisions and taxes” + “impairment and provisions” + “other”) plus profit and loss before tax from discontinued 
operations.
6) G-SIBs: global systemically important banks. Data based on the last available list of G-SIBs as published by the Financial Stability Board.

Supervisory Banking Statistics, Second quarter 20198T02.01.3 Profit and loss figures by classification (risk-based) 1)
(EUR millions)

Profit and loss 2) 3)
(Q2 2019)

Total

Banks with low risk

Banks with medium,
high risk and non-rated

Net interest income
Net fee and commission income
Net trading income
Exchange differences, net
Net other operating income
Operating income 4)
Administrative expenses and depreciation
Net income before impairment, provisions and taxes
Impairment and provisions 5)
Other
Profit and loss before tax 6)
Tax expenses or income
Net profit/loss

134,701.49 
70,881.39 
25,299.32 
3,968.18 
-2,552.67 
232,297.71 
-154,333.82 
77,963.89 
-26,690.28 
9,528.83 
62,321.06 
-17,644.96 
44,676.10 

87,011.52 
44,914.20 
13,609.79 
3,357.35 
-251.97 
148,640.89 
-93,913.70 
54,727.19 
-16,665.97 
7,258.86 
45,461.94 
-11,767.98 
33,693.96 

47,689.97 
25,967.19 
11,689.53 
610.83 
-2,300.69 
83,656.83 
-60,420.12 
23,236.70 
-10,024.32 
2,269.97 
16,859.12 
-5,876.98 
10,982.14 

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
1) Risk-based classification using Supervisory Review and Evaluation Process (SREP) results. Non-rated banks are those which have not been assigned a 
score in a specific SREP cycle, owing for example a recent change in significance, a merger or restructuring, etc. Classification as non-rated does not 
therefore necessarily indicate a high risk.
2) Profit and loss statement figures may be based on different financial years. To increase consistency, if the end of the financial year is not 31 December, 
a linear projection of the figures has been made for each reporting period.
3) Figures reported are year-to-date.
4) Operating income before administrative expenses and depreciation are deducted.
5) Provisions include provisions for "commitments and guarantees given" and "other provisions".
6) Profit and loss before tax from continued operations (i.e. “net income before impairment, provisions and taxes” + “impairment and provisions” + “other”) 
plus profit and loss before tax from discontinued operations.

Supervisory Banking Statistics, Second quarter 20199T02.02.1 Key performance indicators by reference period
(percentages)

Indicator 1) 2)
Return on equity (RoE)
Return on assets (RoA)
Cost-to-income ratio (CIR)

Q2 2018

Q3 2018

Q4 2018

Q1 2019

Q2 2019

6.88%
0.45%
65.85%

6.85%
0.45%
65.08%

6.16%
0.42%
65.85%

5.76%
0.38%
69.18%

6.00%
0.39%
66.44%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) 
are available. Specifically, there are 109 banks in the second and third quarter of 2018, 110 in the fourth quarter of 2018, 114 in the first 
quarter of 2019 and 111 in the second quarter of 2019. The number of entities per reference period reflects changes resulting from 
amendments to the list of SIs following assessments by ECB Banking Supervision, which generally occur on an annual basis, and mergers 
and acquisitions.
1) RoE and RoA are computed by dividing "net profit/loss" by, respectively, "equity" and "total assets" at the end of the corresponding 
reference period. The values of "net profit/loss", originally year-to-date, are annualised to increase the comparability of the ratios across 
quarters.
2) Returns figures may be based on different financial years. To increase consistency, if the end of the financial year is not 31 December, a 
linear projection of the figures has been made for each reporting period.

Supervisory Banking Statistics, Second quarter 201910T02.02.2 Key performance indicators by country
(percentages)

Country 1) 2)
(Q2 2019)
Belgium
Germany
Estonia
Ireland
Greece
Spain
France
Italy
Cyprus
Latvia
Lithuania
Luxembourg
Malta
Netherlands
Austria
Portugal
Slovenia
Slovakia 3)
Finland

Return on equity 
(RoE)

Return on assets 
(RoA)

Cost-to-income ratio 
(CIR)

4.73%
0.01%
8.96%
5.39%
2.89%
7.76%
6.41%
7.73%
10.14%
11.71%
C
5.98%
7.18%
8.50%
9.07%
1.33%
11.89%
-
C

0.31%
0.00%
1.29%
0.70%
0.33%
0.57%
0.40%
0.58%
0.91%
1.43%
C
0.49%
0.62%
0.48%
0.77%
0.12%
1.58%
-
C

71.54%
82.82%
48.41%
66.33%
49.66%
53.70%
72.68%
65.60%
63.54%
52.18%
C
71.27%
63.89%
56.97%
63.53%
56.52%
57.67%
-
62.76%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting 
(COREP) and financial reporting (FINREP) are available.
C: the value is suppressed for confidentiality reasons.
1) RoE and RoA are computed by dividing "net profit/loss" by, respectively, "equity" and "total 
assets" at the end of the corresponding reference period. The values of "net profit/loss", originally 
year-to-date, are annualised to increase the comparability of the ratios across quarters.
2) Returns figures may be based on different financial years. To increase consistency, if the end of 
the financial year is not 31 December, a linear projection of the figures has been made for each 
reporting period.
3) There are no significant institutions at the highest level of consolidation in Slovakia.

Supervisory Banking Statistics, Second quarter 201911T02.02.3 Key performance indicators by classification (geographical diversification)
(percentages)

Category 1) 2)
(Q2 2019)
Banks with significant domestic exposures 3)
Banks with largest non-domestic exposures

SSM
Non-SSM EEA  4)
Non-EEA Europe  5)
RoW  6)

Return on equity 
(RoE)

Return on assets 
(RoA)

Cost-to-income ratio 
(CIR)

3.74%

6.75%
7.88%
7.30%
5.38%

0.30%

0.46%
0.61%
0.61%
0.32%

72.97%

64.95%
61.33%
58.32%
67.55%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) 
are available.
1) RoE and RoA are computed by dividing "net profit/loss" by, respectively, "equity" and "total assets" at the end of the corresponding 
reference period. The values of "net profit/loss", originally year-to-date, are annualised to increase the comparability of the ratios across 
quarters.
2) Returns figures may be based on different financial years. To increase consistency, if the end of the financial year is not 31 December, 
a linear projection of the figures has been made for each reporting period.
3) Domestic exposures more than 95% of total debt securities and loans and advances.
4) Countries in the European Economic Area (EEA) not participating in the Single Supervisory Mechanism (SSM).
5) European countries not in the EEA.
6) RoW: rest of the world, i.e. all countries except European countries.

Supervisory Banking Statistics, Second quarter 201912T02.02.3 Key performance indicators by classification (size)
(percentages)

Category 1) 2)
(Q2 2019)
Banks with total assets
Less than €30 billion
Between €30 billion and €100 billion
Between €100 billion and €200 billion
More than €200 billion

G-SIBs 3)

Return on equity 
(RoE)

Return on assets 
(RoA)

Cost-to-income ratio 
(CIR)

4.83%
4.96%
4.23%
7.44%
5.73%

0.40%
0.46%
0.27%
0.48%
0.34%

69.22%
60.81%
73.49%
65.16%
67.58%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) 
are available.
1) RoE and RoA are computed by dividing "net profit/loss" by, respectively, "equity" and "total assets" at the end of the corresponding 
reference period. The values of "net profit/loss", originally year-to-date, are annualised to increase the comparability of the ratios across 
quarters.
2) Returns figures may be based on different financial years. To increase consistency, if the end of the financial year is not 31 December, 
a linear projection of the figures has been made for each reporting period.
3) G-SIBs: global systemically important banks. Data based on the last available list of G-SIBs as published by the Financial Stability 
Board.

Supervisory Banking Statistics, Second quarter 201913T02.02.3 Key performance indicators by classification (risk-based) 1)
(percentages)

Category 2) 3)
(Q2 2019)
Banks with low risk
Banks with medium, high risk and non-rated

Return on equity 
(RoE)

Return on assets 
(RoA)

Cost-to-income ratio 
(CIR)

7.23%
3.94%

0.48%
0.26%

63.18%
72.22%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) 
are available.
1) Risk-based classification using Supervisory Review and Evaluation Process (SREP) results. Non-rated banks are those which have not 
been assigned a score in a specific SREP cycle, owing for example a recent change in significance, a merger or restructuring, etc. 
Classification as non-rated does not therefore necessarily indicate a high risk.
2) RoE and RoA are computed by dividing "net profit/loss" by, respectively, "equity" and "total assets" at the end of the corresponding 
reference period. The values of "net profit/loss", originally year-to-date, are annualised to increase the comparability of the ratios across 
quarters.
3) Returns figures may be based on different financial years. To increase consistency, if the end of the financial year is not 31 December, 
a linear projection of the figures has been made for each reporting period.

Supervisory Banking Statistics, Second quarter 201914T02.03.1 Composition of assets by reference period
(EUR billions; percentages)

Assets

Q2 2018

Q3 2018

Q4 2018

Q1 2019

Q2 2019

Cash, cash balances at central banks, other demand deposits
Loans and advances

Central banks
General governments
Credit institutions
Other financial corporations
Non-financial corporations
Households
Debt securities
Equity instruments
Derivatives
Trading
Derivatives – hedge accounting

Investments in subsidiaries, joint-ventures and associates
Intangible assets and goodwill
Other assets 1)
Total assets
Share of unencumbered assets  2)
Share of encumbered assets  2)

1,792.56 
13,569.04 
230.69 
941.86 
1,339.29 
1,252.96 
4,684.01 
5,120.23 
2,762.22 
411.11 
1,444.27 
1,315.55 
128.72 
141.59 
132.27 
993.59 
21,246.66 
79.85%
20.15%

1,839.85 
13,652.57 
235.57 
930.43 
1,311.53 
1,315.89 
4,698.13 
5,161.02 
2,755.68 
422.45 
1,360.13 
1,239.83 
120.30 
139.23 
133.18 
920.39 
21,223.48 
79.81%
20.19%

1,777.66 
13,869.40 
232.96 
928.83 
1,212.59 
1,276.15 
4,859.33 
5,359.55 
2,762.54 
312.12 
1,391.62 
1,266.72 
124.91 
135.91 
137.73 
982.48 
21,369.46 
80.00%
20.00%

1,956.57 
14,518.15 
236.86 
937.43 
1,415.26 
1,448.61 
5,019.87 
5,460.12 
2,995.10 
391.36 
1,484.27 
1,346.60 
137.67 
141.18 
138.59 
1,070.36 
22,695.57 
79.98%
20.02%

1,862.86 
14,489.87 
254.63 
905.56 
1,326.90 
1,452.15 
5,052.68 
5,497.95 
2,923.18 
380.66 
1,636.22 
1,481.28 
154.94 
143.18 
136.83 
1,077.73 

22,650.53
80.04%
19.96%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available. Specifically, there are 109 banks in the 
second and third quarter of 2018, 110 in the fourth quarter of 2018, 114 in the first quarter of 2019 and 111 in the second quarter of 2019. The number of entities per reference period reflects 
changes resulting from amendments to the list of SIs following assessments by ECB Banking Supervision, which generally occur on an annual basis, and mergers and acquisitions.
1) Computed as the difference between "total assets" and the sum of the other sub-categories.
2) An asset is considered to be encumbered if it has been pledged or if it is subject to any form of arrangement to secure, collateralise or credit-enhance any transaction from which it cannot be 
freely withdrawn.

Supervisory Banking Statistics, Second quarter 201915T02.03.2 Composition of assets by country/1
(EUR billions; percentages)

Assets
(Q2 2019)
Cash, cash balances at central banks, other demand deposits
Loans and advances

Central banks
General governments
Credit institutions
Other financial corporations
Non-financial corporations
Households
Debt securities
Equity instruments
Derivatives
Trading
Derivatives – hedge accounting

Investments in subsidiaries, joint-ventures and associates
Intangible assets and goodwill
Other assets 1)
Total assets
Share of unencumbered assets  2)
Share of encumbered assets  2)

Total

Belgium

Germany

Estonia

Ireland

Greece

Spain

France

Italy

Cyprus

1,862.86 
14,489.87 
254.63 
905.56 
1,326.90 
1,452.15 
5,052.68 
5,497.95 
2,923.18 
380.66 
1,636.22 
1,481.28 
154.94 
143.18 
136.83 
1,077.73 
22,650.53 
80.04%
19.96%

49.17 
417.84 
C
46.83 
51.40 
C
112.12 
161.46 
133.90 
3.11 
34.71 
31.40 
3.31 
C
C
17.97 
661.46 
81.96%
18.04%

463.69 
2,265.41 
31.41 
172.86 
369.37 
325.87 
823.36 
542.55 
519.78 
73.01 
525.50 
510.27 
15.22 
18.70 
12.98 
91.00 
3,970.07 
73.36%
26.64%

5.65 
24.76 
C
0.53 
0.15 
C
11.01 
12.87 
0.50 
0.03 
C
0.06 
C
C
0.01 
0.26 
31.40 
C
C

60.44 
254.37 
4.44 
1.14 
24.74 
20.49 
90.03 
113.53 
43.46 
0.98 
16.81 
14.98 
1.82 
1.25 
1.57 
12.84 
391.73 
89.31%
10.69%

13.42 
150.65 
C
0.73 
5.35 
C
74.72 
65.96 
28.04 
0.79 
8.85 
8.80 
0.05 
0.51 
1.31 
43.29 
246.86 
80.28%
19.72%

211.98 
2,225.63 
32.52 
98.37 
143.64 
106.28 
701.00 
1,143.82 
461.43 
31.55 
137.20 
118.96 
18.24 
24.37 
44.03 
201.58 
3,337.78 
78.51%
21.49%

590.50 
4,753.04 
86.09 
383.09 
432.98 
588.20 
1,524.87 
1,737.82 
841.25 
213.13 
693.79 
617.50 
76.29 
60.62 
47.37 
450.68 
7,650.38 
83.47%
16.53%

118.92 
1,578.13 
37.87 
46.90 
105.67 
182.27 
707.28 
498.14 
458.09 
31.21 
83.24 
72.52 
10.72 
19.60 
15.44 
121.59 
2,426.23 
72.60%
27.40%

10.54 
21.42 
C
0.17 
0.29 
C
8.59 
9.11 
7.09 
0.03 
0.02 
C
C
0.09 
0.08 
3.14 
42.40 
C
C

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
C: the value is suppressed for confidentiality reasons.
1) Computed as the difference between "total assets" and the sum of the other sub-categories.
2) An asset is considered to be encumbered if it has been pledged or if it is subject to any form of arrangement to secure, collateralise or credit-enhance any transaction from which it cannot be freely withdrawn.

Supervisory Banking Statistics, Second quarter 201916T02.03.2 Composition of assets by country/2
(EUR billions; percentages)

Assets
(Q2 2019)
Cash, cash balances at central banks, other demand deposits
Loans and advances

Central banks
General governments
Credit institutions
Other financial corporations
Non-financial corporations
Households
Debt securities
Equity instruments
Derivatives
Trading
Derivatives – hedge accounting

Investments in subsidiaries, joint-ventures and associates
Intangible assets and goodwill
Other assets 1)
Total assets
Share of unencumbered assets  2)
Share of encumbered assets  2)

Latvia

Lithuania

Luxembourg

Malta

Netherlands

Austria

Portugal

Slovenia

Slovakia 3)

2.41 
C
C
0.08 
C
0.10 
C
C
C
C
C
C
C
C
0.01 
0.14 
C
C
C

C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C

30.54 
88.81 
C
C
36.75 
12.04 
10.98 
27.27 
28.41 
C
1.05 
0.95 
0.10 
0.03 
0.82 
2.69 
153.79 
94.24%
5.76%

C
10.90 
0.49 
0.17 
0.85 
1.36 
3.33 
4.69 
5.16 
C
0.01 
C
C
0.13 
0.06 
0.43 
20.78 
96.16%
3.84%

168.29 
1,714.95 
8.87 
118.29 
119.08 
150.23 
585.41 
733.07 
172.77 
C
74.97 
52.80 
22.17 
4.59 
C
77.38 
2,229.94 
87.13%
12.87%

54.28 
362.62 
20.60 
12.60 
14.58 
15.73 
158.62 
140.49 
75.92 
2.12 
9.15 
7.45 
1.70 
4.68 
2.87 
10.14 
521.77 
87.47%
12.53%

11.74 
128.89 
C
4.84 
3.97 
C
44.47 
72.94 
52.41 
4.24 
2.30 
C
C
1.35 
0.30 
15.36 
216.60 
85.12%
14.88%

2.61 
12.47 
C
0.61 
0.30 
C
4.86 
6.44 
6.04 
0.15 
C
0.03 
C
C
0.07 
0.61 
21.98 
96.26%
3.74%

-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-

Finland

60.26 
461.12 
C
16.54 
C
C
182.83 
218.51 
88.10 
C
C
C
5.08 
4.43 
C
C
700.28 
70.22%
29.78%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
C: the value is suppressed for confidentiality reasons.
1) Computed as the difference between "total assets" and the sum of the other sub-categories.
2) An asset is considered to be encumbered if it has been pledged or if it is subject to any form of arrangement to secure, collateralise or credit-enhance any transaction from which it cannot be freely withdrawn.
3) There are no significant institutions at the highest level of consolidation in Slovakia.

Supervisory Banking Statistics, Second quarter 201917T02.03.3 Composition of assets by classification (geographical diversification)
(EUR billions; percentages)

Assets
(Q2 2019)

Cash, cash balances at central banks, other demand deposits
Loans and advances

Central banks
General governments
Credit institutions
Other financial corporations
Non-financial corporations
Households
Debt securities
Equity instruments
Derivatives
Trading
Derivatives – hedge accounting

Investments in subsidiaries, joint-ventures and associates
Intangible assets and goodwill
Other assets 1)
Total assets
Share of unencumbered assets  2)
Share of encumbered assets  2)

Total

1,862.86 
14,489.87 
254.63 
905.56 
1,326.90 
1,452.15 
5,052.68 
5,497.95 
2,923.18 
380.66 
1,636.22 
1,481.28 
154.94 
143.18 
136.83 
1,077.73 
22,650.53 
80.04%
19.96%

Banks with 
significant 
domestic 
exposures 3)
55.87 
873.45 
C
C
26.43 
28.66 
279.07 
412.97 
285.01 
22.87 
C
C
C
12.59 
4.28 
C
1,339.79 
69.23%
30.77%

Banks with largest non-domestic exposures

SSM 

636.37 
5,047.12 
63.23 
413.41 
555.08 
414.37 
1,914.53 
1,686.50 
1,073.71 
70.34 
351.77 
298.55 
53.22 
61.05 
29.82 
295.52 
7,565.71 
76.60%
23.40%

Non-SSM
 EEA 4)

Non-EEA 
Europe 5)

155.71 
1,305.20 
C
C
50.84 
45.54 
509.54 
602.26 
276.60 
8.57 
C
C
C
C
12.95 
C
1,925.87 
78.79%
21.21%

16.65 
78.10 
C
C
9.49 
7.15 
32.41 
27.82 
24.83 
0.81 
C
C
C
C
0.41 
C
140.88 
82.64%
17.36%

RoW 6)

998.26 
7,185.99 
113.25 
345.74 
685.06 
956.42 
2,317.12 
2,768.40 
1,263.04 
278.07 
1,196.06 
1,107.16 
88.90 
60.40 
89.38 
607.07 
11,678.28 
83.68%
16.32%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
C: the value is suppressed for confidentiality reasons.
1) Computed as the difference between "total assets" and the sum of the other sub-categories.
2) An asset is considered to be encumbered if it has been pledged or if it is subject to any form of arrangement to secure, collateralise or credit-enhance any transaction from which it cannot be freely withdrawn.
3) Domestic exposures more than 95% of total debt securities and loans and advances.
4) Countries in the European Economic Area (EEA) not participating in the Single Supervisory Mechanism (SSM).
5) European countries not in the EEA.
6) RoW: rest of the world, i.e. all countries except European countries.

Supervisory Banking Statistics, Second quarter 201918T02.03.3 Composition of assets by classification (size)
(EUR billions; percentages)

Assets
(Q2 2019)

Cash, cash balances at central banks, other demand deposits
Loans and advances

Central banks
General governments
Credit institutions
Other financial corporations
Non-financial corporations
Households
Debt securities
Equity instruments
Derivatives
Trading
Derivatives – hedge accounting

Investments in subsidiaries, joint-ventures and associates
Intangible assets and goodwill
Other assets 1)
Total assets
Share of unencumbered assets  2)
Share of encumbered assets  2)

Banks with total assets

Total

Less than €30 
billion

Between €30 
billion and €100 
billion

Between €100 
billion and €200 
billion

More than €200 
billion

1,862.86 
14,489.87 
254.63 
905.56 
1,326.90 
1,452.15 
5,052.68 
5,497.95 
2,923.18 
380.66 
1,636.22 
1,481.28 
154.94 
143.18 
136.83 
1,077.73 
22,650.53 
80.04%
19.96%

54.55 
187.74 
0.99 
2.71 
14.99 
12.85 
62.88 
93.32 
67.08 
1.03 
2.13 
1.99 
0.14 
0.70 
1.57 
11.36 
326.16 
83.88%
16.12%

254.23 
1,735.17 
6.51 
186.00 
127.57 
91.48 
617.58 
706.04 
416.96 
36.60 
73.33 
51.49 
21.85 
18.20 
7.58 
144.25 
2,686.32 
76.73%
23.27%

103.42 
1,071.25 
16.28 
102.54 
116.45 
65.77 
449.47 
320.73 
317.97 
8.35 
67.48 
51.04 
16.44 
9.45 
5.92 
75.81 
1,659.65 
74.95%
25.05%

600.11 
4,780.34 
100.41 
297.46 
479.55 
344.28 
1,733.83 
1,824.81 
906.96 
43.17 
363.13 
331.45 
31.68 
58.20 
40.65 
286.75 
7,079.31 
76.68%
23.32%

G-SIBs 3)

850.55 
6,715.37 
130.44 
316.86 
588.34 
937.76 
2,188.92 
2,553.05 
1,214.21 
291.51 
1,130.15 
1,045.31 
84.84 
56.63 
81.12 
559.56 
10,899.10 
83.70%
16.30%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
1) Computed as the difference between "total assets" and the sum of the other sub-categories.
2) An asset is considered to be encumbered if it has been pledged or if it is subject to any form of arrangement to secure, collateralise or credit-enhance any transaction from which it cannot be freely withdrawn.
3) G-SIBs: global systemically important banks. Data based on the last available list of G-SIBs as published by the Financial Stability Board.

Supervisory Banking Statistics, Second quarter 201919T02.03.3 Composition of assets by classification (risk-based) 1)
(EUR billions; percentages)

Assets
(Q2 2019)

Total

Banks with low risk

Banks with medium,
high risk and non-rated

Cash, cash balances at central banks, other demand deposits
Loans and advances

Central banks
General governments
Credit institutions
Other financial corporations
Non-financial corporations
Households
Debt securities
Equity instruments
Derivatives
Trading
Derivatives – hedge accounting

Investments in subsidiaries, joint-ventures and associates
Intangible assets and goodwill
Other assets 2)
Total assets
Share of unencumbered assets  3)
Share of encumbered assets  3)

1,862.86 
14,489.87 
254.63 
905.56 
1,326.90 
1,452.15 
5,052.68 
5,497.95 
2,923.18 
380.66 
1,636.22 
1,481.28 
154.94 
143.18 
136.83 
1,077.73 
22,650.53 
80.04%
19.96%

1,120.88 
9,372.96 
136.56 
685.43 
862.71 
848.66 
3,123.55 
3,716.04 
1,681.07 
210.66 
812.06 
705.78 
106.28 
110.88 
98.09 
637.88 
14,044.49 
81.00%
19.00%

741.98 
5,116.91 
118.07 
220.13 
464.19 
603.49 
1,929.12 
1,781.91 
1,242.11 
170.00 
824.16 
775.50 
48.66 
32.30 
38.73 
439.85 
8,606.05 
78.46%
21.54%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
1) Risk-based classification using Supervisory Review and Evaluation Process (SREP) results. Non-rated banks are those which have not been assigned a score in a 
specific SREP cycle, owing for example a recent change in significance, a merger or restructuring, etc. Classification as non-rated does not therefore necessarily indicate 
a high risk.
2) Computed as the difference between "total assets" and the sum of the other sub-categories.
3) An asset is considered to be encumbered if it has been pledged or if it is subject to any form of arrangement to secure, collateralise or credit-enhance any transaction 
from which it cannot be freely withdrawn.

Supervisory Banking Statistics, Second quarter 201920T02.04.1 Composition of liabilities and equity by reference period
(EUR billions)

Liabilities and equity

Deposits

Central banks
General governments
Credit institutions
Other financial corporations
Non-financial corporations
Households

Debt securities issued
of which: subordinated

Derivatives

of which: trading

Provisions 1)
Other liabilities 2)
Equity

Paid-up capital
Reserves
Minority interests
Other comprehensive income
Other 3)

Total liabilities and equity

Q2 2018

Q3 2018

Q4 2018

Q1 2019

Q2 2019

13,460.59 
887.99 
525.03 
1,564.60 
2,212.07 
2,641.47 
5,629.42 
3,599.42 
330.72 
1,476.79 
1,292.87 
138.36 
1,177.41 
1,394.08 
644.46 
634.51 
59.41 
-49.86 
105.56 
21,246.66 

13,524.88 
880.71 
540.41 
1,564.01 
2,214.06 
2,671.19 
5,654.49 
3,640.36 
327.41 
1,394.43 
1,222.77 
136.99 
1,120.80 
1,406.01 
646.04 
632.68 
58.00 
-57.92 
127.20 
21,223.48 

13,469.35 
867.27 
516.41 
1,451.20 
2,024.65 
2,799.62 
5,810.21 
3,784.12 
272.24 
1,419.00 
1,243.87 
138.29 
1,105.79 
1,452.91 
650.16 
655.58 
59.40 
-53.57 
141.34 
21,369.46 

14,251.92 
920.87 
573.22 
1,700.83 
2,177.57 
2,866.65 
6,012.78 
3,976.32 
282.03 
1,518.21 
1,317.97 
138.78 
1,298.90 
1,511.45 
660.99 
746.90 
61.77 
-45.00 
86.79 
22,695.57 

14,274.49 
904.74 
594.18 
1,624.66 
2,135.75 
2,917.27 
6,097.88 
3,793.64 
276.57 
1,677.04 
1,455.59 
136.81 
1,279.15 
1,489.41 
643.79 
719.01 
59.45 
-43.19 
110.35 
22,650.53 

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available. 
Specifically, there are 109 banks in the second and third quarter of 2018, 110 in the fourth quarter of 2018, 114 in the first quarter of 2019 and 111 in the 
second quarter of 2019. The number of entities per reference period reflects changes resulting from amendments to the list of SIs following assessments by 
ECB Banking Supervision, which generally occur on an annual basis, and mergers and acquisitions.
1) In line with IAS 37.10 and IAS 1.54(l).
2) Computed as the difference between "total liabilities and equity" and the sum of the other sub-categories.
3) Computed as the difference between "equity" and the sum of the other sub-categories.

Supervisory Banking Statistics, Second quarter 201921 
T02.04.2 Composition of liabilities and equity by country/1
(EUR billions)

Liabilities and equity
(Q2 2019)
Deposits

Central banks
General governments
Credit institutions
Other financial corporations
Non-financial corporations
Households

Debt securities issued
of which: subordinated

Derivatives

of which: trading

Provisions 1)
Other liabilities 2)
Equity

Paid-up capital
Reserves
Minority interests
Other comprehensive income
Other 3)

Total liabilities and equity

Total

Belgium

Germany

Estonia

Ireland

Greece

Spain

France

Italy

Cyprus

14,274.49 
904.74 
594.18 
1,624.66 
2,135.75 
2,917.27 
6,097.88 
3,793.64 
276.57 
1,677.04 
1,455.59 
136.81 
1,279.15 
1,489.41 
643.79 
719.01 
59.45 
-43.19 
110.35 
22,650.53 

407.80 
13.35 
17.87 
53.86 
47.40 
65.49 
209.82 
134.45 
4.39 
63.91 
32.24 
1.24 
11.08 
42.99 
15.95 
25.04 
0.60 
-1.75 
3.14 
661.46 

2,289.65 
94.03 
195.29 
506.20 
484.38 
375.76 
634.00 
649.24 
28.51 
504.07 
485.15 
34.29 
285.25 
207.56 
111.70 
84.56 
5.07 
-0.78 
7.01 
3,970.07 

25.66 
C
2.50 
2.98 
C
8.47 
10.48 
C
C
0.07 
0.07 
C
0.47 
4.53 
C
2.43 
C
C
0.20 
31.40 

282.66 
8.21 
3.92 
53.37 
27.59 
89.90 
99.67 
19.28 
3.73 
16.43 
15.28 
1.55 
21.20 
50.60 
17.54 
32.03 
C
C
2.11 
391.73 

196.77 
8.59 
13.95 
18.31 
7.24 
29.72 
118.96 
5.57 
1.37 
7.72 
6.26 
1.40 
7.39 
28.00 
52.48 
-27.31 
0.17 
0.19 
2.48 
246.86 

2,375.38 
200.01 
107.51 
221.57 
187.02 
454.93 
1,204.33 
413.85 
52.20 
133.91 
119.25 
30.86 
139.29 
244.49 
125.32 
114.88 
22.74 
-28.84 
10.39 
3,337.78 

4,486.59 
260.83 
113.49 
418.60 
877.53 
1,036.54 
1,779.61 
1,364.52 
84.66 
695.32 
617.00 
32.77 
599.11 
472.08 
137.03 
269.38 
18.51 
7.13 
40.03 
7,650.38 

1,734.87 
221.59 
65.60 
173.78 
195.58 
336.61 
741.72 
294.90 
34.49 
94.14 
71.88 
22.88 
97.75 
181.68 
104.36 
68.32 
2.17 
-8.62 
15.46 
2,426.23 

37.40 
C
C
2.83 
3.59 
7.12 
22.34 
0.43 
C
0.08 
0.01 
0.18 
0.50 
3.80 
2.24 
C
C
0.14 
0.41 
42.40 

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
C: the value is suppressed for confidentiality reasons.
1) In line with IAS 37.10 and IAS 1.54(l).
2) Computed as the difference between "total liabilities and equity" and the sum of the other sub-categories.
3) Computed as the difference between "equity" and the sum of the other sub-categories.

Supervisory Banking Statistics, Second quarter 201922 
T02.04.2 Composition of liabilities and equity by country/2
(EUR billions)

Liabilities and equity
(Q2 2019)
Deposits

Central banks
General governments
Credit institutions
Other financial corporations
Non-financial corporations
Households

Debt securities issued
of which: subordinated

Derivatives

of which: trading

Provisions 1)
Other liabilities 2)
Equity

Paid-up capital
Reserves
Minority interests
Other comprehensive income
Other 3)

Total liabilities and equity

Latvia

Lithuania

Luxembourg

Malta

Netherlands

Austria

Portugal

Slovenia

Slovakia 4)

Finland

C
C
0.30 
C
0.37 
C
C
C
C
C
C
0.01 
0.23 
C
0.86 
0.28 
C
C
0.07 
C

C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C

127.68 
C
C
9.53 
61.02 
12.56 
36.71 
8.55 
0.39 
2.43 
1.08 
0.56 
1.98 
12.58 
5.45 
5.96 
C
C
0.55 
153.79 

18.15 
C
0.31 
0.17 
2.27 
2.83 
C
0.30 
0.30 
0.02 
0.01 
0.07 
0.43 
1.80 
0.81 
0.92 
C
0.01 
C
20.78 

1,380.87 
54.59 
20.20 
68.84 
183.56 
299.36 
754.31 
572.22 
40.53 
98.67 
52.70 
3.78 
49.41 
125.00 
35.35 
66.37 
1.35 
2.11 
19.82 
2,229.94 

396.53 
8.77 
22.25 
55.56 
26.37 
77.16 
206.43 
60.42 
11.32 
7.57 
6.28 
3.79 
8.91 
44.55 
13.48 
26.09 
C
C
4.47 
521.77 

176.83 
11.29 
6.12 
6.93 
8.66 
33.22 
110.62 
8.76 
2.33 
2.26 
1.91 
2.17 
6.67 
19.91 
9.59 
10.82 
2.45 
-4.01 
1.06 
216.60 

18.41 
C
0.40 
0.59 
0.58 
C
13.91 
0.06 
C
C
0.03 
C
0.37 
2.92 
1.68 
1.01 
C
C
0.17 
21.98 

-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-

295.55 
20.91 
16.51 
C
C
78.83 
127.76 
260.40 
C
C
C
C
C
44.16 
7.28 
36.65 
C
C
2.78 
700.28 

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
C: the value is suppressed for confidentiality reasons.
1) In line with IAS 37.10 and IAS 1.54(l).
2) Computed as the difference between "total liabilities and equity" and the sum of the other sub-categories.
3) Computed as the difference between "equity" and the sum of the other sub-categories.
4) There are no significant institutions at the highest level of consolidation in Slovakia.

Supervisory Banking Statistics, Second quarter 201923 
T02.04.3 Composition of liabilities and equity by classification (geographical diversification)
(EUR billions)

Liabilities and equity
(Q2 2019)

Deposits

Central banks
General governments
Credit institutions
Other financial corporations
Non-financial corporations
Households

Debt securities issued
of which: subordinated

Derivatives

of which: trading

Provisions 1)
Other liabilities 2)
Equity

Paid-up capital
Reserves
Minority interests
Other comprehensive income
Other 3)

Total liabilities and equity

Total

14,274.49 
904.74 
594.18 
1,624.66 
2,135.75 
2,917.27 
6,097.88 
3,793.64 
276.57 
1,677.04 
1,455.59 
136.81 
1,279.15 
1,489.41 
643.79 
719.01 
59.45 
-43.19 
110.35 
22,650.53 

Banks with 
significant 
domestic 
exposures 4)
1,000.28 
84.04 
29.07 
85.25 
79.55 
112.69 
609.69 
C
C
C
C
8.51 
36.56 
108.18 
57.33 
43.57 
C
C
-0.15 
1,339.79 

Banks with largest non-domestic exposures

SSM

4,884.97 
308.50 
247.25 
719.33 
728.06 
850.97 
2,030.85 
1,436.19 
82.95 
411.49 
294.28 
56.45 
261.06 
515.56 
231.85 
245.37 
7.50 
-6.86 
37.69 
7,565.71 

Non-SSM 
EEA 5)

Non-EEA 
Europe 6)

1,280.12 
67.08 
48.62 
121.53 
87.53 
308.05 
647.31 
C
C
C
C
6.38 
72.86 
149.56 
60.10 
82.65 
C
C
11.50 
1,925.87 

114.74 
6.85 
9.48 
8.25 
19.89 
14.20 
56.08 
C
C
C
C
0.88 
5.84 
11.78 
19.84 
-8.63 
C
C
0.38 
140.88 

RoW 7)

6,994.38 
438.28 
259.76 
690.31 
1,220.72 
1,631.36 
2,753.96 
1,833.23 
152.29 
1,178.90 
1,087.40 
64.60 
902.83 
704.34 
274.67 
356.04 
38.52 
-25.81 
60.92 
11,678.28 

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
C: the value is suppressed for confidentiality reasons.
1) In line with IAS 37.10 and IAS 1.54(l).
2) Computed as the difference between "total liabilities and equity" and the sum of the other sub-categories.
3) Computed as the difference between "equity" and the sum of the other sub-categories.
4) Domestic exposures more than 95% of total debt securities and loans and advances.
5) Countries in the European Economic Area (EEA) not participating in the Single Supervisory Mechanism (SSM).
6) European countries not in the EEA.
7) RoW: rest of the world, i.e. all countries except European countries.

Supervisory Banking Statistics, Second quarter 201924 
T02.04.3 Composition of liabilities and equity by classification (size)
(EUR billions)

Liabilities and equity
(Q2 2019)

Deposits

Central banks
General governments
Credit institutions
Other financial corporations
Non-financial corporations
Households

Debt securities issued
of which: subordinated

Derivatives

of which: trading

Provisions 1)
Other liabilities 2)
Equity

Paid-up capital
Reserves
Minority interests
Other comprehensive income
Other 3)

Total liabilities and equity

Banks with total assets

Total

Less than €30 
billion

Between €30 
billion and €100 
billion

Between €100 
billion and €200 
billion

More than €200 
billion

14,274.49 
904.74 
594.18 
1,624.66 
2,135.75 
2,917.27 
6,097.88 
3,793.64 
276.57 
1,677.04 
1,455.59 
136.81 
1,279.15 
1,489.41 
643.79 
719.01 
59.45 
-43.19 
110.35 
22,650.53 

245.68 
6.32 
8.59 
14.02 
36.63 
43.44 
136.69 
42.79 
1.88 
3.02 
1.68 
1.52 
5.89 
27.26 
17.31 
9.60 
0.10 
-0.70 
0.95 
326.16 

1,803.11 
103.33 
80.01 
226.35 
285.91 
278.23 
829.30 
435.20 
18.18 
87.50 
51.69 
18.00 
91.48 
251.02 
143.18 
90.55 
5.71 
-1.66 
13.24 
2,686.32 

994.19 
89.59 
55.98 
134.74 
131.02 
176.07 
406.80 
400.70 
15.96 
108.57 
49.86 
9.93 
40.02 
106.24 
46.01 
61.45 
1.96 
-6.91 
3.72 
1,659.65 

4,680.11 
276.39 
216.34 
667.28 
515.46 
941.23 
2,063.42 
1,254.49 
114.94 
374.04 
332.98 
45.30 
271.85 
453.51 
185.89 
222.86 
19.99 
-13.87 
38.63 
7,079.31 

G-SIBs 4)

6,551.39 
429.11 
233.27 
582.28 
1,166.75 
1,478.30 
2,661.68 
1,660.46 
125.61 
1,103.91 
1,019.39 
62.05 
869.91 
651.37 
251.40 
334.54 
31.68 
-20.06 
53.81 
10,899.10 

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
1) In line with IAS 37.10 and IAS 1.54(l).
2) Computed as the difference between "total liabilities and equity" and the sum of the other sub-categories.
3) Computed as the difference between "equity" and the sum of the other sub-categories.
4) G-SIBs: global systemically important banks. Data based on the last available list of G-SIBs as published by the Financial Stability Board.

Supervisory Banking Statistics, Second quarter 201925T02.04.3 Composition of liabilities and equity by classification (risk-based) 1)
(EUR billions)

Liabilities and equity
(Q2 2019)

Deposits

Central banks
General governments
Credit institutions
Other financial corporations
Non-financial corporations
Households

Debt securities issued
of which: subordinated

Derivatives

of which: trading

Provisions 2)
Other liabilities 3)
Equity

Paid-up capital
Reserves
Minority interests
Other comprehensive income
Other 4)

Total liabilities and equity

Total

Banks with low risk

Banks with medium,
high risk and non-rated

14,274.49 
904.74 
594.18 
1,624.66 
2,135.75 
2,917.27 
6,097.88 
3,793.64 
276.57 
1,677.04 
1,455.59 
136.81 
1,279.15 
1,489.41 
643.79 
719.01 
59.45 
-43.19 
110.35 
22,650.53 

8,923.30 
530.19 
334.86 
927.55 
1,391.60 
1,803.14 
3,935.96 
2,590.52 
183.94 
853.47 
697.93 
80.37 
664.80 
932.03 
345.58 
497.35 
36.56 
-19.16 
71.70 
14,044.49 

5,351.19 
374.54 
259.33 
697.11 
744.16 
1,114.13 
2,161.92 
1,203.12 
92.62 
823.57 
757.66 
56.44 
614.36 
557.37 
298.22 
221.66 
22.89 
-24.03 
38.65 
8,606.05 

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) 
are available.
1) Risk-based classification using Supervisory Review and Evaluation Process (SREP) results. Non-rated banks are those which have not 
been assigned a score in a specific SREP cycle, owing for example a recent change in significance, a merger or restructuring, etc. 
Classification as non-rated does not therefore necessarily indicate a high risk.
2) In line with IAS 37.10 and IAS 1.54(l).
3) Computed as the difference between "total liabilities and equity" and the sum of the other sub-categories.
4) Computed as the difference between "equity" and the sum of the other sub-categories.

Supervisory Banking Statistics, Second quarter 201926 
T02.05.1 Total exposure to general governments by country of the counterparty by reference period
(EUR millions)

Exposure to General governments

Q4 2018

Q2 2019

SSM 

Belgium
Germany
Estonia
Ireland
Greece
Spain
France
Italy
Cyprus
Latvia
Lithuania
Luxembourg
Malta
Netherlands
Austria
Portugal
Slovenia
Slovakia
Finland

Non-SSM EEA 1) 
Non-EEA Europe 2)
RoW 3)
Total non-domestic unallocated exposure 4)
Total exposure

123,611.71 
358,760.19 
C
23,417.61 
16,047.05 
355,628.00 
631,391.17 
373,804.46 
7,676.92 
1,324.03 
1,397.67 
23,619.47 
C
193,213.21 
67,051.94 
46,155.80 
5,527.60 
12,311.39 
92,708.37 
211,269.34 
31,698.34 
369,416.17 
51,182.64 
2,998,911.16 

119,498.42 
264,501.22 
739.44 
21,774.18 
20,560.95 
339,097.48 
676,983.86 
416,166.49 
8,044.47 
1,343.37 
1,470.79 
23,155.97 
1,348.22 
196,399.13 
63,024.57 
47,690.79 
5,095.02 
10,554.28 
82,406.58 
234,419.64 
30,556.84 
380,006.19 
61,791.06 
3,006,628.95 

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial 
reporting (FINREP) are available. In accordance with Article 5(b), point 3  of Regulation (EU) No 680/2014, reporting 
requirements apply to sovereign exposures where the aggregate carrying amount of financial assets from the “General 
governments” counterparty sector is equal to or higher than 1% of the sum of the total carrying amounts for “Debt 
securities” and “Loans and advances”. Therefore, the sample of entities in the table is smaller than the full sample of 
entities. Specifically, there are 106 banks in the fourth quarter of 2018 and 106 in the second quarter of 2019. The number 
of entities per reference period reflects changes resulting from amendments to the list of SIs following assessments by ECB 
Banking Supervision, which generally occur on an annual basis, and mergers and acquisitions.
C: the value is suppressed for confidentiality reasons.
1) Countries in the European Economic Area (EEA) not participating in the Single Supervisory Mechanism (SSM).
2) European countries not in the EEA.
3) RoW: rest of the world, i.e. all countries except European countries.
4) Institutions whose non-domestic sovereign exposures are less than 10% of their total sovereign exposures are required 
to report the exposure at an aggregated level only.

Supervisory Banking Statistics, Second quarter 201927T02.05.2 Total exposure to general governments by country of the counterparty by country/1
(EUR millions)

Exposure to General governments
(Q2 2019)
SSM 

Belgium
Germany
Estonia
Ireland
Greece
Spain
France
Italy
Cyprus
Latvia
Lithuania
Luxembourg
Malta
Netherlands
Austria
Portugal
Slovenia
Slovakia
Finland

Non-SSM EEA 1) 
Non-EEA Europe 2)
RoW 3)
Total non-domestic unallocated exposure 4)
Total exposure

Total

Belgium

Germany

Estonia

Ireland

Greece

Spain

France

Italy

Cyprus

119,498.42 
264,501.22 
739.44 
21,774.18 
20,560.95 
339,097.48 
676,983.86 
416,166.49 
8,044.47 
1,343.37 
1,470.79 
23,155.97 
1,348.22 
196,399.13 
63,024.57 
47,690.79 
5,095.02 
10,554.28 
82,406.58 
234,419.64 
30,556.84 
380,006.19 
61,791.06 
3,006,628.95

53,094.69 
1,027.68 
C
1,725.90 
C
7,607.71 
12,921.93 
23,234.60 
C
71.64 
C
1,385.22 
C
1,402.89 
C
C
407.71 
C
324.80 
49,331.98 
5.32 
17,467.98 
C
177,712.75

4,225.41 
174,467.59 
C
471.49 
C
5,703.48 
7,471.92 
11,615.40 
C
331.81 
C
382.45 
5.23 
1,919.58 
10,700.60 
1,712.88 
183.30 
189.96 
995.78 
19,251.30 
1,315.90 
53,213.19 
22,636.64 

317,451.29

C
C
565.64 
C
C
C
C
C
C
89.08 
378.02 
C
C
C
C
C
C
C
C
C
C
C
C
1,087.92

1,029.91 
1,229.58 
C
12,648.70 
C
1,834.51 
3,110.18 
1,591.25 
C
C
C
C
C
344.58 
C
C
C
12.88 
C
5,061.43 
1.56 
2,170.76 
C
31,027.23

C
C
C
C
18,741.51 
610.10 
C
4,052.04 
880.13 
C
C
1,107.15 
C
C
C
136.05 
C
C
C
566.47 
437.54 
C
C
28,562.12

C
C
C
232.87 
0.51 
260,800.84 
4,097.11 
39,211.07 
C
C
C
C
C
C
C
14,990.71 
C
C
C
C
113.66 
87,751.14 
C
441,989.72

28,558.37 
27,472.19 
C
3,054.75 
290.52 
17,057.98 
625,169.54 
48,865.59 
C
C
C
9,359.57 
C
4,380.98 
3,192.54 
4,790.61 
568.45 
378.73 
2,760.28 
26,393.81 
6,628.06 
118,991.21 
7,438.86 

1,047.12 
19,820.32 
C
969.07 
C
33,348.88 
8,657.14 
284,442.66 
C
C
43.20 
391.30 
C
577.47 
C
1,139.42 
C
1,047.48 
37.23 
C
3,641.44 
32,233.54 
7,548.04 

935,457.20

440,827.80

C
22.07 
C
C
C
C
C
C
7,132.76 
C
C
C
C
C
C
C
C
C
C
C
C
174.80 
C
12,788.73

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available; only the banks that have to comply with the sovereign exposures requirement are accounted in the table.
C: the value is suppressed for confidentiality reasons.
1) Countries in the European Economic Area (EEA) not participating in the Single Supervisory Mechanism (SSM).
2) European countries not in the EEA.
3) RoW: rest of the world, i.e. all countries except European countries.
4) Institutions whose non-domestic sovereign exposures are less than 10% of their total sovereign exposures are required to report the exposure at an aggregated level only.

Supervisory Banking Statistics, Second quarter 201928T02.05.2 Total exposure to general governments by country of the counterparty by country/2
(EUR millions)

Exposure to General governments
(Q2 2019)
SSM 

Belgium
Germany
Estonia
Ireland
Greece
Spain
France
Italy
Cyprus
Latvia
Lithuania
Luxembourg
Malta
Netherlands
Austria
Portugal
Slovenia
Slovakia
Finland

Non-SSM EEA 1)
Non-EEA Europe 2)
RoW 3)
Total non-domestic unallocated exposure 4)
Total exposure

Latvia

Lithuania

Luxembourg

Malta

Netherlands

Austria

Portugal

Slovenia

Slovakia 5)

Finland

C
C
C
C
C
C
C
C
C
312.79 
47.07 
C
C
C
C
C
C
C
C
C
C
C
C
407.97

C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C

1,391.52 
268.39 
C
498.67 
C
1,274.68 
1,988.71 
C
C
22.05 
104.51 
6,076.17 
C
73.47 
170.27 
C
47.75 
268.03 
62.82 
707.69 
8,755.94 
1,795.61 
433.89 
24,312.00

C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C

28,276.92 
29,463.30 
C
529.99 
C
C
11,317.34 
334.80 
C
C
C
2,846.43 
C
186,149.86 
7,309.90 
38.48 
C
C
7,617.17 
11,431.72 
2,901.63 
36,189.27 
8,643.99 
337,914.56

314.62 
2,131.30 
C
462.07 
C
702.35 
682.19 
1,199.67 
C
49.52 
71.46 
387.82 
C
159.28 
29,252.11 
167.72 
602.39 
5,672.78 
145.45 
34,000.97 
5,822.14 
1,232.82 
202.78 
83,263.80

136.77 
C
C
930.14 
C
5,080.31 
635.71 
1,174.81 
C
C
C
508.56 
C
C
C
19,719.08 
C
C
C
C
C
3,777.68 
C
36,691.53

227.30 
C
C
123.85 
C
139.38 
174.61 
43.71 
C
53.22 
53.17 
C
C
109.84 
142.13 
C
2,616.79 
119.79 
68.80 
368.07 
C
119.46 
119.26 
5,238.64

-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-

396.17 
5,426.73 
C
C
C
C
223.65 
C
C
C
C
575.10 
C
C
C
C
C
C
69,808.01 
C
C
C
C
128,654.77

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available; only the banks that have to comply with the sovereign exposures requirement are accounted 
in the table.
C: the value is suppressed for confidentiality reasons.
1) Countries in the European Economic Area (EEA) not participating in the Single Supervisory Mechanism (SSM).
2) European countries not in the EEA.
3) RoW: rest of the world, i.e. all countries except European countries.
4) Institutions whose non-domestic sovereign exposures are less than 10% of their total sovereign exposures are required to report the exposure at an aggregated level only.
5) There are no significant institutions at the highest level of consolidation in Slovakia.

Supervisory Banking Statistics, Second quarter 201929T02.05.3 Total exposure to general governments by country of the counterparty by classification (size)
(EUR millions)

Exposure to General governments
(Q2 2019)

Banks with total assets

Total

Less than €30 
billion

Between €30 
billion and €100 
billion

Between €100 
billion and €200 
billion

More than €200 
billion

G-SIBs 5)

SSM 

Belgium
Germany
Estonia
Ireland
Greece
Spain
France
Italy
Cyprus
Latvia
Lithuania
Luxembourg
Malta
Netherlands
Austria
Portugal
Slovenia
Slovakia
Finland

Non-SSM EEA 1)
Non-EEA Europe 2)
RoW 3)
Total non-domestic unallocated exposure 4)
Total exposure

119,498.42 
264,501.22 
739.44 
21,774.18 
20,560.95 
339,097.48 
676,983.86 
416,166.49 
8,044.47 
1,343.37 
1,470.79 
23,155.97 
1,348.22 
196,399.13 
63,024.57 
47,690.79 
5,095.02 
10,554.28 
82,406.58 
234,419.64 
30,556.84 
380,006.19 
61,791.06 
3,006,628.95

2,987.94 
813.94 
565.64 
595.20 
10.74 
1,418.52 
2,692.67 
4,658.99 
7,142.35 
525.33 
1,104.07 
4,198.04 
C
573.65 
2,003.20 
197.18 
2,847.29 
354.59 
184.82 
1,538.47 
9,477.96 
1,952.98 
C
52,062.09

C
33,676.81 
C
8,816.23 
18,819.79 
63,273.62 
82,568.94 
82,966.43 
901.91 
141.99 
114.35 
6,034.44 
C
C
17,784.68 
23,460.07 
350.63 
C
C
12,881.18 
C
14,732.48 
5,047.81 
483,534.65

C
14,162.79 
C
C
C
11,907.10 
15,010.42 
123,288.05 
C
231.73 
91.64 
770.63 
C
C
11,837.24 
C
94.44 
C
C
20,891.22 
C
22,524.38 
C
380,000.50

30,433.93 
149,703.80 
C
C
C
185,349.70 
144,788.03 
94,616.88 
C
271.68 
C
2,659.73 
C
22,548.19 
15,291.92 
C
709.25 
7,025.99 
32,471.68 
108,268.10 
5,309.34 
112,062.61 
36,544.75 
956,985.51

43,970.74 
66,143.88 
0.06 
3,504.92 
911.22 
77,148.54 
431,923.80 
110,636.14 
C
172.64 
C
9,493.14 
4.85 
13,942.47 
16,107.53 
14,251.01 
1,093.42 
1,006.76 
5,464.81 
90,840.67 
6,928.34 
228,733.74 
11,704.99 
1,134,046.21

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available; only the banks that have to comply with the 
sovereign exposures requirement are accounted in the table.
C: the value is suppressed for confidentiality reasons.
1) Countries in the European Economic Area (EEA) not participating in the Single Supervisory Mechanism (SSM).
2) European countries not in the EEA.
3) RoW: rest of the world, i.e. all countries except European countries.
4) Institutions whose non-domestic sovereign exposures are less than 10% of their total sovereign exposures are required to report the exposure at an aggregated level only.
5) G-SIBs: global systemically important banks. Data based on the last available list of G-SIBs as published by the Financial Stability Board.

Supervisory Banking Statistics, Second quarter 201930T02.05.3 Total exposure to general governments by country of the counterparty by classification (risk-based) 1)
(EUR millions)

Exposure to General governments
(Q2 2019)

Total

Banks with low risk

Banks with medium,
high risk and non-rated

SSM 

Belgium
Germany
Estonia
Ireland
Greece
Spain
France
Italy
Cyprus
Latvia
Lithuania
Luxembourg
Malta
Netherlands
Austria
Portugal
Slovenia
Slovakia
Finland

Non-SSM EEA 2)
Non-EEA Europe 3)
RoW 4)
Total non-domestic unallocated exposure 5)
Total exposure

119,498.42 
264,501.22 
739.44 
21,774.18 
20,560.95 
339,097.48 
676,983.86 
416,166.49 
8,044.47 
1,343.37 
1,470.79 
23,155.97 
1,348.22 
196,399.13 
63,024.57 
47,690.79 
5,095.02 
10,554.28 
82,406.58 
234,419.64 
30,556.84 
380,006.19 
61,791.06 
3,006,628.95

109,853.62 
164,979.51 
C
6,618.51 
1,003.30 
206,985.25 
620,241.65 
149,920.15 
C
881.56 
1,033.30 
17,314.82 
C
191,250.43 
18,934.32 
17,256.61 
682.04 
3,865.00 
C
101,022.83 
16,407.08 
232,851.57 
45,047.11 
1,961,692.22

9,644.81 
99,521.71 
C
15,155.67 
19,557.66 
132,112.23 
56,742.21 
266,246.35 
C
461.81 
437.49 
5,841.16 
C
5,148.70 
44,090.25 
30,434.17 
4,412.99 
6,689.29 
C
133,396.81 
14,149.75 
147,154.62 
16,743.95 
1,044,936.74

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are 
available; only the banks that have to comply with the sovereign exposures requirement are accounted in the table.
C: the value is suppressed for confidentiality reasons.
1) Risk-based classification using Supervisory Review and Evaluation Process (SREP) results. Non-rated banks are those which have not 
been assigned a score in a specific SREP cycle, owing for example a recent change in significance, a merger or restructuring, etc. 
Classification as non-rated does not therefore necessarily indicate a high risk. Data for the calculation of exposure to general governments for 
the fourth quarter of 2018 for one significant institution (total assets less than €30 billion) has been excluded due to data quality issues at the 
cut-off date.
2) Countries in the European Economic Area (EEA) not participating in the Single Supervisory Mechanism (SSM).
3) European countries not in the EEA.
4) RoW: rest of the world, i.e. all countries except European countries.
5) Institutions whose non-domestic sovereign exposures are less than 10% of their total sovereign exposures are required to report the 
exposure at an aggregated level only.

Supervisory Banking Statistics, Second quarter 201931T03.01.1 Total capital ratio and its components by reference period
(EUR billions; percentages)

Indicator

Total risk exposure amount
CET1 ratio 1) 2)
Tier 1 ratio 2)
Total capital ratio 2)

Q2 2018

7,784.58
14.10%
15.30%
17.76%

Q3 2018

7,738.13
14.19%
15.40%
17.83%

Q4 2018

7,929.79
14.40%
15.60%
18.01%

Q1 2019

8,233.25
14.34%
15.59%
18.00%

Q2 2019

8,205.10 
14.34%
15.55%
18.01%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) 
are available. Specifically, there are 109 banks in the second and third quarter of 2018, 110 in the fourth quarter of 2018, 114 in the first 
quarter of 2019 and 111 in the second quarter of 2019. The number of entities per reference period reflects changes resulting from 
amendments to the list of SIs following assessments by ECB Banking Supervision, which generally occur on an annual basis, and 
mergers and acquisitions.
1) CET1 stands for Common Equity Tier 1.
2) Total capital, Tier 1 and CET1 follow the transitional provisions laid down in Articles 465 to 491 of Regulation (EU) No 575/2013 on 
prudential requirements for credit institutions and investment firms (CRR).

Supervisory Banking Statistics, Second quarter 201932T03.01.2 Total capital ratio and its components by country
(EUR billions; percentages)

Country
(Q2 2019)

Belgium
Germany
Estonia
Ireland
Greece
Spain
France
Italy
Cyprus
Latvia
Lithuania
Luxembourg
Malta
Netherlands
Austria
Portugal
Slovenia
Slovakia 1)
Finland
Total

Total risk exposure 
amount

Total capital 2)

Tier 1 2)

CET1 2) 3)

206.30
1,176.19
C
224.97
173.62
1,455.22
2,505.22
1,075.29
21.24
4.70
C
55.24
9.35
656.36
265.05
123.48
14.08
-
216.94
8,205.10

Amount
43.90
211.13
C
47.62
28.59
222.56
459.14
178.38
3.88
1.09
C
11.30
1.87
148.25
47.76
18.79
2.64
-
44.83
1,477.36

Ratio
21.28%
17.95%
28.04%
21.17%
16.47%
15.29%
18.33%
16.59%
18.26%
23.26%
C
20.46%
20.03%
22.59%
18.02%
15.22%
18.75%
-
20.67%
18.01%

Amount
39.78
181.58
C
43.51
27.13
193.87
393.58
154.42
3.68
1.08
C
11.11
1.59
119.92
39.81
17.03
2.59
-
39.94
1,276.23

Ratio
19.28%
15.44%
28.02%
19.34%
15.63%
13.32%
15.71%
14.36%
17.32%
22.88%
C
20.12%
17.03%
18.27%
15.02%
13.79%
18.43%
-
18.41%
15.55%

Amount
37.67
168.59
C
42.26
27.13
173.06
364.62
143.09
3.33
1.08
C
10.96
1.59
106.99
36.55
15.90
2.59
-
35.58
1,176.59

Ratio
18.26%
14.33%
28.02%
18.78%
15.62%
11.89%
14.55%
13.31%
15.67%
22.88%
C
19.85%
17.03%
16.30%
13.79%
12.88%
18.43%
-
16.40%
14.34%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are 
available.
C: the value is suppressed for confidentiality reasons.
1) There are no significant institutions at the highest level of consolidation in Slovakia.
2) Total capital, Tier 1 and CET1 follow the transitional provisions laid down in Articles 465 to 491 of Regulation (EU) No 575/2013 on prudential 
requirements for credit institutions and investment firms (CRR).
3) CET1 stands for Common Equity Tier 1.

Supervisory Banking Statistics, Second quarter 201933T03.01.3 Total capital ratio and its components by classification (geographical diversification)
(EUR billions; percentages)

Category
(Q2 2019)

Total risk exposure 
amount

Total capital 5)

Tier 1 5)

Banks with significant domestic exposures 1)
Banks with largest non-domestic exposures

SSM
Non-SSM EEA  2)
Non-EEA Europe  3)
RoW  4)

Total

587.45

2,821.21
803.68
70.60
3,922.15
8,205.10

Amount
106.76

518.06
149.78
11.57
691.20
1,477.36

Ratio
18.17%

18.36%
18.64%
16.38%
17.62%
18.01%

Amount
97.89

453.87
132.55
11.23
580.68
1,276.23

Ratio
16.66%

16.09%
16.49%
15.91%
14.81%
15.55%

CET1 5) 6)

Amount
97.02

425.68
121.30
11.22
521.36
1,176.59

Ratio
16.52%

15.09%
15.09%
15.89%
13.29%
14.34%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
1) Domestic exposures more than 95% of total debt securities and loans and advances.
2) Countries in the European Economic Area (EEA) not participating in the Single Supervisory Mechanism (SSM).
3) European countries not in the EEA.
4) RoW: rest of the world, i.e. all countries except European countries.
5) Total capital, Tier 1 and CET1 follow the transitional provisions laid down in Articles 465 to 491 of Regulation (EU) No 575/2013 on prudential requirements for credit institutions and 
investment firms (CRR).
6) CET1 stands for Common Equity Tier 1.

Supervisory Banking Statistics, Second quarter 201934T03.01.3 Total capital ratio and its components by classification (size)
(EUR billions; percentages)

Category
(Q2 2019)

Banks with total assets
Less than €30 billion
Between €30 billion and €100 billion
Between €100 billion and €200 billion
More than €200 billion

G-SIBs 1)
Total

Total risk exposure 
amount 

Total capital 2)

Tier 1 2)

CET1 2) 3)

Amount

Ratio

Amount

Ratio

Amount

Ratio

136.42
1,242.87
605.24
2,572.36
3,648.21
8,205.10

25.99
242.81
108.13
478.63
621.79
1,477.36

19.05%
19.54%
17.87%
18.61%
17.04%
18.01%

24.14
225.24
95.65
397.27
533.93
1,276.23

17.69%
18.12%
15.80%
15.44%
14.64%
15.55%

23.31
220.65
91.23
363.85
477.54
1,176.59

17.09%
17.75%
15.07%
14.14%
13.09%
14.34%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
1) G-SIBs: global systemically important banks. Data based on the last available list of G-SIBs as published by the Financial Stability Board.
2) Total capital, Tier 1 and CET1 follow the transitional provisions laid down in Articles 465 to 491 of Regulation (EU) No 575/2013 on prudential requirements for credit institutions and 
investment firms (CRR).
3) CET1 stands for Common Equity Tier 1.

Supervisory Banking Statistics, Second quarter 201935T03.01.3 Total capital ratio and its components by classification (risk-based) 1)
(EUR billions; percentages)

Category
(Q2 2019)

Banks with low risk
Banks with medium, high risk and non-rated
Total

Total risk exposure 
amount

Total capital 2)

Tier 1 2)

CET1 2) 3)

5,029.12
3,175.98
8,205.10

Amount
920.51
556.85
1,477.36

Ratio
18.30%
17.53%
18.01%

Amount
790.20
486.03
1,276.23

Ratio
15.71%
15.30%
15.55%

Amount
729.08
447.51
1,176.59

Ratio
14.50%
14.09%
14.34%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
1) Risk-based classification using Supervisory Review and Evaluation Process (SREP) results. Non-rated banks are those which have not been assigned a score in a specific SREP 
cycle, owing for example a recent change in significance, a merger or restructuring, etc. Classification as non-rated does not therefore necessarily indicate a high risk.
2) Total capital, Tier 1 and CET1 follow the transitional provisions laid down in Articles 465 to 491 of Regulation (EU) No 575/2013 on prudential requirements for credit institutions and 
investment firms (CRR).
3) CET1 stands for Common Equity Tier 1.

Supervisory Banking Statistics, Second quarter 201936T03.02.1 CET1 ratio band by reference period
(number of institutions)

Indicator
CET1 ratio 1) ≤ 10%
10% < CET1 ratio ≤ 20%
CET1 ratio > 20%
Total

Q2 2018

Q3 2018

Q4 2018

Q1 2019

Q2 2019

1
83
25
109

1
80
28
109

1
81
28
110

2
83
29
114

3
83
25
111

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) 
are available. Specifically, there are 109 banks in the second and third quarter of 2018, 110 in the fourth quarter of 2018, 114 in the first 
quarter of 2019 and 111 in the second quarter of 2019. The number of entities per reference period reflects changes resulting from 
amendments to the list of SIs following assessments by ECB Banking Supervision, which generally occur on an annual basis, and 
mergers and acquisitions.
1) CET1 stands for Common Equity Tier 1. It follows the transitional provisions laid down in Articles 465 to 491 of Regulation (EU) No 
575/2013 on prudential requirements for credit institutions and investment firms (CRR).

Supervisory Banking Statistics, Second quarter 201937T03.02.2 CET1 ratio band by country
(number of institutions)

Country
(Q2 2019)
Belgium
Germany
Estonia
Ireland
Greece
Spain
France
Italy
Cyprus
Latvia
Lithuania
Luxembourg
Malta
Netherlands
Austria
Portugal
Slovenia
Slovakia 1)
Finland
Total

CET1 ratio 2) ≤ 10%

10% < CET1 ratio ≤ 20%

CET1 ratio > 20%

-
1
-
-
-
-
-
1
-
1
-
-
-
-
-
-
-
-
-
3

4
15
-
4
4
12
9
11
2
1
1
2
3
3
6
3
1
-
2
83

3
3
3
2
-
-
2
-
1
1
1
3
-
3
-
-
2
-
1
25

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial 
reporting (FINREP) are available.
1) There are no significant institutions at the highest level of consolidation in Slovakia.
2) CET1 stands for Common Equity Tier 1. It follows the transitional provisions laid down in Articles 465 to 491 of Regulation 
(EU) No 575/2013 on prudential requirements for credit institutions and investment firms (CRR).

Supervisory Banking Statistics, Second quarter 201938T03.02.3 CET1 ratio band by classification (geographical diversification)
(number of institutions)

Category
(Q2 2019)
Banks with significant domestic exposures 1)
Banks with largest non-domestic exposures

SSM
Non-SSM EEA  2)
Non-EEA Europe  3)
RoW  4)

Total

CET1 ratio 5) ≤ 10%

10% < CET1 ratio ≤ 20%

CET1 ratio > 20%

1

2
-
-
-
3

12

42
13
3
13
83

3

15
4
2
1
25

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
1) Domestic exposures more than 95% of total debt securities and loans and advances.
2) Countries in the European Economic Area (EEA) not participating in the Single Supervisory Mechanism (SSM).
3) European countries not in the EEA.
4) RoW: rest of the world, i.e. all countries except European countries.
5) CET1 stands for Common Equity Tier 1. It follows the transitional provisions laid down in Articles 465 to 491 of Regulation (EU) No 575/2013 on prudential 
requirements for credit institutions and investment firms (CRR).

Supervisory Banking Statistics, Second quarter 201939T03.02.3 CET1 ratio band by classification (size)
(number of institutions)

Category
(Q2 2019)
Banks with total assets
Less than €30 billion
Between €30 billion and €100 billion
Between €100 billion and €200 billion
More than €200 billion

G-SIBs 1)
Total

CET1 ratio 2) ≤ 10%

10% < CET1 ratio ≤ 20%

CET1 ratio > 20%

2
-
1
-
-
3

15
33
9
18
8
83

9
14
2
-
-
25

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
1) G-SIBs: global systemically important banks. Data based on the last available list of G-SIBs as published by the Financial Stability Board.
2) CET1 stands for Common Equity Tier 1. It follows the transitional provisions laid down in Articles 465 to 491 of Regulation (EU) No 575/2013 on prudential 
requirements for credit institutions and investment firms (CRR).

Supervisory Banking Statistics, Second quarter 201940T03.03.1 Leverage ratios by reference period
(EUR billions; percentages)

Leverage ratio and its components

Exposure values

Assets other than derivatives and securities financing transactions
Derivatives
Securities financing transactions
Off-balance sheet items
Deductions of exposures to public sector entities funding general interest 
investments

Fully phased-in definition
Tier 1 capital
Total exposure

Exposure values
Asset amount deducted from Tier 1 capital
Leverage ratio (fully phased-in definition)
Transitional definition
Tier 1 capital
Total exposure

Exposure values
Asset amount deducted from Tier 1 capital

Leverage ratio (transitional definition)

Q2 2018

Q3 2018

22,420.43 
18,544.50 
C
1,483.92 
1,621.75 

22,591.25 
18,564.94 
C
1,536.38 
1,653.22 

Q4 2018 1)
22,604.67 
18,760.27 
C
1,395.66 
1,699.27 

Q1 2019

Q2 2019

23,957.63 
19,810.05 
C
1,673.44 
1,791.30 

23,739.17 
19,564.64 
C
1,712.37 
1,825.55 

C

C

C

C

C

1,141.39 
22,217.41 
22,420.43 
-203.03 
5.14%

1,190.80 
22,234.16 
22,420.43 
-186.28 
5.36%

1,144.44 
22,391.23 
22,591.25 
-200.02 
5.11%

1,191.74 
22,406.35 
22,591.25 
-184.89 
5.32%

1,185.53 
22,398.50 
22,604.67 
-206.17 
5.29%

1,233.57 
22,413.75 
22,604.67 
-190.92 
5.50%

1,240.94 
23,743.82 
23,957.63 
-213.81 
5.23%

1,283.76 
23,761.02 
23,957.63 
-196.61 
5.40%

1,232.95 
23,529.18 
23,739.17 
-209.98 
5.24%

1,276.23 
23,546.09 
23,739.17 
-193.08 
5.42%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available. Specifically, there are 109 banks in 
the second and third quarter of 2018, 110 in the fourth quarter of 2018, 114 in the first quarter of 2019 and 111 in the second quarter of 2019. The number of entities per reference period 
reflects changes resulting from amendments to the list of SIs following assessments by ECB Banking Supervision, which generally occur on an annual basis, and mergers and acquisitions.
C: the value is suppressed for confidentiality reasons.
1) Data for the calculation of the leverage ratio for the fourth quarter of 2018 were not available for one significant institution.

Supervisory Banking Statistics, Second quarter 201941T03.03.2 Leverage ratios by country/1
(EUR billions; percentages)

Leverage ratio and its components
(Q2 2019)
Exposure values

Assets other than derivatives and securities financing transactions
Derivatives
Securities financing transactions
Off-balance sheet items
Deductions of exposures to public sector entities funding general interest 
investments

Fully phased-in definition
Tier 1 capital
Total exposure

Exposure values
Asset amount deducted from Tier 1 capital
Leverage ratio (fully phased-in definition)
Transitional definition
Tier 1 capital
Total exposure

Exposure values
Asset amount deducted from Tier 1 capital

Leverage ratio (transitional definition)

Total

Belgium

Germany

Estonia

Ireland

Greece

Spain

France

Italy

Cyprus

23,739.17 
19,564.64 
C
1,712.37 
1,825.55 

C

1,232.95 
23,529.18 
23,739.17 
-209.98 
5.24%

1,276.23 
23,546.09 
23,739.17 
-193.08 
5.42%

648.63 
595.15 
C
42.20 
37.79 

C

39.61 
645.31 
648.63 
-3.32 
6.14%

39.78 
645.31 
648.63 
-3.32 
6.17%

3,954.68 
3,180.58 
C
266.18 
274.49 

C

175.69 
3,934.96 
3,954.68 
-19.72 
4.46%

181.58 
3,934.97 
3,954.68 
-19.72 
4.61%

C
C
C
C
C

C

C
C
C
C
12.90%

C
C
C
C
12.90%

443.68 
359.69 
C
17.81 
58.89 

C

41.28 
436.48 
443.68 
-7.19 
9.46%

43.51 
438.58 
443.68 
-5.10 
9.92%

250.56 
235.77 
C
5.83 
6.55 

C

21.86 
243.51 
250.56 
-7.05 
8.98%

27.13 
248.48 
250.56 
-2.08 
10.92%

3,519.16 
3,046.96 
C
151.31 
250.56 

7,785.60 
6,126.91 
C
814.86 
657.83 

2,688.30 
2,187.39 
C
165.55 
286.06 

C

C

C

188.15 
3,457.05 
3,519.16 
-62.11 
5.44%

193.87 
3,460.13 
3,519.16 
-59.03 
5.60%

386.08 
7,728.07 
7,785.60 
-57.53 
5.00%

393.58 
7,728.07 
7,785.60 
-57.53 
5.09%

141.01 
2,655.54 
2,688.30 
-32.76 
5.31%

154.42 
2,662.05 
2,688.30 
-26.25 
5.80%

43.77 
42.52 
C
0.06 
1.18 

C

3.38 
43.44 
43.77 
-0.33 
7.79%

3.68 
43.65 
43.77 
-0.12 
8.43%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
C: the value is suppressed for confidentiality reasons.

Supervisory Banking Statistics, Second quarter 201942T03.03.2 Leverage ratios by country/2
(EUR billions; percentages)

Leverage ratio and its components
(Q2 2019)
Exposure values

Assets other than derivatives and securities financing transactions
Derivatives
Securities financing transactions
Off-balance sheet items
Deductions of exposures to public sector entities funding general interest 
investments

Fully phased-in definition
Tier 1 capital
Total exposure

Exposure values
Asset amount deducted from Tier 1 capital
Leverage ratio (fully phased-in definition)
Transitional definition
Tier 1 capital
Total exposure

Exposure values
Asset amount deducted from Tier 1 capital

Leverage ratio (transitional definition)

Latvia

Lithuania

Luxembourg

Malta

Netherlands

Austria

Portugal

Slovenia

Slovakia 1)

Finland

10.50 
9.82 
C
C
0.61 

C

1.08 
10.45 
10.50 
-0.05 
10.29%

1.08 
10.45 
10.50 
-0.05 
10.30%

C
C
C
C
C

C

C
C
C
C
C

C
C
C
C
C

163.03 
146.33 
C
8.13 
6.92 

C

11.11 
161.78 
163.03 
-1.25 
6.87%

11.11 
161.78 
163.03 
-1.25 
6.87%

21.71 
20.75 
C
C
0.93 

C

1.58 
21.56 
21.71 
-0.15 
7.33%

1.59 
21.57 
21.71 
-0.14 
7.38%

2,615.63 
2,235.31 
C
157.66 
146.33 

C

117.61 
2,608.15 
2,615.63 
-7.49 
4.51%

119.92 
2,608.15 
2,615.63 
-7.49 
4.60%

569.38 
490.23 
C
38.67 
32.21 

C

39.64 
565.95 
569.38 
-3.44 
7.00%

39.81 
565.95 
569.38 
-3.44 
7.03%

225.90 
213.35 
C
0.29 
11.27 

C

16.78 
224.40 
225.90 
-1.50 
7.48%

17.03 
224.42 
225.90 
-1.48 
7.59%

24.66 
21.93 
C
C
2.67 

C

2.59 
24.55 
24.66 
-0.11 
10.57%

2.59 
24.55 
24.66 
-0.11 
10.57%

-
-
-
-
-

-

-
-
-
-
-

-
-
-
-
-

722.47 
603.48 
C
C
48.46 

C

39.88 
716.59 
722.47 
-5.88 
5.57%

39.94 
716.59 
722.47 
-5.88 
5.57%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
C: the value is suppressed for confidentiality reasons.
1) There are no significant institutions at the highest level of consolidation in Slovakia.

Supervisory Banking Statistics, Second quarter 201943T03.03.3 Leverage ratios by classification (geographical diversification)
(EUR billions; percentages)

Leverage ratio and its components
(Q2 2019)

Exposure values

Assets other than derivatives and securities financing transactions
Derivatives
Securities financing transactions
Off-balance sheet items
Deductions of exposures to public sector entities funding general interest 
investments

Fully phased-in definition
Tier 1 capital
Total exposure

Exposure values
Asset amount deducted from Tier 1 capital
Leverage ratio (fully phased-in definition)
Transitional definition
Tier 1 capital
Total exposure

Exposure values
Asset amount deducted from Tier 1 capital

Leverage ratio (transitional definition)

Total

23,739.17 
19,564.64 
C
1,712.37 
1,825.55 

Banks with 
significant 
domestic 
exposures 1)
1,392.17 
1,302.21 
C
32.49 
79.48 

C

C

1,232.95 
23,529.18 
23,739.17 
-209.98 
5.24%

1,276.23 
23,546.09 
23,739.17 
-193.08 
5.42%

93.29 
1,378.74 
C
C
6.77%

97.89 
1,381.93 
1,392.17 
-10.24 
7.08%

Banks with largest non-domestic exposures

SSM

8,141.12 
6,993.53 
C
424.87 
646.73 

C

437.12 
8,087.18 
8,141.12 
-53.94 
5.41%

453.87 
8,094.20 
8,141.12 
-46.92 
5.61%

Non-SSM 
EEA 2)

2,028.63 
1,754.82 
C
119.39 
116.48 

C

126.92 
2,005.15 
C
C
6.33%

132.55 
2,010.44 
2,028.63 
-18.19 
6.59%

Non-EEA 
Europe 3)

146.10 
133.32 
C
2.29 
8.87 

RoW 4)

12,031.15 
9,380.77 
625.82 
1,133.32 
973.99 

C

-82.74 

9.87 
144.29 
C
C
6.84%

11.23 
144.89 
146.10 
-1.21 
7.75%

565.74 
11,913.83 
12,031.15 
-117.32 
4.75%

580.68 
11,914.64 
12,031.15 
-116.51 
4.87%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
C: the value is suppressed for confidentiality reasons.
1) Domestic exposures more than 95% of total debt securities and loans and advances.
2) Countries in the European Economic Area (EEA) not participating in the Single Supervisory Mechanism (SSM).
3) European countries not in the EEA.
4) RoW: rest of the world, i.e. all countries except European countries.

Supervisory Banking Statistics, Second quarter 201944T03.03.3 Leverage ratios by classification (size)
(EUR billions; percentages)

Leverage ratio and its components
(Q2 2019)

Exposure values

Assets other than derivatives and securities financing transactions
Derivatives
Securities financing transactions
Off-balance sheet items
Deductions of exposures to public sector entities funding general interest 
investments

Fully phased-in definition
Tier 1 capital
Total exposure

Exposure values
Asset amount deducted from Tier 1 capital
Leverage ratio (fully phased-in definition)
Transitional definition
Tier 1 capital
Total exposure

Exposure values
Asset amount deducted from Tier 1 capital

Leverage ratio (transitional definition)

Banks with total assets

Total

Less than €30 
billion

Between €30 
billion and €100 
billion

Between €100 
billion and €200 
billion

More than €200 
billion

23,739.17 
19,564.64 
C
1,712.37 
1,825.55 

C

1,232.95 
23,529.18 
23,739.17 
-209.98 
5.24%

1,276.23 
23,546.09 
23,739.17 
-193.08 
5.42%

341.19 
318.67 
C
6.70 
15.14 

C

23.52 
338.13 
341.19 
-3.06 
6.96%

24.14 
338.35 
341.19 
-2.84 
7.13%

2,797.05 
2,516.85 
C
72.47 
170.46 

C

214.64 
2,772.40 
2,797.05 
-24.65 
7.74%

225.24 
2,780.26 
2,797.05 
-16.79 
8.10%

1,701.38 
1,546.59 
C
71.12 
98.54 

C

90.29 
1,686.94 
1,701.38 
-14.44 
5.35%

95.65 
1,690.41 
1,701.38 
-10.97 
5.66%

G-SIBs 1)

11,464.85 
8,873.69 
542.10 
1,129.19 
1,002.61 

7,434.69 
6,308.84 
C
432.88 
538.79 

C

-82.74 

386.70 
7,374.44 
7,434.69 
-60.25 
5.24%

397.27 
7,379.80 
7,434.69 
-54.90 
5.38%

517.80 
11,357.27 
11,464.85 
-107.58 
4.56%

533.93 
11,357.27 
11,464.85 
-107.58 
4.70%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
C: the value is suppressed for confidentiality reasons.
1) G-SIBs: global systemically important banks. Data based on the last available list of G-SIBs as published by the Financial Stability Board.

Supervisory Banking Statistics, Second quarter 201945T03.03.3 Leverage ratios by classification (risk-based) 1)
(EUR billions; percentages)

Leverage ratio and its components
(Q2 2019)

Exposure values

Assets other than derivatives and securities financing transactions
Derivatives
Securities financing transactions
Off-balance sheet items
Deductions of exposures to public sector entities funding general interest 
investments

Fully phased-in definition
Tier 1 capital
Total exposure

Exposure values
Asset amount deducted from Tier 1 capital
Leverage ratio (fully phased-in definition)
Transitional definition
Tier 1 capital
Total exposure

Exposure values
Asset amount deducted from Tier 1 capital

Leverage ratio (transitional definition)

Total

Banks with low risk

Banks with medium,
high risk and non-rated

23,739.17 
19,564.64 
C
1,712.37 
1,825.55 

C

1,232.95 
23,529.18 
23,739.17 
-209.98 
5.24%

1,276.23 
23,546.09 
23,739.17 
-193.08 
5.42%

14,882.69 
12,399.69 
C
1,079.54 
1,108.14 

C

769.79 
14,748.26 
14,882.69 
-134.43 
5.22%

790.20 
14,752.72 
14,882.69 
-129.97 
5.36%

8,856.48 
7,164.96 
C
632.83 
717.40 

C

463.16 
8,780.92 
8,856.48 
-75.55 
5.27%

486.03 
8,793.37 
8,856.48 
-63.11 
5.53%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
C: the value is suppressed for confidentiality reasons.
1) Risk-based classification using Supervisory Review and Evaluation Process (SREP) results. Non-rated banks are those which have not been assigned a score in a 
specific SREP cycle, owing for example a recent change in significance, a merger or restructuring, etc. Classification as non-rated does not therefore necessarily 
indicate a high risk.

Supervisory Banking Statistics, Second quarter 201946T03.04.1 Leverage ratio band by reference period
(number of institutions)

Indicator
LR 1) ≤ 3%
3% < LR ≤ 6%
LR > 6%
Total

Q2 2018

Q3 2018

4
52
53
109

4
53
52
109

Q4 2018 2)
4
53
52
109

Q1 2019

Q2 2019

4
53
57
114

4
52
55
111

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) 
are available. Specifically, there are 109 banks in the second and third quarter of 2018, 110 in the fourth quarter of 2018, 114 in the first 
quarter of 2019 and 111 in the second quarter of 2019. The number of entities per reference period reflects changes resulting from 
amendments to the list of SIs following assessments by ECB Banking Supervision, which generally occur on an annual basis, and 
mergers and acquisitions.
1) LR stands for Leverage Ratio.
2) Data for the calculation of the leverage ratio for the fourth quarter of 2018 are not available for one significant institution.

Supervisory Banking Statistics, Second quarter 201947T03.04.2 Leverage ratio band by country
(number of institutions)

Category
(Q2 2019)
Belgium
Germany
Estonia
Ireland
Greece
Spain
France
Italy
Cyprus
Latvia
Lithuania
Luxembourg
Malta
Netherlands
Austria
Portugal
Slovenia
Slovakia 1)
Finland
Total

LR 2) ≤ 3%

3% < LR ≤ 6%

LR > 6%

-
1
-
-
-
-
2
-
-
-
-
-
-
1
-
-
-
-
-
4

4
11
-
1
-
9
6
9
1
1
-
3
-
5
-
-
-
-
2
52

3
7
3
5
4
3
3
3
2
2
2
2
3
-
6
3
3
-
1
55

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial 
reporting (FINREP) are available.
1) There are no significant institutions at the highest level of consolidation in Slovakia.
2) LR stands for Leverage Ratio.

Supervisory Banking Statistics, Second quarter 201948T03.04.3 Leverage ratio band by classification (geographical diversification)
(number of institutions)

Category
(Q2 2019)
Banks with significant domestic exposures 1)
Banks with largest non-domestic exposures

SSM
Non-SSM EEA  2)
Non-EEA Europe  3)
RoW  4)

Total

LR 5) ≤ 3%

3% < LR ≤ 6%

LR > 6%

1

3
-
-
-
4

8

28
3
2
11
52

7

28
14
3
3
55

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
1) Domestic exposures more than 95% of total debt securities and loans and advances.
2) Countries in the European Economic Area (EEA) not participating in the Single Supervisory Mechanism (SSM).
3) European countries not in the EEA.
4) RoW: rest of the world, i.e. all countries except European countries.
5) LR stands for Leverage Ratio.

Supervisory Banking Statistics, Second quarter 201949T03.04.3 Leverage ratio band by classification (size)
(number of institutions)

Category
(Q2 2019)
Banks with total assets
Less than €30 billion
Between €30 billion and €100 billion
Between €100 billion and €200 billion
More than €200 billion

G-SIBs 1)
Total

LR 2) ≤ 3%

3% < LR ≤ 6%

LR > 6%

1
2
1
-
-
4

8
16
6
14
8
52

17
29
5
4
-
55

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
1) G-SIBs: global systemically important banks. Data based on the last available list of G-SIBs as published by the Financial Stability Board.
2) LR stands for Leverage Ratio.

Supervisory Banking Statistics, Second quarter 201950T03.05.1 Risk exposures composition by reference period
(EUR billions; percentages)

Risk exposures

Credit risk-weighted exposure amounts

Standardised approach (SA)

of which: exposures to institutions
of which: exposures to corporates
of which: exposures to retail
of which: exposures secured by mortgages on immovable property

Internal ratings based approach (IRB) 
of which: exposures to institutions
of which: exposures to corporates  1)
of which: exposures to retail  2)
of which: exposures to retail secured by real estate  3)

Risk exposure for contributions to the default fund of a CCP 4)

Settlement/delivery risk exposure amount
Market risk exposure amount

Market risk exposure under SA 5)
Market risk exposure under IM approach 6)

Operational risk exposure amount

Operational risk exposure under BIA 7)
Operational risk exposure under TSA/ASA 8)
Operational risk exposure under AMA 9)

Risk exposure for credit valuation adjustment
Other 10)
Total risk exposure amount

Risk weights SA vs. IRB - Credit Risk 11)
Standardised approach (SA)

Risk weights of exposures to institutions
Risk weights of exposures to corporates
Risk weights of exposures to retail
Risk weights of exposures secured by mortgages on immovable property

Internal ratings based approach (IRB) 

Risk weights of exposures to institutions
Risk weights of exposures to corporates  1)
Risk weights of exposures to retail  2)
Risk weights of exposures to retail secured by real estate  3)

Q2 2018

Q3 2018

Q4 2018

Q1 2019

Q2 2019

6,605.61
2,842.85
130.81
996.48
522.01
304.77
3,756.12
217.20
2,042.39
351.53
514.94
6.63
0.45
262.63
92.63
170.01
817.67
44.59
315.97
457.12
63.53
34.69
7,784.58

6,571.55
2,788.69
131.24
978.92
504.95
299.75
3,776.27
218.38
2,055.02
358.89
516.25
6.58
0.10
256.66
92.23
164.42
809.88
42.43
313.59
453.87
62.74
37.21
7,738.13

6,690.83
2,811.51
126.56
997.93
517.06
303.52
3,873.41
211.01
2,134.73
370.33
530.82
5.91
0.27
280.94
93.08
187.86
836.06
44.10
330.33
461.63
59.74
61.95
7,929.79

6,985.04
3,005.43
136.01
1,073.36
540.34
320.82
3,973.81
221.14
2,195.52
372.70
527.73
5.80
0.24
270.32
95.50
174.82
845.89
57.94
334.24
453.71
62.67
69.10
8,233.25

6,959.46
2,931.63
112.97
1,026.63
536.37
324.55
4,021.07
221.45
2,240.34
378.98
531.48
6.75
0.53
261.57
91.83
169.73
850.65
55.70
334.46
460.49
60.89
72.01
8,205.10

Q2 2018

Q3 2018

Q4 2018

Q1 2019

Q2 2019

16.28%
92.47%
70.58%
40.95%

18.05%
45.09%
28.50%
15.07%

16.11%
92.03%
70.61%
40.83%

18.32%
44.82%
28.54%
14.99%

15.71%
92.38%
70.58%
40.80%

18.45%
45.52%
28.54%
14.77%

15.86%
92.32%
70.27%
40.72%

18.18%
45.40%
28.07%
14.51%

14.90%
92.32%
70.12%
40.97%

17.78%
45.85%
28.33%
14.53%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available. Specifically, there are 109 banks in the second and third quarter of 2018, 110 in the fourth quarter of 
2018, 114 in the first quarter of 2019 and 111 in the second quarter of 2019. The number of entities per reference period reflects changes resulting from amendments to the list of SIs following assessments by ECB Banking Supervision, which generally 
occur on an annual basis, and mergers and acquisitions.
1) This category includes “corporates – SME”, “corporates – specialised lending” and “corporates – other”.
2) This category includes “retail – qualifying revolving”, “retail – other SME” and “Retail – other non-SME”.
3) This category includes “retail – secured by real estate SME” and “retail – secured by real estate non-SME”.
4) CCP stands for central counterparty.
5) SA stands for standardised approach.
6) IM stands for internal model.
7) BIA stands for basic indicator approach.
8) TSA stands for traditional standardised approach. ASA stands for alternative standardised approach. 
9) AMA stands for advanced measurement approach.
10) Includes "additional risk exposure amount due to fixed overheads", "total risk exposure amount related to large exposures in the trading book" and "other risk exposure amounts".
11) Risk weights are calculated as the ratio of the risk-weighted exposure amount to the total exposure amount. Not all exposure classes are presented in the table.

Supervisory Banking Statistics, Second quarter 201951           
           
           
           
           
           
           
           
           
           
              
              
              
              
              
              
              
              
           
           
              
              
              
              
              
              
              
              
              
              
           
           
           
           
           
              
              
              
              
              
           
           
           
           
           
              
              
              
              
              
              
              
              
              
              
                  
                  
                  
                  
                  
                  
                  
                  
                  
                  
              
              
              
              
              
                
                
                
                
                
              
              
              
              
              
              
              
              
              
              
                
                
                
                
                
              
              
              
              
              
              
              
              
              
              
                
                
                
                
                
                
                
                
                
                
T03.05.2 Risk exposures composition by country/1
(EUR billions; percentages)

Risk exposures
(Q2 2019)
Credit risk-weighted exposure amounts

Standardised approach (SA)

of which: exposures to institutions
of which: exposures to corporates
of which: exposures to retail
of which: exposures secured by mortgages on immovable property

Internal ratings based approach (IRB) 
of which: exposures to institutions
of which: exposures to corporates  1)
of which: exposures to retail  2)
of which: exposures to retail secured by real estate  3)

Risk exposure for contributions to the default fund of a CCP 4)

Settlement/delivery risk exposure amount
Market risk exposure amount

Market risk exposure under SA 5)
Market risk exposure under IM approach 6)

Operational risk exposure amount

Operational risk exposure under BIA 7)
Operational risk exposure under TSA/ASA 8)
Operational risk exposure under AMA 9)

Risk exposure for credit valuation adjustment
Other 10)
Total risk exposure amount

Risk weights SA vs. IRB - Credit Risk 11)
(Q2 2019)
Standardised approach (SA)

Total

Belgium

Germany

Estonia

Ireland

Greece

Spain

France

Italy

Cyprus

6,959.46
2,931.63
112.97
1,026.63
536.37
324.55
4,021.07
221.45
2,240.34
378.98
531.48
6.75
0.53
261.57
91.83
169.73
850.65
55.70
334.46
460.49
60.89
72.01
8,205.10

167.91
36.34
1.80
12.75
2.01
0.99
131.32
9.37
61.26
5.81
20.24
0.25
C
5.72
1.78
3.93
18.10
C
16.59
C
C
8.94
206.30

927.45
209.73
8.48
86.76
53.54
15.02
716.40
68.57
436.53
47.92
48.55
1.33
0.43
66.76
20.75
46.01
154.33
5.91
36.61
111.81
19.04
8.18
1,176.19

13.80
C
0.12
C
1.92
C
4.90
C
3.50
C
0.77
C
C
0.14
C
C
1.28
C
C
C
C
C
15.23

198.20
125.86
3.93
76.79
8.89
12.85
C
C
34.20
4.75
27.31
C
C
2.97
C
C
20.69
C
C
C
2.72
C
224.97

157.17
139.89
2.31
31.38
8.81
18.44
C
C
C
C
C
C
C
3.64
1.22
2.42
C
C
12.57
C
0.25
C
173.62

1,259.90
771.84
20.49
207.85
180.38
114.14
487.62
18.20
251.81
64.75
90.36
0.44
C
45.49
20.48
25.01
137.73
C
105.94
C
C
7.70
1,455.22

2,153.55
868.67
35.76
342.01
164.02
83.54
1,281.21
53.54
631.90
162.17
139.66
3.67
0.07
70.03
21.79
48.24
258.56
9.77
78.83
169.96
16.55
6.46
2,505.22

931.24
459.31
23.38
146.82
67.52
29.02
471.59
27.86
319.17
34.93
60.61
0.35
0.02
38.40
11.31
27.09
91.75
18.21
17.05
56.50
4.86
9.01
1,075.29

C
18.27
0.41
5.54
2.02
1.69
C
C
C
C
C
C
C
0.19
C
C
2.76
C
1.98
C
0.02
C
21.24

Total

Belgium

Germany

Estonia

Ireland

Greece

Spain

France

Italy

Cyprus

Risk weights of exposures to institutions
Risk weights of exposures to corporates
Risk weights of exposures to retail
Risk weights of exposures secured by mortgages on immovable property

Internal ratings based approach (IRB) 

Risk weights of exposures to institutions
Risk weights of exposures to corporates  1)
Risk weights of exposures to retail  2)
Risk weights of exposures to retail secured by real estate  3)

14.90%
92.32%
70.12%
40.97%

17.78%
45.85%
28.33%
14.53%

17.33%
76.35%
66.20%
46.35%

9.30%
44.33%
18.92%
12.78%

3.71%
91.22%
73.25%
38.01%

21.24%
38.33%
30.02%
13.46%

22.90%
C
64.45%
C

C
C
C
C

49.28%
93.41%
73.73%
62.45%

14.73%
75.68%
48.95%
30.66%

17.23%
98.79%
69.65%
44.46%

C
C
C
C

27.73%
96.58%
69.76%
37.90%

12.12%
55.06%
43.56%
15.44%

13.99%
87.25%
70.08%
43.82%

14.47%
44.99%
23.38%
12.93%

29.30%
95.91%
68.44%
37.64%

35.64%
49.73%
28.07%
18.98%

26.56%
99.28%
71.45%
40.97%

-
-
-
-

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
C: the value is suppressed for confidentiality reasons.
1) This category includes “corporates – SME”, “corporates – specialised lending” and “corporates – other”.
2) This category includes “retail – qualifying revolving”, “retail – other SME” and “Retail – other non-SME”.
3) This category includes “retail – secured by real estate SME” and “retail – secured by real estate non-SME”.
4) CCP stands for central counterparty.
5) SA stands for standardised approach.
6) IM stands for internal model.
7) BIA stands for basic indicator approach.
8) TSA stands for traditional standardised approach. ASA stands for alternative standardised approach. 
9) AMA stands for advanced measurement approach.
10) Includes "additional risk exposure amount due to fixed overheads", "total risk exposure amount related to large exposures in the trading book" and "other risk exposure amounts".
11) Risk weights are calculated as the ratio of the risk-weighted exposure amount to the total exposure amount. Not all exposure classes are presented in the table.

Supervisory Banking Statistics, Second quarter 201952T03.05.2 Risk exposures composition by country/2
(EUR billions; percentages)

Risk exposures
(Q2 2019)
Credit risk-weighted exposure amounts

Standardised approach (SA)

of which: exposures to institutions
of which: exposures to corporates
of which: exposures to retail
of which: exposures secured by mortgages on immovable property

Internal ratings based approach (IRB) 
of which: exposures to institutions
of which: exposures to corporates  1)
of which: exposures to retail  2)
of which: exposures to retail secured by real estate  3)

Risk exposure for contributions to the default fund of a CCP 4)

Settlement/delivery risk exposure amount
Market risk exposure amount

Market risk exposure under SA 5)
Market risk exposure under IM approach 6)

Operational risk exposure amount

Operational risk exposure under BIA 7)
Operational risk exposure under TSA/ASA 8)
Operational risk exposure under AMA 9)

Risk exposure for credit valuation adjustment
Other 10)
Total risk exposure amount

Risk weights SA vs. IRB - Credit Risk 11)
(Q2 2019)
Standardised approach (SA)

Latvia

Lithuania

Luxembourg

Malta Netherlands

Austria

Portugal

Slovenia

Slovakia 12)

4.16
C
C
C
0.09
C
3.57
C
2.19
C
0.69
C
C
0.01
C
C
0.53
C
C
C
C
C
C

C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C

49.08
27.89
7.71
16.23
C
C
C
C
7.64
C
2.28
C
C
0.58
C
C
4.08
C
3.36
C
0.39
C
55.24

8.47
C
0.75
3.47
C
2.09
C
C
C
C
C
C
C
C
C
C
0.85
0.59
C
C
C
C
9.35

540.23
64.09
2.40
26.64
13.48
11.37
475.53
21.30
271.78
27.14
90.86
0.62
C
9.32
C
C
89.06
C
C
85.30
C
13.52
656.36

226.77
C
C
36.33
15.63
18.74
128.74
5.17
86.87
14.02
11.74
C
C
6.81
3.24
3.57
26.89
4.63
7.41
14.85
1.16
C
265.05

108.54
61.15
1.61
21.66
7.84
12.21
C
C
20.24
2.00
6.01
C
C
4.15
C
C
9.15
C
C
C
C
1.18
123.48

12.06
C
C
3.82
4.54
0.63
C
C
C
C
C
C
C
C
C
C
1.43
C
C
C
0.01
C
14.08

-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-

Finland

176.96
C
0.86
4.34
4.75
C
157.05
C
100.92
C
25.17
C
C
6.69
C
C
20.35
C
19.93
C
1.15
C
216.94

Latvia

Lithuania

Luxembourg

Malta Netherlands

Austria

Portugal

Slovenia

Slovakia 12)

Finland

Risk weights of exposures to institutions
Risk weights of exposures to corporates
Risk weights of exposures to retail
Risk weights of exposures secured by mortgages on immovable property

Internal ratings based approach (IRB) 

Risk weights of exposures to institutions
Risk weights of exposures to corporates  1)
Risk weights of exposures to retail  2)
Risk weights of exposures to retail secured by real estate  3)

C
C
66.00%
C

C
C
C
C

C
C
C
C

C
C
C
C

20.77%
96.95%
C
54.55%

30.37%
94.77%
C
44.97%

C
C
C
C

-
-
-
-

13.75%
95.29%
71.77%
48.23%

19.96%
40.69%
37.29%
12.56%

17.48%
97.00%
69.50%
43.84%

22.30%
63.61%
38.21%
17.02%

25.66%
98.47%
67.90%
C

32.82%
97.71%
71.73%
38.90%

C
C
C
C

-
-
-
-

-
-
-
-

-
-
-
-

11.51%
99.24%
74.08%
C

C
C
C
C

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
C: the value is suppressed for confidentiality reasons.
1) This category includes “corporates – SME”, “corporates – specialised lending” and “corporates – other”.
2) This category includes “retail – qualifying revolving”, “retail – other SME” and “Retail – other non-SME”.
3) This category includes “retail – secured by real estate SME” and “retail – secured by real estate non-SME”.
4) CCP stands for central counterparty.
5) SA stands for standardised approach.
6) IM stands for internal model.
7) BIA stands for basic indicator approach.
8) TSA stands for traditional standardised approach. ASA stands for alternative standardised approach. 
9) AMA stands for advanced measurement approach.
10) Includes "additional risk exposure amount due to fixed overheads", "total risk exposure amount related to large exposures in the trading book" and "other risk exposure amounts".
11) Risk weights are calculated as the ratio of the risk-weighted exposure amount to the total exposure amount. Not all exposure classes are presented in the table.
12) There are no significant institutions at the highest level of consolidation in Slovakia.

Supervisory Banking Statistics, Second quarter 201953T03.05.3 Risk exposures composition by classification (geographical diversification)
(EUR billions; percentages)

Risk exposures
(Q2 2019)

Credit risk-weighted exposure amounts

Standardised approach (SA)

of which: exposures to institutions
of which: exposures to corporates
of which: exposures to retail
of which: exposures secured by mortgages on immovable property

Internal ratings based approach (IRB) 
of which: exposures to institutions
of which: exposures to corporates  1)
of which: exposures to retail  2)
of which: exposures to retail secured by real estate  3)

Risk exposure for contributions to the default fund of a CCP 4)

Settlement/delivery risk exposure amount
Market risk exposure amount

Market risk exposure under SA 5)
Market risk exposure under IM approach 6)

Operational risk exposure amount

Operational risk exposure under BIA 7)
Operational risk exposure under TSA/ASA 8)
Operational risk exposure under AMA 9)

Risk exposure for credit valuation adjustment
Other 10)
Total risk exposure amount

Risk weights SA vs. IRB - Credit Risk 11)
(Q2 2019)
Standardised approach (SA)

Total

6,959.46
2,931.63
112.97
1,026.63
536.37
324.55
4,021.07
221.45
2,240.34
378.98
531.48
6.75
0.53
261.57
91.83
169.73
850.65
55.70
334.46
460.49
60.89
72.01
8,205.10

Banks with significant 
domestic exposures 12)
526.20
C
21.30
111.41
53.66
73.76
C
C
C
C
C
C
C
C
5.94
C
51.73
C
21.89
C
1.56
C
587.45

SSM
2,443.57
999.74
41.91
382.83
166.48
82.98
1,442.21
95.79
836.08
93.85
174.69
1.62
0.17
86.56
35.55
51.01
238.75
19.43
107.76
111.56
25.04
27.12
2,821.21

Banks with largest non-domestic exposures

Non-SSM EEA 13)
680.65
232.60
4.35
56.11
34.09
37.92
447.94
18.28
264.59
39.15
77.86
0.11
C
C
7.45
C
80.57
C
61.44
C
3.71
C
803.68

Non-EEA Europe 14)
61.57
C
3.23
18.36
5.80
5.32
C
C
C
C
C
C
C
C
1.61
C
6.35
C
5.41
C
0.24
C
70.60

Total

Banks with significant 
domestic exposures 12)

Banks with largest non-domestic exposures

SSM

Non-SSM EEA 13)

Non-EEA Europe 14)

Risk weights of exposures to institutions
Risk weights of exposures to corporates
Risk weights of exposures to retail
Risk weights of exposures secured by mortgages on immovable property

Internal ratings based approach (IRB) 

Risk weights of exposures to institutions
Risk weights of exposures to corporates  1)
Risk weights of exposures to retail  2)
Risk weights of exposures to retail secured by real estate  3)

14.90%
92.32%
70.12%
40.97%

17.78%
45.85%
28.33%
14.53%

25.84%
90.15%
66.22%
37.98%

32.97%
56.69%
29.68%
21.51%

13.61%
93.83%
70.07%
40.86%

18.12%
47.29%
24.20%
14.65%

17.75%
96.39%
71.84%
46.13%

18.29%
56.24%
33.95%
17.07%

22.37%
97.99%
70.51%
37.71%

C
C
C
C

RoW 15)
3,247.48
1,238.52
42.19
457.93
276.33
124.57
2,003.96
104.17
1,064.62
225.79
251.60
5.01
0.35
146.15
41.28
104.87
473.24
13.42
137.95
321.87
30.34
24.59
3,922.15

RoW 15)

12.83%
90.95%
70.75%
41.71%

17.17%
42.37%
29.52%
13.37%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
C: the value is suppressed for confidentiality reasons.
1) This category includes “corporates – SME”, “corporates – specialised lending” and “corporates – other”.
2) This category includes “retail – qualifying revolving”, “retail – other SME” and “Retail – other non-SME”.
3) This category includes “retail – secured by real estate SME” and “retail – secured by real estate non-SME”.
4) CCP stands for central counterparty.
5) SA stands for standardised approach.
6) IM stands for internal model.
7) BIA stands for basic indicator approach.
8) TSA stands for traditional standardised approach. ASA stands for alternative standardised approach. 
9) AMA stands for advanced measurement approach.
10) Includes "additional risk exposure amount due to fixed overheads", "total risk exposure amount related to large exposures in the trading book" and "other risk exposure amounts".
11) Risk weights are calculated as the ratio of the risk-weighted exposure amount to the total exposure amount. Not all exposure classes are presented in the table.
12) Domestic exposures more than 95% of total debt securities and loans and advances.
13) Countries in the European Economic Area (EEA) not participating in the Single Supervisory Mechanism (SSM).
14) European countries not in the EEA.
15) RoW: rest of the world, i.e. all countries except European countries.

Supervisory Banking Statistics, Second quarter 201954T03.05.3 Risk exposures composition by classification (size)
(EUR billions; percentages)

Risk exposures
(Q2 2019)

Credit risk-weighted exposure amounts

Standardised approach (SA)

of which: exposures to institutions
of which: exposures to corporates
of which: exposures to retail
of which: exposures secured by mortgages on immovable property

Internal ratings based approach (IRB) 
of which: exposures to institutions
of which: exposures to corporates  1)
of which: exposures to retail  2)
of which: exposures to retail secured by real estate  3)

Risk exposure for contributions to the default fund of a CCP 4)

Settlement/delivery risk exposure amount
Market risk exposure amount

Market risk exposure under SA 5)
Market risk exposure under IM approach 6)

Operational risk exposure amount

Operational risk exposure under BIA 7)
Operational risk exposure under TSA/ASA 8)
Operational risk exposure under AMA 9)

Risk exposure for credit valuation adjustment
Other 10)
Total risk exposure amount

Risk weights SA vs. IRB - Credit Risk 11)
(Q2 2019)

Standardised approach (SA)

Risk weights of exposures to institutions
Risk weights of exposures to corporates
Risk weights of exposures to retail
Risk weights of exposures secured by mortgages on immovable property

Internal ratings based approach (IRB) 

Risk weights of exposures to institutions
Risk weights of exposures to corporates  1)
Risk weights of exposures to retail  2)
Risk weights of exposures to retail secured by real estate  3)

Total

Less than €30 billion

Total assets

Between €30 billion and 
€100 billion
1,110.44
814.01
36.53
298.01
116.17
109.34
C
17.58
155.78
33.43
52.69
C
C
C
16.05
C
96.87
C
73.55
C
9.59
6.49
1,242.87

Between €100 billion and 
€200 billion
514.52
212.46
11.44
68.65
27.19
21.02
C
15.43
198.67
19.93
37.62
C
C
C
12.50
C
54.17
C
24.66
C
8.72
4.85
605.24

Total assets

More than €200 billion

2,177.63
675.07
29.09
225.76
118.76
62.47
1,500.79
103.07
848.22
110.98
186.13
1.77
0.03
90.08
28.76
61.32
250.83
13.36
102.42
135.04
17.47
36.33
2,572.36

117.35
96.01
4.83
31.12
15.72
14.23
C
0.81
11.48
2.35
6.32
C
C
C
1.87
C
14.16
C
8.66
C
0.77
2.27
136.42

Less than €30 billion

Between €30 billion and 
€100 billion

Between €100 billion and 
€200 billion

More than €200 billion

26.18%
95.27%
68.68%
38.70%

12.28%
59.80%
29.59%
14.69%

23.42%
95.19%
69.86%
40.85%

14.90%
47.99%
30.78%
18.39%

19.54%
90.91%
66.94%
42.08%

11.12%
53.58%
28.23%
16.54%

10.68%
91.39%
69.82%
37.90%

20.48%
47.59%
24.57%
13.63%

6,959.46
2,931.63
112.97
1,026.63
536.37
324.55
4,021.07
221.45
2,240.34
378.98
531.48
6.75
0.53
261.57
91.83
169.73
850.65
55.70
334.46
460.49
60.89
72.01
8,205.10

Total

14.90%
92.32%
70.12%
40.97%

17.78%
45.85%
28.33%
14.53%

G-SIBs 12)

3,039.51
1,134.08
31.09
403.09
258.53
117.49
1,900.94
84.57
1,026.18
212.28
248.73
4.49
0.34
127.32
32.66
94.66
434.63
7.84
125.17
301.62
24.34
22.07
3,648.21

G-SIBs 12)

12.30%
90.84%
70.83%
43.03%

17.67%
42.95%
30.37%
14.33%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
C: the value is suppressed for confidentiality reasons.
1) This category includes “corporates – SME”, “corporates – specialised lending” and “corporates – other”.
2) This category includes “retail – qualifying revolving”, “retail – other SME” and “Retail – other non-SME”.
3) This category includes “retail – secured by real estate SME” and “retail – secured by real estate non-SME”.
4) CCP stands for central counterparty.
5) SA stands for standardised approach.
6) IM stands for internal model.
7) BIA stands for basic indicator approach.
8) TSA stands for traditional standardised approach. ASA stands for alternative standardised approach. 
9) AMA stands for advanced measurement approach.
10) Includes "additional risk exposure amount due to fixed overheads", "total risk exposure amount related to large exposures in the trading book" and "other risk exposure amounts".
11) Risk weights are calculated as the ratio of the risk-weighted exposure amount to the total exposure amount. Not all exposure classes are presented in the table.
12) G-SIBs: global systemically important banks. Data based on the last available list of G-SIBs is used as published by the Financial Stability Board.

Supervisory Banking Statistics, Second quarter 201955T03.05.3 Risk exposures composition by classification (risk-based) 1)
(EUR billions; percentages)

Total

Banks with low risk

Risk exposures
(Q2 2019)
Credit risk-weighted exposure amounts

Standardised approach (SA)

of which: exposures to institutions
of which: exposures to corporates
of which: exposures to retail
of which: exposures secured by mortgages on immovable property

Internal ratings based approach (IRB) 
of which: exposures to institutions
of which: exposures to corporates  2)
of which: exposures to retail  3)
of which: exposures to retail secured by real estate  4)

Risk exposure for contributions to the default fund of a CCP 5)

Settlement/delivery risk exposure amount
Market risk exposure amount

Market risk exposure under SA 6)
Market risk exposure under IM approach 7)

Operational risk exposure amount

Operational risk exposure under BIA 8)
Operational risk exposure under TSA/ASA 9)
Operational risk exposure under AMA 10)

Risk exposure for credit valuation adjustment
Other 11)
Total risk exposure amount

Risk weights SA vs. IRB - Credit Risk 12)
(Q2 2019)
Standardised approach (SA)

Risk weights of exposures to institutions
Risk weights of exposures to corporates
Risk weights of exposures to retail
Risk weights of exposures secured by mortgages on immovable property

Internal ratings based approach (IRB) 

Risk weights of exposures to institutions
Risk weights of exposures to corporates  2)
Risk weights of exposures to retail  3)
Risk weights of exposures to retail secured by real estate  4)

6,959.46
2,931.63
112.97
1,026.63
536.37
324.55
4,021.07
221.45
2,240.34
378.98
531.48
6.75
0.53
261.57
91.83
169.73
850.65
55.70
334.46
460.49
60.89
72.01
8,205.10

Total

14.90%
92.32%
70.12%
40.97%

17.78%
45.85%
28.33%
14.53%

4,317.62
1,734.04
69.11
612.78
382.89
179.13
2,579.06
132.12
1,351.04
258.29
339.96
4.53
0.03
152.00
58.62
93.38
494.55
27.20
216.15
251.20
28.86
36.05
5,029.12

Banks with medium,
high risk and non-rated
2,641.83
1,197.59
43.87
413.84
153.48
145.42
1,442.02
89.33
889.30
120.68
191.52
2.22
0.49
109.57
33.22
76.35
356.10
28.50
118.31
209.29
32.02
35.96
3,175.98

Low risk banks

Medium, high risk and non-rated banks

13.98%
91.00%
70.66%
41.76%

15.87%
46.50%
27.16%
13.34%

16.63%
94.35%
68.81%
40.02%

21.65%
44.89%
31.19%
17.26%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
1) Risk-based classification using Supervisory Review and Evaluation Process (SREP) results. Non-rated banks are those which have not been assigned a score in a specific SREP cycle, owing for example a 
recent change in significance, a merger or restructuring, etc. Classification as non-rated does not therefore necessarily indicate a high risk.
2) This category includes “corporates – SME”, “corporates – specialised lending” and “corporates – other”.
3) This category includes “retail – qualifying revolving”, “retail – other SME” and “Retail – other non-SME”.
4) This category includes “retail – secured by real estate SME” and “retail – secured by real estate non-SME”.
5) CCP stands for central counterparty.
6) SA stands for standardised approach.
7) IM stands for internal model.
8) BIA stands for basic indicator approach.
9) TSA stands for traditional standardised approach. ASA stands for alternative standardised approach. 
10) AMA stands for advanced measurement approach.
11) Includes "additional risk exposure amount due to fixed overheads", "total risk exposure amount related to large exposures in the trading book" and "other risk exposure amounts".
12) Risk weights are calculated as the ratio of the risk-weighted exposure amount to the total exposure amount. Not all exposure classes are presented in the table.

Supervisory Banking Statistics, Second quarter 201956T03.06 IRB credit risk parameters by residence of the obligor
(EUR billions; percentages)

Parameters and type of counterparty
(Q2 2019)

PD assigned to the obligor grade or pool (%)

Institutions
Corporates

of which: SME

Retail

of which: Retail - Secured by immovable property - Non-SME
of which: Qualifying Revolving
of which: Other Retail

Exposure weighted average LGD (%)

Institutions
Corporates

of which: SME

Retail

of which: Retail - Secured by immovable property - Non-SME
of which: Qualifying Revolving
of which: Other Retail

Exposure value
Institutions
Corporates

of which: SME

Retail

of which: Retail - Secured by immovable property - Non-SME
of which: Qualifying Revolving
of which: Other Retail

Risk weight (%)
Institutions
Corporates

of which: SME

Retail

of which: Retail - Secured by immovable property - Non-SME
of which: Qualifying Revolving
of which: Other Retail

AT

BE

CH

CZ

DE

ES

FR

GB

IE

IT

JP

LU

NL

US

Residence of the obligor1)

0.14%
1.19%
2.36%
1.50%
1.03%
C
2.06%

26.99%
32.76%
33.49%
25.30%
11.41%
C
49.54%

14.07
94.52
20.65
73.44
39.30
C
24.53

17.29%
46.40%
50.13%
17.94%
10.66%
C
30.28%

0.10%
1.81%
2.64%
1.15%
0.90%
0.86%
1.79%

14.79%
26.81%
26.79%
17.12%
13.51%
49.44%
30.73%

56.84
195.69
47.03
260.43
176.70
1.52
49.96

9.35%
42.85%
44.34%
12.88%
10.10%
10.41%
21.70%

0.07%
1.03%
1.04%
0.83%
0.78%
1.80%
1.34%

33.20%
32.23%
35.27%
20.43%
19.42%
49.74%
23.06%

32.59
79.46
1.53
11.36
8.63
0.13
2.42

0.33%
1.56%
2.21%
1.84%
1.14%
4.41%
3.24%

0.14%
1.11%
1.20%
1.15%
0.95%
0.63%
1.92%

24.09% 25.44%
31.77% 36.15%
31.22% 32.69%
27.40% 25.93%
20.79% 16.42%
53.99% 61.28%
43.93% 43.65%

6.32
55.43
17.86
61.34
43.83
1.15
15.30

110.78
659.59
117.33
590.52
403.01
36.93
135.59

14.38%
33.45%
30.49%
13.68%
12.25%
17.17%
18.60%

21.77% 17.89%
56.74% 40.37%
53.17% 36.54%
28.30% 19.18%
20.93% 14.32%
30.25% 12.37%
44.92% 36.20%

0.24%
2.53%
3.10%
1.79%
1.25%
2.33%
2.83%

21.29%
39.92%
40.31%
27.43%
19.20%
60.82%
52.45%

51.40
277.11
74.29
415.16
297.52
22.09
75.91

17.35%
57.20%
55.10%
20.34%
14.42%
20.02%
42.26%

0.11%
1.60%
2.55%
1.72%
0.98%
3.46%
2.19%

21.93%
35.10%
34.54%
17.87%
12.41%
42.63%
22.73%

312.84
663.34
145.10
1,432.30
743.82
47.05
539.32

10.51%
55.16%
69.17%
16.52%
10.92%
20.56%
21.48%

0.10%
0.76%
3.17%
2.30%
2.30%
2.10%
2.85%

30.16%
33.69%
30.30%
12.20%
8.04%
73.41%
53.30%

173.92
252.00
9.59
268.45
247.85
10.20
10.34

14.75%
38.20%
62.55%
15.32%
12.68%
35.46%
58.48%

0.30%
1.57%
2.88%
2.35%
2.13%
3.01%
4.41%

29.17%
34.06%
38.36%
26.80%
24.23%
56.10%
60.31%

5.11
71.06
12.33
75.07
69.52
1.76
3.80

28.21%
47.25%
74.42%
36.58%
35.02%
31.00%
67.76%

0.96%
6.73%
10.26%
2.69%
1.50%
4.19%
7.10%

22.15%
38.30%
40.27%
26.58%
18.42%
55.44%
44.53%

53.75
444.40
158.97
452.56
278.90
4.41
140.94

31.61%
54.14%
54.35%
25.13%
18.88%
C
36.17%

0.08%
0.67%
0.48%
0.48%
0.81%
0.64%
C

35.47%
24.84%
47.88%
8.42%
14.08%
57.10%
C

10.12
27.93
0.12
0.29
0.09
0.01
C

20.50%
25.54%
32.01%
4.44%
9.48%
10.74%
1.86%

0.14%
1.07%
1.78%
1.31%
1.05%
C
2.25%

23.86%
31.38%
32.19%
13.72%
11.71%
C
20.84%

26.11
141.22
12.47
151.66
140.96
C
8.93

10.57%
39.09%
48.32%
9.46%
8.94%
1.84%
17.07%

2.07%
1.92%
2.65%
0.64%
0.48%
3.23%
2.21%

24.23%
25.25%
17.94%
17.71%
15.78%
59.21%
43.91%

44.67
307.00
78.59
594.27
533.15
4.79
28.87

17.88%
42.50%
37.90%
13.34%
10.99%
33.10%
34.89%

0.19%
1.19%
2.76%
2.19%
1.07%
1.39%
C

30.68%
29.15%
17.05%
25.98%
16.55%
57.71%
C

85.11
532.54
17.36
9.89
1.59
0.08
C

15.35%
33.16%
35.84%
23.99%
13.99%
12.66%
C

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available; only the banks using Internal Rating Based approach to calculate their credit risk-weighted exposure amounts are 
accounted in the table. Where the conditions set out in Part Three, Title II, Chapter 3 of the CRR are met, the competent authority shall permit institutions to calculate their risk-weighted exposure amounts using the IRB approach. Specifically, there are 109 banks in the 
second and third quarter of 2018, 110 in the fourth quarter of 2018, 114 in the first quarter of 2019 and 111 in the second quarter of 2019. The number of entities per reference period reflects changes resulting from amendments to the list of SIs following assessments by 
ECB Banking Supervision, which generally occur on an annual basis, and mergers and acquisitions.
C: the value is suppressed for confidentiality reasons.
1) The countries shown in the table were selected based on the relevance of the aggregate exposure value of the SSM banks using the internal ratings based approach towards the obligors of those countries.

Supervisory Banking Statistics, Second quarter 201957T04.01 Asset quality: performing and non-performing exposures by instrument and counterparty
(EUR billions; percentages)

Type of instrument and counterparty

Q2 2018

Q3 2018

Loans and advances 1)

Central banks
General governments
Credit institutions
Other financial corporations
Non-financial corporations
Households
Debt securities
Other 2)
Off-balance sheet exposures
Total

Amount Coverage ratio
0.44%
0.00%
0.08%
0.05%
0.16%
0.69%
0.60%
0.08%
0.40%
0.11%
0.33%

14,277.98
1,758.52
916.09
1,236.30
876.63
4,479.66
5,010.78
2,275.00
80.19
5,078.03
21,711.20 

Amount Coverage ratio
0.44%
0.00%
0.08%
0.05%
0.16%
0.67%
0.59%
0.08%
0.63%
0.10%
0.32%

14,430.30
1,809.66
906.79
1,235.31
923.57
4,497.66
5,057.31
2,270.58
27.27
5,148.57
21,876.72 

Type of instrument and counterparty

Q2 2018

Q3 2018

Loans and advances 1)

Central banks
General governments
Credit institutions
Other financial corporations
Non-financial corporations
Households
Debt securities
Other 2)
Off-balance sheet exposures
Total

Amount Coverage ratio
47.68%
656.57
59.69%
0.05
20.26%
6.36
43.38%
1.95
49.96%
17.57
50.96%
386.28
43.08%
244.36
49.49%
4.76
62.69%
2125.66%
16.84%
39.03
721.61 
46.47%

Amount Coverage ratio
47.45%
627.47
61.44%
0.05
20.69%
6.11
47.87%
1.71
48.13%
16.03
50.87%
370.93
42.65%
232.63
51.74%
4.70
65.89%
23.83
16.85%
38.22
694.23 
46.43%

Performing exposures
Q4 2018

Amount Coverage ratio
0.42%
0.00%
0.07%
0.06%
0.15%
0.63%
0.57%
0.08%
0.58%
0.11%
0.31%

14,647.25
1,748.13
899.19
1,153.26
924.59
4,661.28
5,260.80
2,329.73
48.81
5,192.20
22,217.99 

Non-performing exposures
Q4 2018

Amount Coverage ratio
46.51%
580.20
61.38%
0.05
22.29%
5.73
47.56%
1.74
52.93%
13.96
49.63%
337.87
41.95%
220.85
49.59%
5.06
61.50%
17.61
17.45%
39.06
641.92 
45.18%

Q1 2019

Q2 2019

Amount Coverage ratio
0.41%
0.00%
0.07%
0.05%
0.14%
0.63%
0.57%
0.07%
0.39%
0.11%
0.31%

15,380.68
1,912.89
912.15
1,330.52
1,048.65
4,814.34
5,362.14
2,467.43
38.71
5,504.88
23,391.70 

Amount Coverage ratio
0.39%
0.00%
0.07%
0.03%
0.13%
0.57%
0.54%
0.07%
0.75%
0.11%
0.29%

15,202.30
1,805.88
881.34
1,249.09
1,023.98
4,840.07
5,401.94
2,366.46
10.90
5,536.83
23,116.48 

Q1 2019

Q2 2019

Amount Coverage ratio
46.57%
587.08
60.84%
0.05
21.95%
5.67
44.38%
1.91
51.61%
14.19
49.52%
343.30
42.33%
221.95
48.84%
5.03
50.48%
11.21
17.17%
39.55
642.86 
44.85%

Amount Coverage ratio
46.25%
561.78
92.16%
0.04
24.82%
4.90
46.60%
1.84
50.86%
13.53
49.17%
327.39
41.96%
214.08
52.31%
4.48
61.45%
10.72
17.28%
39.17
616.15 
44.71%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available. Specifically, there are 109 banks in the second and third quarter of 2018, 110 in the fourth quarter of 2018, 114 in the 
first quarter of 2019 and 111 in the second quarter of 2019. The number of entities per reference period reflects changes resulting from amendments to the list of SIs following assessments by ECB Banking Supervision, which generally occur on an annual basis, and 
mergers and acquisitions.
1) Loans and advances in the asset quality tables are displayed at gross carrying amount. In line with FINREP: i) held for trading exposures are excluded, ii) cash balances at central banks and other demand deposits are included.
2) Other includes Debt instrument held for sale and it is only applicable from Q1 2018 onwards.

Supervisory Banking Statistics, Second quarter 201958T04.02.1 Asset quality: non-performing loans and advances by reference period
(EUR billions; percentages)

Item
Loans and advances 1)
Non-performing loans and advances
Non-performing loans ratio

Q2 2018

Q3 2018

Q4 2018

Q1 2019

Q2 2019

14,934.55
656.57
4.40%

15,057.77
627.47
4.17%

15,227.45
580.20
3.81%

15,967.76
587.08
3.68%

15,764.07
561.78
3.56%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available. 
Specifically, there are 109 banks in the second and third quarter of 2018, 110 in the fourth quarter of 2018, 114 in the first quarter of 2019 and 111 in 
the second quarter of 2019. The number of entities per reference period reflects changes resulting from amendments to the list of SIs following 
assessments by ECB Banking Supervision, which generally occur on an annual basis, and mergers and acquisitions.
1) Loans and advances in the asset quality tables are displayed at gross carrying amount. In line with FINREP: i) held for trading exposures are 
excluded, ii) cash balances at central banks and other demand deposits are included.

Supervisory Banking Statistics, Second quarter 201959T04.02.2 Asset quality: non-performing loans and advances by country
(EUR billions; percentages)

Category
(Q2 2019)
Belgium
Germany
Estonia
Ireland
Greece
Spain
France
Italy
Cyprus
Latvia
Lithuania
Luxembourg
Malta
Netherlands
Austria
Portugal
Slovenia
Slovakia 1)
Finland
Total

Loans and advances 2) 

Non-performing loans and advances

Non-performing loans ratio

470.11
2,698.63
30.34
316.91
201.74
2,433.14
4,726.94
1,757.27
34.77
C
C
119.61
15.02
1,877.77
413.13
148.71
15.28
-
479.24
15,764.07

9.13
33.78
0.58
12.95
79.17
84.42
123.75
140.83
6.47
C
C
1.16
0.45
34.38
10.16
15.75
0.80
-
7.49
561.78

1.94%
1.25%
1.92%
4.09%
39.24%
3.47%
2.62%
8.01%
18.60%
2.87%
C
0.97%
2.99%
1.83%
2.46%
10.59%
5.26%
-
1.56%
3.56%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
C: the value is suppressed for confidentiality reasons.
1) There are no significant institutions at the highest level of consolidation in Slovakia.
2) Loans and advances in the asset quality tables are displayed at gross carrying amount. In line with FINREP: i) held for trading exposures are excluded, ii) cash 
balances at central banks and other demand deposits are included.

Supervisory Banking Statistics, Second quarter 201960T04.02.3 Asset quality: non-performing loans and advances by classification (geographical diversification)
(EUR billions; percentages)

Category
(Q2 2019)
Banks with significant domestic exposures 1)
Banks with largest non-domestic exposures

SSM
Non-SSM EEA  2)
Non-EEA Europe  3)
RoW  4)

Total

Loans and advances 5)

Non-performing loans and advances

Non-performing loans ratio

955.01

5,720.14
1,443.34
104.12
7,541.47
15,764.07

59.96

208.02
83.78
18.23
191.79
561.78

6.28%

3.64%
5.80%
17.51%
2.54%
3.56%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
1) Domestic exposures more than 95% of total debt securities and loans and advances.
2) Countries in the European Economic Area (EEA) not participating in the Single Supervisory Mechanism (SSM).
3) European countries not in the EEA.
4) RoW: rest of the world, i.e. all countries except European countries.
5) Loans and advances in the asset quality tables are displayed at gross carrying amount. In line with FINREP: i) held for trading exposures are excluded, ii) cash balances at central banks and other 
demand deposits are included.

Supervisory Banking Statistics, Second quarter 201961T04.02.3 Asset quality: non-performing loans and advances by classification (size)
(EUR billions; percentages)

Category
(Q2 2019)
Banks with total assets
Less than €30 billion
Between €30 billion and €100 billion
Between €100 billion and €200 billion
More than €200 billion

G-SIBs 1)
Total

Loans and advances 2)

Non-performing loans and advances

Non-performing loans ratio

247.57
2,053.12
1,196.17
5,310.32
6,956.90
15,764.07

14.63
146.84
63.27
144.17
192.87
561.78

5.91%
7.15%
5.29%
2.71%
2.77%
3.56%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
1) G-SIBs: global systemically important banks. Data based on the last available list of G-SIBs as published by the Financial Stability Board.
2) Loans and advances in the asset quality tables are displayed at gross carrying amount. In line with FINREP: i) held for trading exposures are excluded, ii) cash balances at central banks and other 
demand deposits are included.

Supervisory Banking Statistics, Second quarter 201962T04.02.3 Asset quality: non-performing loans and advances by classification (risk-based) 1)
(EUR billions; percentages)

Category
(Q2 2019)
Banks with low risk
Banks with medium, high risk and non-rated
Total

Loans and advances 2)

Non-performing loans and advances

Non-performing loans ratio

10,011.34
5,752.73
15,764.07

263.09
298.68
561.78

2.63%
5.19%
3.56%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
1) Risk-based classification using Supervisory Review and Evaluation Process (SREP) results. Non-rated banks are those which have not been assigned a score in a specific SREP cycle, owing for 
example a recent change in significance, a merger or restructuring, etc. Classification as non-rated does not therefore necessarily indicate a high risk.
2) Loans and advances in the asset quality tables are displayed at gross carrying amount. In line with FINREP: i) held for trading exposures are excluded, ii) cash balances at central banks and other 
demand deposits are included.

Supervisory Banking Statistics, Second quarter 201963T04.03.1 Asset quality: forbearance by instrument and counterparty
(EUR billions; percentages)

Type of instrument and counterparty

Q2 2018

Q3 2018

Performing forborne exposures
Q4 2018

Q1 2019

Q2 2019

Loans and advances 1)

Central banks
General governments
Credit institutions
Other financial corporations
Non-financial corporations
Households
Debt securities
Other 2)
Off-balance sheet exposures
Total

Amount Coverage ratio
5.79%
151.29
C
C
1.49%
2.51
C
C
3.21%
2.11
5.45%
69.31
6.30%
77.23
C
C
10.15%
C
1.58%
4.66
156.66 
5.67%

Amount Coverage ratio
6.28%
144.21
C
C
1.32%
2.38
1.40%
C
3.16%
1.96
5.85%
68.13
6.95%
71.61
8.50%
0.25
19.85%
20.95%
1.11%
4.54
149.21 
6.15%

Amount Coverage ratio
6.15%
138.03
C
C
1.38%
2.32
1.28%
C
2.81%
1.75
5.78%
65.33
6.76%
68.51
5.26%
0.25
16.74%
0.19
1.28%
4.87
143.34 
6.00%

Amount Coverage ratio
7.23%
135.53
C
C
1.05%
2.35
C
C
2.99%
1.84
5.72%
66.53
9.12%
64.80
5.53%
0.23
16.52%
0.15
1.46%
4.96
140.87 
7.03%

Amount Coverage ratio
5.98%
131.07
C
C
1.37%
2.22
C
C
3.48%
1.77
5.59%
64.94
6.63%
62.13
2.66%
0.29
15.42%
0.29
2.44%
4.70
136.35 
5.87%

Type of instrument and counterparty

Q2 2018

Q3 2018

Non-performing forborne exposures
Q4 2018

Q1 2019

Q2 2019

Loans and advances 1)

Central banks
General governments
Credit institutions
Other financial corporations
Non-financial corporations
Households
Debt securities 
Other 2)
Off-balance sheet exposures
Total

Amount Coverage ratio
39.43%
265.46
C
C
16.17%
1.11
19.51%
C
42.21%
7.83
43.79%
160.83
32.18%
95.36
C
C
46.22%
4.64
7.51%
C
274.57 
39.20%

Amount Coverage ratio
39.39%
254.48
C
C
15.43%
1.00
44.09%
C
41.57%
7.24
43.82%
154.61
31.98%
91.49
56.05%
1.25
51.80%
6.53
6.42%
2.95
265.21 
39.40%

Amount Coverage ratio
38.87%
233.04
C
C
16.47%
1.03
42.97%
C
49.86%
6.09
42.80%
139.47
32.01%
86.30
48.36%
1.37
53.24%
6.03
7.23%
2.91
243.34 
38.90%

Amount Coverage ratio
39.25%
230.32
C
C
14.17%
1.06
32.49%
C
50.91%
5.84
43.16%
139.31
32.27%
83.86
48.10%
1.40
50.34%
5.63
12.17%
2.76
240.11 
39.25%

Amount Coverage ratio
38.91%
221.75
C
C
14.24%
0.98
33.10%
C
51.28%
5.29
42.57%
134.13
32.38%
81.10
50.20%
1.25
55.87%
3.57
12.10%
2.75
229.33 
38.92%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available. Specifically, there are 109 banks in the second and third quarter of 2018, 110 in the fourth quarter of 2018, 114 in the 
first quarter of 2019 and 111 in the second quarter of 2019. The number of entities per reference period reflects changes resulting from amendments to the list of SIs following assessments by ECB Banking Supervision, which generally occur on an annual basis, and 
mergers and acquisitions.
C: the value is suppressed for confidentiality reasons.
1) Loans and advances in the asset quality tables are displayed at gross carrying amount. In line with FINREP: i) held for trading exposures are excluded, ii) cash balances at central banks and other demand deposits are included.
2) Other includes Debt instrument held for sale and it is only applicable from Q1 2018 onwards.

Supervisory Banking Statistics, Second quarter 201964T04.03.2 Asset quality: non-performing exposures and forbearance by country
(EUR billions; percentages)

Country
(Q2 2019)

Belgium
Germany
Estonia
Ireland
Greece
Spain
France
Italy
Cyprus
Latvia
Lithuania
Luxembourg
Malta
Netherlands
Austria
Portugal
Slovenia
Slovakia 1)
Finland
Total

Total exposures

Forborne exposures

Performing

Amount Coverage ratio
0.21%
693.90
0.16%
3,810.67
0.16%
34.70
0.26%
471.58
1.50%
178.72
0.53%
3,467.34
0.28%
7,393.74
0.34%
2,856.82
0.42%
39.30
0.16%
C
C
C
0.07%
170.67
0.33%
22.94
0.10%
2,454.70
0.34%
585.52
0.51%
212.19
0.71%
23.98
-
-
0.10%
670.12
23,116.48 
0.29%

Non-performing
Amount Coverage ratio
41.67%
38.08%
27.40%
25.20%
46.87%
42.46%
47.69%
50.87%
44.37%
30.76%
C
26.52%
24.30%
22.96%
51.91%
51.77%
59.92%
-
24.79%
44.71%

10.03
36.72
0.60
13.95
82.66
92.41
137.37
158.11
6.77
C
C
1.26
0.51
37.21
10.88
17.93
1.01
-
8.23
616.15 

Performing

Amount Coverage ratio
3.07%
4.73%
3.82%
3.48%
7.59%
8.73%
6.55%
5.27%
2.70%
4.17%
C
2.71%
7.53%
1.53%
3.43%
2.48%
9.43%
-
0.80%
5.87%

2.03
9.81
0.11
4.99
15.44
38.25
14.43
25.77
1.45
C
C
0.25
0.06
13.38
2.42
4.22
0.17
-
3.38
136.35 

Non-performing
Amount Coverage ratio
24.01%
39.57%
30.71%
24.51%
37.37%
41.23%
40.40%
43.40%
33.77%
30.87%
C
22.32%
24.35%
21.75%
47.61%
55.36%
56.49%
-
C
38.92%

3.11
18.22
0.18
9.43
33.22
48.00
31.12
49.98
3.15
C
C
0.37
0.27
16.54
4.01
8.51
0.46
-
2.54
229.33 

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
C: the value is suppressed for confidentiality reasons.
1) There are no significant institutions at the highest level of consolidation in Slovakia.

Supervisory Banking Statistics, Second quarter 201965T04.03.3 Asset quality: non-performing exposures and forbearance by classification (geographical diversification)
(EUR billions; percentages)

Category
(Q2 2019)

Banks with significant domestic exposures 1)
Banks with largest non-domestic exposures

SSM
Non-SSM EEA  2)
Non-EEA Europe  3)
RoW  4)

Total

Total exposures

Forborne exposures

Performing

Amount Coverage ratio
0.38%

1,420.86

Non-performing
Amount Coverage ratio
43.59%

70.72

Performing

Amount Coverage ratio
5.61%

13.19

Non-performing
Amount Coverage ratio
38.66%

25.61

8,306.96
1,950.86
142.02
11,295.79
23,116.48 

0.24%
0.32%
0.63%
0.30%
0.29%

228.39
89.50
18.84
208.71
616.15 

46.83%
42.49%
51.33%
43.13%
44.71%

49.59
21.67
C
48.28
136.35 

4.40%
C
C
7.53%
5.87%

83.67
40.86
7.34
71.85
229.33 

40.85%
35.75%
45.37%
37.90%
38.92%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
C: the value is suppressed for confidentiality reasons.
1) Domestic exposures more than 95% of total debt securities and loans and advances.
2) Countries in the European Economic Area (EEA) not participating in the Single Supervisory Mechanism (SSM).
3) European countries not in the EEA.
4) RoW: rest of the world, i.e. all countries except European countries.

Supervisory Banking Statistics, Second quarter 201966T04.03.3 Asset quality: non-performing exposures and forbearance by classification (size)
(EUR billions; percentages)

Category
(Q2 2019)

Banks with total assets
Less than €30 billion
Between €30 billion and €100 billion
Between €100 billion and €200 billion
More than €200 billion

G-SIBs 1)
Total

Total exposures

Forborne exposures

Performing

Amount Coverage ratio

Non-performing
Amount Coverage ratio

Performing

Amount Coverage ratio

Non-performing
Amount Coverage ratio

340.24
2,761.56
1,767.86
7,631.41
10,615.43
23,116.48 

0.26%
0.39%
0.29%
0.24%
0.30%
0.29%

15.68
157.99
71.24
157.59
213.64
616.15 

44.10%
43.85%
44.60%
41.90%
47.50%
44.71%

3.23
34.36
15.09
39.80
43.87
136.35 

3.35%
6.05%
4.22%
4.69%
7.56%
5.87%

6.44
66.14
28.70
60.86
67.19
229.33 

38.14%
38.33%
39.58%
34.77%
43.05%
38.92%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
1) G-SIBs: global systemically important banks. Data based on the last available list of G-SIBs as published by the Financial Stability Board.

Supervisory Banking Statistics, Second quarter 201967T04.03.3 Asset quality: non-performing exposures and forbearance by classification (risk-based) 1)
(EUR billions; percentages)

Category
(Q2 2019)

Banks with low risk
Banks with medium, high risk and non-rated
Total

Total exposures

Forborne exposures

Performing

Amount Coverage ratio
0.30%
0.27%
0.29%

14,513.02
8,603.46
23,116.48 

Non-performing
Amount Coverage ratio
42.98%
286.41
46.22%
329.74
616.15 
44.71%

Performing

Amount Coverage ratio
6.32%
5.36%
5.87%

72.17
64.18
136.35 

Non-performing
Amount Coverage ratio
36.49%
40.77%
38.92%

99.26
130.07
229.33 

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
1) Risk-based classification using Supervisory Review and Evaluation Process (SREP) results. Non-rated banks are those which have not been assigned a score in a specific SREP cycle, owing for example a recent 
change in significance, a merger or restructuring, etc. Classification as non-rated does not therefore necessarily indicate a high risk.

Supervisory Banking Statistics, Second quarter 201968T04.04.1 Asset quality: fair value hierarchy by reference period
(EUR billions; percentages)

Type of instrument

Q2 2018

Q3 2018

Fair value hierarchy
Q4 2018

Q1 2019

Q2 2019

Derivatives
Equity instruments
Debt securities
Loans and advances
Total
 as a share  of total assets

Level 1
32.01
320.82
1,392.03
9.92

Level 2
1,374.68
36.47
332.57
1,015.66

Level 3
37.04
50.43
45.83
57.77
   1,754.77     2,759.39        184.06     1,734.99     2,685.61        180.03     1,573.98     2,705.70        191.79     1,757.46     2,956.20        191.06 
0.84%

Level 2
1,292.54
40.44
336.25
1,016.38

Level 1
31.67
327.67
1,368.22
7.42

Level 1
39.47
222.37
1,302.72
9.42

Level 2
1,312.02
35.53
382.29
975.87

Level 2
1,409.52
36.34
385.35
1,124.98

Level 1
35.39
299.81
1,419.77
2.48

Level 3
37.75
48.08
46.02
59.95

Level 3
34.41
46.71
42.83
56.08

Level 3
36.05
46.22
42.20
59.59

13.03%

12.99%

12.66%

12.65%

0.90%

7.74%

7.37%

0.87%

0.85%

8.17%

8.26%

Level 1
35.39
287.30
1,416.49
4.05

Level 2
1,558.64
38.08
391.46
1,185.88
   1,743.24     3,174.07        194.17 
0.86%
14.01%

Level 3
40.38
50.78
46.23
56.78

7.70%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available. Specifically, there are 109 banks in the second and third quarter of 2018, 110 in the fourth quarter of 
2018, 114 in the first quarter of 2019 and 111 in the second quarter of 2019. The number of entities per reference period reflects changes resulting from amendments to the list of SIs following assessments by ECB Banking Supervision, which generally occur 
on an annual basis, and mergers and acquisitions.
The Level 1, 2 and 3 asset categories include only financial instruments measured at fair value.

Supervisory Banking Statistics, Second quarter 201969        
   
        
        
   
        
        
   
        
        
   
        
        
   
        
      
        
        
      
        
        
      
        
        
      
        
        
      
        
        
   
      
        
   
      
        
   
      
        
   
      
        
   
      
        
          
   
        
          
   
        
          
      
        
          
   
        
          
   
        
T04.04.2 Asset quality: fair value hierarchy by country
(EUR billions; percentages)

Country
(Q2 2019)
Belgium
Germany
Estonia
Ireland
Greece
Spain
France
Italy
Cyprus
Latvia
Lithuania
Luxembourg
Malta
Netherlands
Austria
Portugal
Slovenia
Slovakia 1)
Finland
Total

Total assets

661.46
3,970.07
31.40
391.73
246.86
3,337.78
7,650.38
2,426.23
42.40
9.86
17.22
153.79
20.78
2,229.94
521.77
216.60
21.98
-
700.28
22,650.53

Level 1

Level 2

Level 3

Amount
26.50
279.04
0.44
32.65
16.92
261.21
627.55
267.25
1.55
0.30
0.53
3.17
1.30
116.26
29.72
33.99
3.10
-
41.76
1,743.24

Ratio
4.01%
7.03%
1.40%
8.34%
6.86%
7.83%
8.20%
11.01%
3.65%
3.02%
3.07%
2.06%
6.27%
5.21%
5.70%
15.69%
14.09%
-
5.96%
7.70%

Amount
33.50
853.40
0.11
25.73
11.55
280.67
1,471.45
127.15
0.02
0.06
C
5.18
0.54
154.89
13.38
2.44
0.49
-
C
3,174.07

Ratio
5.06%
21.50%
0.35%
6.57%
4.68%
8.41%
19.23%
5.24%
0.06%
0.56%
C
3.37%
2.60%
6.95%
2.56%
1.13%
2.25%
-
C
14.01%

Amount
11.89
58.27
0.02
3.18
1.00
13.45
68.54
14.16
C
C
C
1.11
0.02
7.83
4.34
6.53
0.10
-
3.17
194.17

Ratio
1.80%
1.47%
0.08%
0.81%
0.40%
0.40%
0.90%
0.58%
C
C
C
0.72%
0.08%
0.35%
0.83%
3.02%
0.44%
-
0.45%
0.86%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are 
available.
The Level 1, 2 and 3 asset categories include only financial instruments measured at fair value.
C: the value is suppressed for confidentiality reasons.
1) There are no significant institutions at the highest level of consolidation in Slovakia.

Supervisory Banking Statistics, Second quarter 201970T04.04.3 Asset quality: fair value hierarchy by classification (geographical diversification)
(EUR billions; percentages)

Category
(Q2 2019)
Banks with significant domestic exposures 1)
Banks with largest non-domestic exposures

SSM
Non-SSM EEA  2)
Non-EEA Europe  3)
RoW  4)

Total

Total assets

1,339.79

7,565.71
1,925.87
140.88
11,678.28
22,650.53

Level 1

Level 2

Level 3

Amount
85.69

555.33
124.43
7.09
970.70
1,743.24

Ratio
6.40%

7.34%
6.46%
5.03%
8.31%
7.70%

Amount
29.27

612.29
C
C
2,311.16
3,174.07

Ratio
2.18%

Amount
13.02

8.09%
C
6.51%
19.79%
14.01%

79.92
11.39
0.70
89.13
194.17

Ratio
0.97%

1.06%
0.59%
0.50%
0.76%
0.86%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
The Level 1, 2 and 3 asset categories include only financial instruments measured at fair value.
C: the value is suppressed for confidentiality reasons.
1) Domestic exposures more than 95% of total debt securities and loans and advances.
2) Countries in the European Economic Area (EEA) not participating in the Single Supervisory Mechanism (SSM).
3) European countries not in the EEA.
4) RoW: rest of the world, i.e. all countries except European countries.

Supervisory Banking Statistics, Second quarter 201971T04.04.3 Asset quality: fair value hierarchy by classification (size)
(EUR billions; percentages)

Category
(Q2 2019)
Banks with total assets
Less than €30 billion
Between €30 billion and €100 billion
Between €100 billion and €200 billion
More than €200 billion

G-SIBs 1)
Total

Total assets

Level 1

Level 2

Level 3

Amount

Ratio

Amount

Ratio

Amount

Ratio

326.16
2,686.32
1,659.65
7,079.31
10,899.10
22,650.53

14.17
188.03
123.83
483.35
933.86
1,743.24

4.34%
7.00%
7.46%
6.83%
8.57%
7.70%

5.94
104.50
94.80
744.65
2,224.18
3,174.07

1.82%
3.89%
5.71%
10.52%
20.41%
14.01%

2.23
46.09
21.43
38.77
85.65
194.17

0.68%
1.72%
1.29%
0.55%
0.79%
0.86%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
The Level 1, 2 and 3 asset categories include only financial instruments measured at fair value.
1) G-SIBs: global systemically important banks. Data based on the last available list of G-SIBs as published by the Financial Stability Board.

Supervisory Banking Statistics, Second quarter 201972T04.04.3 Asset quality: fair value hierarchy by classification (risk-based) 1)
(EUR billions, percentages)

Category
(Q2 2019)
Low risk banks
Medium, high risk and non-rated banks
Total

Total assets

14,044.49
8,606.05
22,650.53

Level 1

Level 2

Level 3

Amount
1,032.75
710.49
1,743.24

Ratio
7.35%
8.26%
7.70%

Amount
1,718.72
1,455.35
3,174.07

Ratio
12.24%
16.91%
14.01%

Amount
112.68
81.49
194.17

Ratio
0.80%
0.95%
0.86%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
The Level 1, 2 and 3 asset categories include only financial instruments measured at fair value.
1) Risk-based classification using Supervisory Review and Evaluation Process (SREP) results. Non-rated banks are those which have not been assigned a score in a specific SREP 
cycle, owing for example a recent change in significance, a merger or restructuring, etc. Classification as non-rated does not therefore necessarily indicate a high risk.

Supervisory Banking Statistics, Second quarter 201973T05.01.1 Loan-to-deposit ratio by reference period
(EUR billions; percentages)

Indicator

Total loans and advances to non-financial corporations and households
Total deposits to non-financial corporations and households
Loan-to-deposit ratio

Q2 2018

9,804.24
8,270.89
118.54%

Q3 2018

9,859.14
8,325.69
118.42%

Q4 2018

Q1 2019

Q2 2019

10,218.88
8,609.83
118.69%

10,479.99
8,879.43
118.03%

10,550.63
9,015.15
117.03%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available. Specifically, there are 109 banks in 
the second and third quarter of 2018, 110 in the fourth quarter of 2018, 114 in the first quarter of 2019 and 111 in the second quarter of 2019. The number of entities per reference period 
reflects changes resulting from amendments to the list of SIs following assessments by ECB Banking Supervision, which generally occur on an annual basis, and mergers and acquisitions.

Supervisory Banking Statistics, Second quarter 201974T05.01.2 Loan-to-deposit ratio by country
(EUR billions; percentages)

Country
(Q2 2019)
Belgium
Germany
Estonia
Ireland
Greece
Spain
France
Italy
Cyprus
Latvia
Lithuania
Luxembourg
Malta
Netherlands
Austria
Portugal
Slovenia
Slovakia 1)
Finland
Total

Total loans and advances
to non-financial corporations and households
273.58
1,365.91
23.88
203.56
140.68
1,844.82
3,262.69
1,205.42
17.70
C
C
38.25
8.02
1,318.48
299.11
117.41
11.30
-
401.34
10,550.63

Total deposits 
to non-financial corporations and households
275.31
1,009.75
18.96
189.57
148.68
1,659.27
2,816.15
1,078.34
29.45
C
C
49.27
15.40
1,053.67
283.58
143.84
16.64
-
206.59
9,015.15

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
C: the value is suppressed for confidentiality reasons.
1) There are no significant institutions at the highest level of consolidation in Slovakia.

Loan-to-deposit ratio

99.37%
135.27%
126.00%
107.38%
94.62%
111.18%
115.86%
111.79%
60.10%
91.29%
C
77.63%
52.07%
125.13%
105.48%
81.63%
67.93%
-
194.27%
117.03%

Supervisory Banking Statistics, Second quarter 201975T05.01.3 Loan-to-deposit ratio by classification (geographical diversification)
(EUR billions; percentages)

Category
(Q2 2019)
Banks with significant domestic exposures 1)
Banks with largest non-domestic exposures

SSM
Non-SSM EEA  2)
Non-EEA Europe  3)
RoW  4)

Total

Total loans and advances
to non-financial corporations and households

Total deposits 
to non-financial corporations and households

Loan-to-deposit ratio

692.05

3,601.03
1,111.80
60.23
5,085.52
10,550.63

722.37

2,881.83
955.36
70.27
4,385.32
9,015.15

95.80%

124.96%
116.38%
85.71%
115.97%
117.03%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
1) Domestic exposures more than 95% of total debt securities and loans and advances.
2) Countries in the European Economic Area (EEA) not participating in the Single Supervisory Mechanism (SSM).
3) European countries not in the EEA.
4) RoW: rest of the world, i.e. all countries except European countries.

Supervisory Banking Statistics, Second quarter 201976T05.01.3 Loan-to-deposit ratio by classification (size)
(EUR billions; percentages)

Category
(Q2 2019)
Banks with total assets
Less than €30 billion
Between €30 billion and €100 billion
Between €100 billion and €200 billion
More than €200 billion

G-SIBs 1)
Total

Total loans and advances
to non-financial corporations and households

Total deposits 
to non-financial corporations and households

Loan-to-deposit ratio

156.20
1,323.62
770.20
3,558.64
4,741.97
10,550.63

180.13
1,107.52
582.87
3,004.65
4,139.98
9,015.15

86.71%
119.51%
132.14%
118.44%
114.54%
117.03%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
1) G-SIBs: global systemically important banks. Data based on the last available list of G-SIBs as published by the Financial Stability Board.

Supervisory Banking Statistics, Second quarter 201977T05.01.3 Loan-to-deposit ratio by classification (risk-based) 1)
(EUR billions; percentages)

Category
(Q2 2019)
Banks with low risk
Banks with medium, high risk and non-rated
Total

Total loans and advances
to non-financial corporations and households

Total deposits 
to non-financial corporations and households

6,839.59
3,711.03
10,550.63

5,739.10
3,276.05
9,015.15

Loan-to-deposit ratio

119.18%
113.28%
117.03%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
1) Risk-based classification using Supervisory Review and Evaluation Process (SREP) results. Non-rated banks are those which have not been assigned a score in a specific SREP cycle, owing for example a recent change in 
significance, a merger or restructuring, etc. Classification as non-rated does not therefore necessarily indicate a high risk.

Supervisory Banking Statistics, Second quarter 201978T06.01.1 Liquidity coverage ratio by reference period
(EUR billions; percentages)

Liquidity coverage ratio and its components 1)
Numerator: Liquidity buffer
Level 1 assets: unadjusted

Level 1 asset collaterals and secured cash adjustments for 30 days outflows 
and inflows
Level 1 assets: adjusted amount before cap application 

Excluding EHQCB 2)
EHQCB

Level 2 assets: unadjusted

Level 2 asset collaterals adjustments for 30 days outflows and inflows
Level 2 assets: adjusted amount before cap application

Level 2A
Level 2B

Excess liquidity asset amount
Denominator: Net liquidity outflow
Total outflows
Reduction for inflows
Liquidity coverage ratio

Q2 2018

3,141.43 
2,979.41 

Q3 2018

3,157.56 
2,999.02 

Q4 2018

3,254.40 
3,105.52 

Q1 2019

3,532.78 
3,363.69 

Q2 2019

3,399.22 
3,224.25 

44.25 

50.43 

99.83 

119.43 

107.57 

3,023.66 
2,918.33 
105.34 
166.54 
-2.82 
163.72 
79.41 
84.31 
31.04 
2,229.32 
3,440.67 
1,211.35 
140.91%

3,049.45 
2,934.56 
114.89 
163.53 
6.75 
170.28 
85.00 
85.27 
13.67 
2,240.56 
3,454.05 
1,213.49 
140.93%

3,205.35 
3,053.66 
151.69 
155.10 
-4.00 
151.10 
90.90 
60.20 
9.33 
2,235.21 
3,326.91 
1,091.69 
145.60%

3,483.12 
3,324.39 
158.73 
170.72 
-9.01 
161.71 
90.38 
71.33 
1.63 
2,362.90 
3,668.18 
1,305.28 
149.51%

3,331.83 
3,174.19 
157.63 
177.40 
-8.40 
169.00 
92.66 
76.34 
2.44 
2,315.05 
3,556.10 
1,241.05 
146.83%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available; only the banks that have to comply with 
the liquidity coverage requirement are accounted in the table. According to Article 11(3) of Regulation (EU) No 575/2013, where a group comprises one or more banks, the EU parent institution 
shall report the liquidity requirement. As such, the list of banks used for this table is a subset of the list employed elsewhere in the publication, as the scope of reporting on liquidity differs from 
the scope of prudential reporting on own funds and specific waivers may apply. Specifically, there are 101 banks in the second and third quarter of 2018, 102 in the fourth quarter of 2018, 106 in 
the first quarter of 2019 and 103 in the second quarter of 2019. The number of entities per reference period reflects changes resulting from amendments to the list of SIs following assessments 
by ECB Banking Supervision, which generally occur on an annual basis, and mergers and acquisitions.
According to Commission Implementing Regulation (EU) 2016/322 of 10 February 2016 amending Implementing Regulation (EU) No 680/2014 laying down implementing technical standards with 
regard to supervisory reporting of institutions of the liquidity coverage requirement, banks are required to report the liquidity coverage ratio and its components on a monthly basis.
1) Unless otherwise stated, data refer to the end of the quarter specified in the header.
2) EHQCB stands for Extremely High Quality Covered Bonds.

Supervisory Banking Statistics, Second quarter 201979T06.01.2 Liquidity coverage ratio by country/1
(EUR billions; percentages)

Liquidity coverage ratio and its components 1)
(Q2 2019)
Numerator: Liquidity buffer
Level 1 assets: unadjusted

Level 1 asset collaterals and secured cash adjustments for 30 days outflows 
and inflows
Level 1 assets: adjusted amount before cap application 

Excluding EHQCB 2)
EHQCB

Level 2 assets: unadjusted

Level 2 asset collaterals adjustments for 30 days outflows and inflows
Level 2 assets: adjusted amount before cap application

Level 2A
Level 2B

Excess liquidity asset amount
Denominator: Net liquidity outflow
Total outflows
Reduction for inflows
Liquidity coverage ratio

Total

Belgium

Germany

Estonia

Ireland

Greece

Spain

France

Italy

Cyprus

3,399.22 
3,224.25 

107.57 

3,331.83 
3,174.19 
157.63 
177.40 
-8.40 
169.00 
92.66 
76.34 
2.44 
2,315.05 
3,556.10 
1,241.05 
146.83%

132.73 
126.65 

675.57 
637.78 

0.12 

19.32 

126.77 
120.84 
5.93 
C
C
7.16 
5.01 
2.15 
C
92.63 
114.62 
21.99 
143.29%

657.09 
606.42 
50.68 
C
-6.72 
31.07 
21.49 
9.59 
C
445.44 
655.28 
209.84 
151.66%

C
C

C

C
C
C
C
C
C
C
C
C
C
C
C
C

98.53 
96.89 

-2.39 

94.50 
88.07 
6.43 
C
C
C
C
C
C
71.46 
85.33 
13.86 
137.87%

21.96 
21.73 

-0.63 

21.10 
C
C
C
C
C
C
0.46 
C
22.15 
26.08 
3.94 
99.15%

487.73 
463.48 

-10.94 

452.54 
448.81 
3.73 
C
C
27.10 
C
C
C
300.68 
402.17 
101.49 
162.21%

968.84 
908.55 

25.94 

934.49 
905.36 
29.13 
C
C
58.50 
28.45 
30.06 
C
721.03 
1,234.97 
513.94 
134.37%

362.37 
345.93 

7.89 

353.82 
344.73 
9.09 
C
C
18.52 
9.60 
8.92 
C
228.08 
346.62 
118.54 
158.88%

15.76 
15.49 

C

C
15.39 
C
C
C
C
0.24 
C
C
4.60 
5.59 
0.99 
342.81%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available; only the banks that have to comply with the liquidity coverage requirement are accounted in the table.
C: the value is suppressed for confidentiality reasons.
1) Data refer to the end of the quarter specified in the header.
2) EHQCB stands for Extremely High Quality Covered Bonds.

Supervisory Banking Statistics, Second quarter 201980T06.01.2 Liquidity coverage ratio by country/2
(EUR billions; percentages)

Liquidity coverage ratio and its components 1)
(Q2 2019)
Numerator: Liquidity buffer
Level 1 assets: unadjusted

Level 1 asset collaterals and secured cash adjustments for 30 days outflows 
and inflows
Level 1 assets: adjusted amount before cap application 

Excluding EHQCB 2)
EHQCB

Level 2 assets: unadjusted

Level 2 asset collaterals adjustments for 30 days outflows and inflows
Level 2 assets: adjusted amount before cap application

Level 2A
Level 2B

Excess liquidity asset amount
Denominator: Net liquidity outflow
Total outflows
Reduction for inflows
Liquidity coverage ratio

Latvia

Lithuania 3) Luxembourg

Malta Netherlands

Austria

Portugal

Slovenia

Slovakia 4)

C
C

C

C
C
C
C
C
C
C
C
C
C
C
C
C

-
-

-

-
-
-
-
-
-
-
-
-
-
-
-
-

35.29 
32.88 

2.73 

35.61 
32.59 
3.01 
C
C
2.67 
2.13 
0.55 
C
24.37 
46.12 
21.75 
144.83%

C
C

C

C
C
C
C
C
C
C
C
C
C
C
C
C

320.34 
301.25 

31.82 

333.07 
322.64 
10.43 
C
C
15.21 
7.33 
7.88 
C
240.16 
409.96 
169.80 
133.38%

95.03 
C

C

101.75 
96.76 
4.99 
0.93 
C
C
0.53 
0.34 
C
66.64 
101.56 
34.92 
142.60%

43.88 
42.90 

-0.17 

42.73 
42.67 
0.07 
C
C
C
C
0.72 
C
19.91 
31.80 
11.88 
220.37%

5.89 
5.83 

C

C
5.41 
C
C
C
0.06 
0.03 
0.03 
C
1.59 
2.35 
0.76 
369.16%

-
-

-

-
-
-
-
-
-
-
-
-
-
-
-
-

Finland

127.08 
C

C

149.09 
115.76 
33.32 
4.21 
C
C
3.87 
C
C
72.65 
89.38 
16.73 
174.92%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available; only the banks that have to comply with the liquidity coverage requirement are accounted in the table.
C: the value is suppressed for confidentiality reasons.
1) Data refer to the end of the quarter specified in the header.
2) EHQCB stands for Extremely High Quality Covered Bonds.
3) There are no significant institutions at the highest level of consolidation in Lithuania required to report the liquidity coverage ratio and its components.
4) There are no significant institutions at the highest level of consolidation in Slovakia.

Supervisory Banking Statistics, Second quarter 201981T06.01.3 Liquidity coverage ratio by classification (geographical diversification)
(EUR billions; percentages)

Liquidity coverage ratio and its components 1)
(Q2 2019)

Numerator: Liquidity buffer
Level 1 assets: unadjusted

Level 1 asset collaterals and secured cash adjustments for 30 days outflows 
and inflows
Level 1 assets: adjusted amount before cap application 

Excluding EHQCB 2)
EHQCB

Level 2 assets: unadjusted

Level 2 asset collaterals adjustments for 30 days outflows and inflows
Level 2 assets: adjusted amount before cap application

Level 2A
Level 2B

Excess liquidity asset amount
Denominator: Net liquidity outflow
Total outflows
Reduction for inflows
Liquidity coverage ratio

Total

3,399.22 
3,224.25 

107.57 

3,331.83 
3,174.19 
157.63 
177.40 
-8.40 
169.00 
92.66 
76.34 
2.44 
2,315.05 
3,556.10 
1,241.05 
146.83%

Banks with 
significant 
domestic 
exposures 3)
186.88 
183.81 

1.97 

185.78 
180.60 
5.18 
C
C
3.07 
C
C
C
93.17 
124.72 
31.55 
200.58%

Banks with largest non-domestic exposures

SSM

1,177.67 
1,118.41 

6.89 

1,125.29 
1,056.61 
68.69 
61.70 
3.62 
65.32 
29.32 
35.99 
2.44 
760.79 
1,116.74 
355.95 
154.80%

Non-SSM 
EEA 4)

Non-EEA 
Europe 5)

347.72 
338.69 

33.52 

372.20 
331.93 
40.27 
C
C
9.15 
C
C
C
231.09 
303.60 
72.51 
150.47%

31.45 
31.09 

0.24 

31.33 
30.40 
0.94 
C
C
0.36 
C
C
C
18.21 
25.53 
7.33 
172.77%

RoW 6)

1,655.49 
1,552.26 

64.96 

1,617.21 
1,574.65 
42.56 
C
C
91.10 
53.91 
37.19 
C
1,211.80 
1,985.51 
773.72 
136.61%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available; only the banks that have to comply with the liquidity coverage 
requirement are accounted in the table.
C: the value is suppressed for confidentiality reasons.
1) Data refer to the end of the quarter specified in the header.
2) EHQCB stands for Extremely High Quality Covered Bonds.
3) Domestic exposures more than 95% of total debt securities and loans and advances.
4) Countries in the European Economic Area (EEA) not participating in the Single Supervisory Mechanism (SSM).
5) European countries not in the EEA.
6) RoW: rest of the world, i.e. all countries except European countries.

Supervisory Banking Statistics, Second quarter 201982T06.01.3 Liquidity coverage ratio by classification (size)
(EUR billions; percentages)

Liquidity coverage ratio and its components 1)
(Q2 2019)

Numerator: Liquidity buffer
Level 1 assets: unadjusted

Level 1 asset collaterals and secured cash adjustments for 30 days outflows 
and inflows
Level 1 assets: adjusted amount before cap application 

Excluding EHQCB 2)
EHQCB

Level 2 assets: unadjusted

Level 2 asset collaterals adjustments for 30 days outflows and inflows
Level 2 assets: adjusted amount before cap application

Level 2A
Level 2B

Excess liquidity asset amount
Denominator: Net liquidity outflow
Total outflows
Reduction for inflows
Liquidity coverage ratio

Banks with total assets

Total

Less than €30 
billion

Between €30 
billion and €100 
billion

Between €100 
billion and €200 
billion

More than €200 
billion

3,399.22 
3,224.25 

107.57 

3,331.83 
3,174.19 
157.63 
177.40 
-8.40 
169.00 
92.66 
76.34 
2.44 
2,315.05 
3,556.10 
1,241.05 
146.83%

65.65 
C

C

65.39 
61.69 
3.70 
C
C
2.14 
1.71 
0.43 
C
31.38 
42.34 
10.97 
209.23%

443.76 
429.26 

-0.31 

428.95 
405.94 
23.01 
C
C
14.02 
6.83 
7.19 
C
253.14 
375.65 
122.51 
175.30%

252.44 
C

C

241.30 
225.47 
15.83 
11.70 
3.00 
14.71 
4.64 
10.07 
C
163.12 
212.24 
49.12 
154.76%

1,126.72 
1,075.53 

65.93 

1,141.46 
1,062.06 
79.40 
C
C
41.99 
25.58 
16.41 
C
761.79 
1,042.59 
280.81 
147.90%

G-SIBs 3)

1,510.65 
1,413.14 

41.59 

1,454.72 
1,419.03 
35.69 
C
C
96.14 
53.90 
42.24 
C
1,105.62 
1,883.27 
777.65 
136.63%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available; only the banks that have to comply with the liquidity coverage requirement 
are accounted in the table.
C: the value is suppressed for confidentiality reasons.
1) Data refer to the end of the quarter specified in the header.
2) EHQCB stands for Extremely High Quality Covered Bonds.
3) G-SIBs: global systemically important banks. Data based on the last available list of G-SIBs as published by the Financial Stability Board.

Supervisory Banking Statistics, Second quarter 201983T06.01.3 Liquidity coverage ratio by classification (risk-based) 1)
(EUR billions; percentages)

Liquidity coverage ratio and its components 2)
(Q2 2019)

Total

Banks with low risk

Banks with medium,
high risk and non-rated

Numerator: Liquidity buffer
Level 1 assets: unadjusted

Level 1 asset collaterals and secured cash adjustments for 30 days outflows 
and inflows
Level 1 assets: adjusted amount before cap application 

Excluding EHQCB 3)
EHQCB

Level 2 assets: unadjusted

Level 2 asset collaterals adjustments for 30 days outflows and inflows
Level 2 assets: adjusted amount before cap application

Level 2A
Level 2B

Excess liquidity asset amount
Denominator: Net liquidity outflow
Total outflows
Reduction for inflows
Liquidity coverage ratio

3,399.22 
3,224.25 

107.57 

3,331.83 
3,174.19 
157.63 
177.40 
-8.40 
169.00 
92.66 
76.34 
2.44 
2,315.05 
3,556.10 
1,241.05 
146.83%

2,060.62 
1,930.86 

33.62 

1,964.48 
1,882.12 
82.35 
C
C
C
66.99 
C
C
1,466.17 
2,159.04 
692.86 
140.54%

1,338.59 
1,293.40 

73.95 

1,367.35 
1,292.07 
75.28 
C
C
C
25.67 
C
C
848.87 
1,397.06 
548.19 
157.69%

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available; only the banks that 
have to comply with the liquidity coverage requirement are accounted in the table.
C: the value is suppressed for confidentiality reasons.
1) Risk-based classification using Supervisory Review and Evaluation Process (SREP) results. Non-rated banks are those which have not been assigned a score in a 
specific SREP cycle, owing for example a recent change in significance, a merger or restructuring, etc. Classification as non-rated does not therefore necessarily indicate a 
high risk.
2) Data refer to the end of the quarter specified in the header.
3) EHQCB stands for Extremely High Quality Covered Bonds.

Supervisory Banking Statistics, Second quarter 201984T06.02.1 Liquidity coverage ratio band by reference period
(number of institutions)

Indicator 1)
LCR 2) ≤ 100%
100% < LCR ≤ 150%
LCR > 150%
Total

Q2 2018

Q3 2018

Q4 2018

Q1 2019

Q2 2019

4
42
55
101

3
44
54
101

4
39
59
102

3
32
71
106

3
38
62
103

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) 
are available; only the banks that have to comply with the liquidity coverage requirement are accounted in the table. According to Article 
11(3) of Regulation (EU) No 575/2013, where a group comprises one or more banks, the EU parent institution shall report the liquidity 
requirement. As such, the list of banks used for this table is a subset of the list employed elsewhere in the publication, as the scope of 
reporting on liquidity differs from the scope of prudential reporting on own funds and specific waivers may apply.  Specifically, there are 
101 banks in the second and third quarter of 2018, 102 in the fourth quarter of 2018, 106 in the first quarter of 2019 and 103 in the 
second quarter of 2019. The number of entities per reference period reflects changes resulting from amendments to the list of SIs 
following assessments by ECB Banking Supervision, which generally occur on an annual basis, and mergers and acquisitions.
According to Commission Implementing Regulation (EU) 2016/322 of 10 February 2016 amending Implementing Regulation (EU) No 
680/2014 laying down implementing technical standards with regard to supervisory reporting of institutions of the liquidity coverage 
requirement, banks are required to report the liquidity coverage ratio and its components on a monthly basis.
1) Unless otherwise stated, data refer to the end of the quarter specified in the header.
2) LCR stands for Liquidity Coverage Ratio.

Supervisory Banking Statistics, Second quarter 201985T06.02.2 Liquidity coverage ratio band by country
(number of institutions)

Country
(Q2 2019)
Belgium
Germany
Estonia
Ireland
Greece
Spain
France
Italy
Cyprus
Latvia
Lithuania 1)
Luxembourg
Malta
Netherlands
Austria
Portugal
Slovenia
Slovakia 2)
Finland
Total

LCR 3) ≤ 100%

100% < LCR ≤ 150%

LCR > 150%

-
-
-
-
3
-
-
-
-
-
-
-
-
-
-
-
-
-
-
3

3
7
1
4
-
1
5
2
-
-
-
4
-
5
5
1
-
-
-
38

4
12
-
2
1
11
5
10
3
1
-
1
2
1
1
2
3
-
3
62

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial 
reporting (FINREP) are available; only the banks that have to comply with the liquidity coverage requirement are acconted in 
the table.
1) There are no significant institutions at the highest level of consolidation in Lithuania required to report the liquidity 
coverage ratio and its components.
2) There are no significant institutions at the highest level of consolidation in Slovakia.
3) LCR stands for Liquidity Coverage Ratio.

Supervisory Banking Statistics, Second quarter 201986T06.02.3 Liquidity coverage ratio band by classification (geographical diversification)
(number of institutions)

Category
(Q2 2019)
Banks with significant domestic exposures 1)
Banks with largest non-domestic exposures

SSM
Non-SSM EEA  2)
Non-EEA Europe  3)
RoW  4)

Total

LCR 5) ≤ 100%

100% < LCR ≤ 150%

LCR > 150%

-

1
2
-
-
3

1

21
5
1
10
38

13

36
6
4
3
62

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available; only the 
banks that have to comply with the liquidity coverage requirement are acconted in the table.
1) Domestic exposures more than 95% of total debt securities and loans and advances.
2) Countries in the European Economic Area (EEA) not participating in the Single Supervisory Mechanism (SSM).
3) European countries not in the EEA.
4) RoW: rest of the world, i.e. all countries except European countries.
5) LCR stands for Liquidity Coverage Ratio.

Supervisory Banking Statistics, Second quarter 201987T06.02.3 Liquidity coverage ratio band by classification (size)
(number of institutions)

Category
(Q2 2019)
Banks with total assets
Less than €30 billion
Between €30 billion and €100 billion
Between €100 billion and €200 billion
More than €200 billion

G-SIBs 1)
Total

LCR 2) ≤ 100%

100% < LCR ≤ 150%

LCR > 150%

-
3
-
-
-
3

5
12
5
9
7
38

14
32
7
8
1
62

Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available; only the 
banks that have to comply with the liquidity coverage requirement are acconted in the table.
1) G-SIBs: global systemically important banks. Data based on the last available list of G-SIBs as published by the Financial Stability Board.
2) LCR stands for Liquidity Coverage Ratio.

Supervisory Banking Statistics, Second quarter 201988© European Central Bank, 2019

Postal address 

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Telephone 

+49 69 1344 0

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All rights reserved. Reproduction for educational and non-commercial purposes is permitted provided that the source is acknowledged.

The cut-off date for the statistics included in this issue was 17 September 2019.

ISSN 

2467-4303 (pdf) 

EU catalogue No QB-BY-19-003-EN-N (pdf)

Supervisory Banking Statistics, Second quarter 201989