Supervisory Banking Statistics...92 2. Balance sheet composition and profitability T05.02.3 Deposits to total funding ratio by classification 93 T02.01.1 Profit and loss figures by

Supervisory Banking Statistics Third quarter 2020

January 2021

Table of contentsT00.01 Overview 2 5. Funding

T05.01.1 Loan-to-deposit ratio by reference period 851. General statistics T05.01.2 Loan-to-deposit ratio by country 86

T01.01 Significant institutions by country and classification 3 T05.01.3 Loan-to-deposit ratio by classification 87T01.02 Concentration of total assets 4 T05.02.1 Deposits to total funding ratio by reference period 91

T05.02.2 Deposits to total funding ratio by country 922. Balance sheet composition and profitability T05.02.3 Deposits to total funding ratio by classification 93

T02.01.1 Profit and loss figures by reference period 5T02.01.2 Profit and loss figures by country 6 6. LiquidityT02.01.3 Profit and loss figures by classification 7 T06.01.1 Liquidity coverage ratio by reference period 97T02.02.1 Key performance indicators by reference period 11 T06.01.2 Liquidity coverage ratio by country 98T02.02.2 Key performance indicators by country 12 T06.01.3 Liquidity coverage ratio by classification 100T02.02.3 Key performance indicators by classification 13 T06.02.1 Liquidity coverage ratio band by reference period 104T02.03.1 Composition of assets by reference period 17 T06.02.2 Liquidity coverage ratio band by country 105T02.03.2 Composition of assets by country 18 T06.02.3 Liquidity coverage ratio band by classification 106T02.03.3 Composition of assets by classification 20T02.04.1 Composition of liabilities and equity by reference period 24T02.04.2 Composition of liabilities and equity by country 25T02.04.3 Composition of liabilities and equity by classification 27T02.05.1 Total exposure to general governments by country of the counterparty by reference period 31T02.05.2 Total exposure to general governments by country of the counterparty by country 32T02.05.3 Total exposure to general governments by country of the counterparty by classification 34

3. Capital adequacy and leverageT03.01.1 Total capital ratio and its components by reference period 37T03.01.2 Total capital ratio and its components by country 38T03.01.3 Total capital ratio and its components by classification 39T03.02.1 CET1 ratio band by reference period 43T03.02.2 CET1 ratio band by country 44T03.02.3 CET1 ratio band by classification 45T03.03.1 Leverage ratios by reference period 47T03.03.2 Leverage ratios by country 48T03.03.3 Leverage ratios by classification 50T03.04.1 Leverage ratio band by reference period 54T03.04.2 Leverage ratio band by country 55T03.04.3 Leverage ratio band by classification 56T03.05.1 Risk exposures composition by reference period 58T03.05.2 Risk exposures composition by country 59T03.05.3 Risk exposures composition by classification 61

T03.06 IRB credit risk parameters by residence of the obligor 65

4. Asset qualityT04.01 Asset quality: performing and non-performing exposures by instrument and counterparty 66

T04.02.1 Asset quality: non performing loans and advances by reference period 67T04.02.2 Asset quality: non performing loans and advances by country 68T04.02.3 Asset quality: non performing loans and advances by classification 69T04.03.1 Asset quality: forbearance by instrument and counterparty 73T04.03.2 Asset quality: non-performing exposures and forbearance by country 74T04.03.3 Asset quality: non-performing exposures and forbearance by classification 75T04.04.1 Asset quality: fair value hierarchy by reference period 79T04.04.2 Asset quality: fair value hierarchy by country 80T04.04.3 Asset quality: fair value hierarchy by classification 81

Supervisory Banking Statistics, Third quarter 2020 1

T00.01 Overview(EUR billions; percentages; number of institutions)

Main figures Q3 2019 Q4 2019 Q1 2020 Q2 2020 Q3 2020

Number of SIsFull sample 113 113 112 112 110Liquidity sample 1) 105 105 112 112 110

Balance sheet compositionTotal assets 23,262.85 22,181.93 23,991.84 24,430.45 24,337.88 Total liabilities 21,743.35 20,649.89 22,468.30 22,914.44 22,816.68 Equity 1,519.50 1,532.04 1,523.54 1,516.01 1,521.20

Key indicatorsReturn on equity 5.83% 5.16% 1.21% 0.01% 2.12%Cost-to-income ratio 65.48% 65.83% 72.44% 67.61% 65.50%

Capital adequacy and leverageCET 1 ratio 2) 14.37% 14.90% 14.41% 14.89% 15.21%Tier 1 ratio 2) 15.58% 16.08% 15.64% 16.13% 16.51%Total capital ratio 2) 18.04% 18.55% 18.10% 18.66% 19.05%Leverage ratio (transitional definition) 5.42% 5.73% 5.36% 5.33% 5.63%Leverage ratio (fully phased-in definition) 5.26% 5.57% 5.23% 5.16% 5.46%

Asset qualityLevel 1 as a share of total assets 3) 7.45% 7.15% 6.97% 7.24% 7.08%Level 2 as a share of total assets 3) 15.30% 13.02% 15.42% 13.90% 13.57%Level 3 as a share of total assets 3) 0.87% 0.89% 0.96% 0.87% 0.82%Non-performing loans ratio 3.41% 3.22% 3.05% 2.94% 2.82%

FundingLoan-to-deposit ratio 116.78% 116.00% 116.04% 110.82% 108.31%

LiquidityLiquidity coverage ratio 145.06% 145.91% 146.57% 165.52% 170.94%

Source: ECB.Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.1) Up to the end of the reference period Q4 2019, the tables showing information on the liquidity coverage ratio were derived by aggregating data from stand-alone entities and from banking groups where the ultimate EU parent is within the SSM. As of the reference period Q1 2020, the liquidity sample matches the full sample.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 forcredit 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.


T01.01 Significant institutions by country and classification(number of institutions)

Country Q3 2020 Business model classifcation Q3 2020

Belgium 6 Corporate/wholesale lenders 12Germany 21 Custodian and asset managers 8Estonia 3 Development/promotional lenders 6Ireland 6 Diversified lenders 31Greece 4 G-SIBs 2) 8Spain 12 Retail and consumer credit lenders 16France 11 Small market lenders 11Italy 11 Universal and investment banks 18Cyprus 3 Not classified -Latvia 2 Total 110Lithuania 3Luxembourg 5Malta 3Netherlands 6Austria 6Portugal 3Slovenia 2Slovakia 1) -Finland 3Total 110

Size Q3 2020

Banks with total assetsLess than €30 billion 26Between €30 billion and €100 billion 45Between €100 billion and €200 billion 13More than €200 billion 18

G-SIBs 2) 8Total 110

Geographical diversification Q3 2020

Banks with significant domestic exposures 3) 16Banks with largest non-domestic exposures

SSM 59Non-SSM EEA 4) 17Non-EEA Europe 5) 3RoW 6) 15

Total 110

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.


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.


T02.01.1 Profit and loss figures by reference period(EUR millions; percentages)

Profit and loss 1) 2) Q3 2019 Q4 2019 Q1 2020 Q2 2020 Q3 2020

Net interest income 202,995.29 271,995.85 67,776.20 133,305.29 197,971.11 Net fee and commission income 107,220.43 145,277.13 36,989.83 70,245.57 104,392.12 Net trading income 32,743.24 39,752.04 -22,137.24 -3,323.71 -1,860.66 Exchange differences, net 5,762.94 8,372.49 -5,225.02 -191.14 -1,151.65 Net other operating income 3) -1,451.68 -842.00 33,028.78 25,234.05 37,496.90 Operating income 4) 347,270.22 464,555.51 110,432.56 225,270.07 336,847.82 Administrative expenses and depreciation -227,409.77 -305,815.58 -79,999.30 -152,294.71 -220,631.91 Net income before impairment, provisions and taxes 119,860.45 158,739.93 30,433.25 72,975.35 116,215.91 Impairment and provisions 5) -41,897.25 -65,507.92 -26,741.01 -71,744.54 -89,191.87 Other 13,346.90 17,243.64 5,497.62 8,498.19 14,624.22 Profit and loss before tax 6) 92,747.17 111,357.47 9,289.83 11,042.39 42,787.57 Tax expenses or income -26,302.76 -32,228.47 -4,687.96 -10,946.04 -18,606.31 Net profit/loss 66,444.41 79,128.99 4,601.87 96.34 24,181.26 Net interest income/Operating income 58.45% 58.55% 61.37% 59.18% 58.77%Net fee and commission income/Operating income 30.88% 31.27% 33.50% 31.18% 30.99%Net trading income/Operating income 9.43% 8.56% -20.05% -1.48% -0.55%

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 113 in the third and fourth quarter of 2019, 112 in the first and second quarter of 2020 and 110 in the third quarter of 2020. 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) This includes, among other items, gains or losses resulting from the valuation of financial assets/liabilities at fair value, where those financial assets/liabilities are not reported as “held for trading”.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.


T02.01.2 Profit and loss figures by country(EUR millions; percentages)

Profit and loss 1) 2)

(Q3 2020)Total Belgium Germany Estonia Ireland Greece Spain France Italy Cyprus

Net interest income 197,971.11 5,004.04 24,079.51 426.89 4,231.76 4,120.46 47,356.57 52,581.34 20,937.75 555.70 Net fee and commission income 104,392.12 2,433.56 15,433.83 141.30 1,858.32 884.59 16,735.69 37,804.60 15,817.98 159.91 Net trading income -1,860.66 -402.51 2,614.58 10.02 156.91 20.92 C -11,340.78 489.83 CExchange differences, net -1,151.65 441.33 106.61 C -70.23 32.74 C 2,689.77 68.47 CNet other operating income 3) 37,496.90 237.89 2,124.35 C 839.77 1,677.61 3,237.51 21,562.68 5,171.86 25.78 Operating income 4) 336,847.82 7,714.32 44,358.88 691.12 7,016.53 6,736.32 68,865.72 103,297.61 42,485.89 764.27 Administrative expenses and depreciation -220,631.91 -4,856.71 -34,252.67 -353.56 -4,748.13 -2,755.81 -35,623.88 -74,931.81 -29,684.38 -508.64 Net income before impairment, provisions and taxes 116,215.91 2,857.61 10,106.21 337.56 2,268.40 3,980.50 33,241.83 28,365.80 12,801.51 255.63 Impairment and provisions 5) -89,191.87 C -6,001.43 -77.05 C -4,233.38 -34,027.98 -16,477.00 -10,455.54 COther 14,624.22 C 51.01 1.70 C -207.02 1,014.49 9,495.10 3,372.32 CProfit and loss before tax 6) 42,787.57 1,497.22 4,188.53 262.22 -1,789.04 -474.83 308.92 21,262.15 6,881.42 -66.16 Tax expenses or income -18,606.31 -301.21 -1,775.65 -26.17 223.42 -159.40 -6,267.10 -5,217.03 -1,803.04 -21.32 Net profit/loss 24,181.26 1,196.01 2,412.87 236.05 -1,565.61 -634.23 -5,958.18 16,045.12 5,078.38 -87.48 Net interest income/Operating income 58.77% 64.87% 54.28% 61.77% 60.31% 61.17% 68.77% 50.90% 49.28% 72.71%Net fee and commission income/Operating income 30.99% 31.55% 34.79% 20.45% 26.48% 13.13% 24.30% 36.60% 37.23% 20.92%Net trading income/Operating income -0.55% -5.22% 5.89% 1.45% 2.24% 0.31% C -10.98% 1.15% C


(Q3 2020)Latvia Lithuania Luxembourg Malta Netherlands Austria Portugal Slovenia Slovakia 7) Finland

Net interest income C 260.95 896.89 228.25 22,348.36 7,547.90 2,343.86 C - 4,576.09 Net fee and commission income C 134.24 1,192.38 68.07 4,747.92 3,300.60 1,095.99 C - 2,322.89 Net trading income C 13.23 96.93 C 554.26 526.71 -84.59 C - 325.94 Exchange differences, net C 10.89 35.64 C -48.56 -602.55 114.85 C - CNet other operating income 3) C 13.45 218.28 -24.30 1,140.03 367.49 -155.64 C - COperating income 4) C 432.75 2,440.12 286.32 28,742.00 11,140.15 3,314.47 C - 7,757.02 Administrative expenses and depreciation C -185.60 -1,862.64 -216.45 -16,916.49 -6,794.91 -2,005.41 C - -4,439.32 Net income before impairment, provisions and taxes C 247.16 577.48 69.87 11,825.51 4,345.24 1,309.06 C - 3,317.70 Impairment and provisions 5) C -25.13 C C -7,147.93 -2,045.68 -1,466.57 C - COther C 0.10 C C 124.10 22.08 119.49 C - CProfit and loss before tax 6) C 222.12 406.91 1.02 4,801.68 2,321.64 -38.46 C - 2,552.04 Tax expenses or income C -43.84 -110.58 -10.13 -1,786.45 -575.39 -209.15 C - -508.20 Net profit/loss C 178.28 296.32 -9.11 3,015.24 1,746.25 -247.61 C - 2,043.84 Net interest income/Operating income C 60.30% 36.76% 79.72% 77.76% 67.75% 70.72% C - 58.99%Net fee and commission income/Operating income C 31.02% 48.87% 23.77% 16.52% 29.63% 33.07% C - 29.95%Net trading income/Operating income C 3.06% 3.97% C 1.93% 4.73% -2.55% C - 4.20%

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)This includes, among other items, gains or losses resulting from the valuation of financial assets/liabilities at fair value, where those financial assets/liabilities are not reported as “held for trading”.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.7) There are no significant institutions at the highest level of consolidation in Slovakia.


T02.01.3 Profit and loss figures by classification (business model)(EUR millions; percentages)


(Q3 2020)Total

Corporate/ wholesale

lender

Custodian and asset managers

Development/promotional

lenders

Diversified lenders G-SIBs 7)

Retail and consumer

credit lenders

Small market lenders

Universal and

investment banks

Not classified

Net interest income 197,971.11 7,467.74 863.61 1,346.87 30,947.75 93,386.74 10,846.34 1,347.11 51,764.94 -Net fee and commission income 104,392.12 1,382.24 3,684.81 68.29 14,332.03 51,268.46 5,479.06 604.27 27,572.97 -Net trading income -1,860.66 451.38 289.27 -311.11 784.41 -4,565.56 -13.10 56.47 1,447.57 -Exchange differences, net -1,151.65 69.96 84.40 17.09 -789.65 -981.84 70.38 23.83 354.19 -Net other operating income 3) 37,496.90 326.62 162.11 329.87 3,804.31 25,593.82 1,397.08 139.46 5,743.62 -Operating income 4) 336,847.82 9,697.94 5,084.19 1,451.00 49,078.85 164,701.63 17,779.77 2,171.14 86,883.29 -Administrative expenses and depreciation -220,631.91 -6,762.41 -3,836.62 -778.26 -30,620.55 -110,761.63 -13,095.80 -1,232.83 -53,543.81 -Net income before impairment, provisions and taxes 116,215.91 2,935.53 1,247.57 672.74 18,458.30 53,940.00 4,683.97 938.32 33,339.48 -Impairment and provisions 5) -89,191.87 -2,224.14 C C -18,019.52 -41,586.46 C -240.33 -22,142.19 -Other 14,624.22 5.19 C C 776.57 2,124.54 C 240.54 5,372.67 -Profit and loss before tax 6) 42,787.57 716.58 985.57 -799.29 1,295.40 14,309.49 7,521.67 938.52 17,819.63 -Tax expenses or income -18,606.31 -328.39 -329.95 -89.96 -1,380.46 -10,962.51 -947.21 -90.85 -4,476.99 -Net profit/loss 24,181.26 388.19 655.62 -889.25 -85.06 3,346.98 6,574.47 847.67 13,342.65 -Net interest income/Operating income 58.77% 77.00% 16.99% 92.82% 63.06% 56.70% 61.00% 62.05% 59.58% -Net fee and commission income/Operating income 30.99% 14.25% 72.48% 4.71% 29.20% 31.13% 30.82% 27.83% 31.74% -Net trading income/Operating income -0.55% 4.65% 5.69% -21.44% 1.60% -2.77% -0.07% 2.60% 1.67% -

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) This includes, among other items, gains or losses resulting from the valuation of financial assets/liabilities at fair value, where those financial assets/liabilities are not reported as “held for trading”.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.7) G-SIBs: global systemically important banks. Data based on the last available list of G-SIBs as published by the Financial Stability Board.


T02.01.3 Profit and loss figures by classification (geographical diversification)(EUR millions; percentages)

SSMnon-SSM

EEA 8)non-EEA

Europe 9) RoW 10)

Net interest income 197,971.11 10,643.63 63,082.80 19,165.08 855.06 104,224.54 Net fee and commission income 104,392.12 7,331.22 34,439.78 7,721.77 274.89 54,624.46 Net trading income -1,860.66 96.14 2,369.23 325.63 -3.64 -4,648.02 Exchange differences, net -1,151.65 106.10 216.37 -651.96 0.96 -823.12 Net other operating income 3) 37,496.90 405.90 9,604.85 1,714.01 28.10 25,744.04 Operating income 4) 336,847.82 18,582.99 109,713.03 28,274.53 1,155.36 179,121.91 Administrative expenses and depreciation -220,631.91 -14,524.87 -70,599.14 -17,005.04 -763.42 -117,739.45 Net income before impairment, provisions and taxes 116,215.91 4,058.12 39,113.88 11,269.49 391.95 61,382.46 Impairment and provisions 5) -89,191.87 C -26,354.37 C C -48,405.16 Other 14,624.22 C 4,671.08 C C 3,356.77 Profit and loss before tax 6) 42,787.57 3,667.40 18,603.20 4,030.49 281.86 16,204.62 Tax expenses or income -18,606.31 -1,088.18 -5,072.31 -813.62 -56.93 -11,575.28 Net profit/loss 24,181.26 2,579.22 13,530.89 3,216.87 224.93 4,629.35 Net interest income/Operating income 58.77% 57.28% 57.50% 67.78% 74.01% 58.19%Net fee and commission income/Operating income 30.99% 39.45% 31.39% 27.31% 23.79% 30.50%Net trading income/Operating income -0.55% 0.52% 2.16% 1.15% -0.32% -2.59%

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) This includes, among other items, gains or losses resulting from the valuation of financial assets/liabilities at fair value, where those financial assets/liabilities are not reported as “held for trading”.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.7) Domestic exposures more than 95% of total debt securities and loans and advances.8) Countries in the European Economic Area (EEA) not participating in the Single Supervisory Mechanism (SSM).9) European countries not in the EEA.10) RoW: rest of the world, i.e. all countries except European countries.


(Q3 2020)Total

Banks with significant domestic

exposures 7)

Banks with largest non-domestic exposures


T02.01.3 Profit and loss figures by classification (size)(EUR millions; percentages)

Less than €30 billion

Between €30 billion and €100

billion


billion

More than €200 billion

Net interest income 197,971.11 2,877.04 24,258.45 13,357.28 64,091.60 93,386.74 Net fee and commission income 104,392.12 2,241.17 10,933.05 6,969.09 32,980.35 51,268.46 Net trading income -1,860.66 215.21 -286.89 536.75 2,239.81 -4,565.56 Exchange differences, net -1,151.65 81.34 335.74 3.47 -590.36 -981.84 Net other operating income 3) 37,496.90 405.22 5,535.26 1,512.65 4,449.96 25,593.82 Operating income 4) 336,847.82 5,819.98 40,775.61 22,379.25 103,171.36 164,701.63 Administrative expenses and depreciation -220,631.91 -4,074.62 -23,991.08 -15,293.51 -66,511.07 -110,761.63 Net income before impairment, provisions and taxes 116,215.91 1,745.35 16,784.53 7,085.74 36,660.29 53,940.00 Impairment and provisions 5) -89,191.87 -800.38 -13,382.30 -7,198.99 -26,223.74 -41,586.46 Other 14,624.22 228.31 588.68 141.63 11,541.06 2,124.54 Profit and loss before tax 6) 42,787.57 1,173.11 4,050.30 28.38 23,226.31 14,309.49 Tax expenses or income -18,606.31 -260.36 -1,869.71 -831.14 -4,682.60 -10,962.51 Net profit/loss 24,181.26 912.75 2,180.59 -802.77 18,543.70 3,346.98 Net interest income/Operating income 58.77% 49.43% 59.49% 59.69% 62.12% 56.70%Net fee and commission income/Operating income 30.99% 38.51% 26.81% 31.14% 31.97% 31.13%Net trading income/Operating income -0.55% 3.70% -0.70% 2.40% 2.17% -2.77%

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) This includes, among other items, gains or losses resulting from the valuation of financial assets/liabilities at fair value, where those financial assets/liabilities are not reported as “held for trading”.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.7) G-SIBs: global systemically important banks. Data based on the last available list of G-SIBs as published by the Financial Stability Board.


(Q3 2020)Total

Banks with total assets

G-SIBs 7)


T02.01.3 Profit and loss figures by classification (risk-based) 1)

(EUR millions; percentages)


(Q3 2020)Total Banks with low risk Banks with medium,

high risk and non-rated

Net interest income 197,971.11 129,292.74 68,678.37 Net fee and commission income 104,392.12 64,788.36 39,603.77 Net trading income -1,860.66 -2,117.48 256.81 Exchange differences, net -1,151.65 -844.37 -307.27 Net other operating income 4) 37,496.90 23,891.78 13,605.12 Operating income 5) 336,847.82 215,011.02 121,836.80 Administrative expenses and depreciation -220,631.91 -132,185.32 -88,446.59 Net income before impairment, provisions and taxes 116,215.91 82,825.70 33,390.20 Impairment and provisions 6) -89,191.87 -56,507.66 -32,684.21 Other 14,624.22 8,423.97 6,200.24 Profit and loss before tax 7) 42,787.57 35,878.80 6,908.78 Tax expenses or income -18,606.31 -14,440.78 -4,165.53 Net profit/loss 24,181.26 21,438.01 2,743.24 Net interest income/Operating income 58.77% 60.13% 56.37%Net fee and commission income/Operating income 30.99% 30.13% 32.51%Net trading income/Operating income -0.55% -0.98% 0.21%

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) This includes, among other items, gains or losses resulting from the valuation of financial assets/liabilities at fair value, where those financial assets/liabilities are not reported as “held for trading”.5) Operating income before administrative expenses and depreciation are deducted.6) Provisions include provisions for "commitments and guarantees given" and "other provisions".7) 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.


T02.02.1 Key performance indicators by reference period(percentages)

Indicator 1) 2) Q3 2019 Q4 2019 Q1 2020 Q2 2020 Q3 2020

Return on equity (RoE) 5.83% 5.16% 1.21% 0.01% 2.12%Return on assets (RoA) 0.38% 0.36% 0.08% 0.00% 0.13%Cost-to-income ratio (CIR) 65.48% 65.83% 72.44% 67.61% 65.50%

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 113 in the third and fourth quarter of 2019, 112 in the first and second quarter of 2020 and 110 in the third quarter of 2020. 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.


T02.02.2 Key performance indicators by country(percentages)

Country 1) 2)

(Q3 2020)Return on equity

(RoE)Return on assets

(RoA)Cost-to-income ratio

(CIR)Belgium 4.23% 0.27% 62.96%Germany 1.42% 0.08% 77.22%Estonia 6.69% 0.89% 51.16%Ireland -4.15% -0.44% 67.67%Greece -3.15% -0.31% 40.91%Spain -3.60% -0.23% 51.73%France 4.28% 0.25% 72.54%Italy 3.57% 0.26% 69.87%Cyprus -3.32% -0.28% 66.55%Latvia C C CLithuania 11.10% 0.95% 42.89%Luxembourg 3.08% 0.23% 76.33%Malta -0.67% -0.05% 75.60%Netherlands 3.15% 0.17% 58.86%Austria 4.89% 0.40% 60.99%Portugal -1.70% -0.15% 60.50%Slovenia C C CSlovakia 3) - - -Finland 5.90% 0.38% 57.23%

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.


T02.02.3 Key performance indicators by classification (business model)(percentages)

Category 1) 2)

(Q3 2020)Return on Equity

(RoE)Return on Assets


(CIR)

Corporate/wholesale lenders 0.72% 0.04% 69.73%Custodian and asset managers 3.34% 0.26% 75.46%Development/promotional lenders -3.66% -0.22% 53.64%Diversified lenders -0.05% 0.00% 62.39%G-SIBs 3) 0.69% 0.04% 67.25%Retail and consumer credit lenders 9.53% 0.69% 73.66%Small market lenders 9.06% 1.04% 56.78%Universal and investment banks 4.26% 0.28% 61.63%Not classified - - -

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.


T02.02.3 Key performance indicators by classification (geographical diversification)(percentages)

Category 1) 2)




(CIR)

Banks with significant domestic exposures 3) 3.14% 0.23% 78.16%Banks with largest non-domestic exposures

SSM 3.25% 0.22% 64.35%Non-SSM EEA 4) 3.02% 0.20% 60.14%Non-EEA Europe 5) 4.70% 0.27% 66.08%RoW 6) 0.87% 0.05% 65.73%

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.


T02.02.3 Key performance indicators by classification (size)(percentages)

Category 1) 2)




(CIR)Banks with total assets

Less than €30 billion 4.04% 0.35% 70.01%Between €30 billion and €100 billion 1.24% 0.11% 58.84%Between €100 billion and €200 billion -0.90% -0.06% 68.34%More than €200 billion 5.08% 0.32% 64.47%

G-SIBs 3) 0.69% 0.04% 67.25%

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.


T02.02.3 Key performance indicators by classification (risk-based) 1)

(percentages)

Category 2) 3)




(CIR)Banks with low risk 2.98% 0.19% 61.48%Banks with medium, high risk and non-rated 0.65% 0.04% 72.59%

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.


T02.03.1 Composition of assets by reference period(EUR billions; percentages)

Assets Q3 2019 Q4 2019 Q1 2020 Q2 2020 Q3 2020

Cash, cash balances at central banks, other demand deposits 1,886.06 1,807.24 2,173.25 2,818.32 3,089.65 Loans and advances 14,726.73 14,376.32 14,969.61 14,876.57 14,691.92

Central banks 232.03 234.27 209.64 242.64 264.10 General governments 908.01 889.09 917.99 920.18 902.51 Credit institutions 1,363.66 1,186.65 1,336.92 1,284.15 1,230.41 Other financial corporations 1,577.91 1,338.38 1,634.98 1,479.77 1,454.86 Non-financial corporations 5,090.78 5,101.37 5,291.26 5,340.57 5,216.93 Households 5,554.34 5,626.56 5,578.82 5,609.26 5,623.12

Debt securities 2,998.39 2,848.59 3,066.11 3,249.06 3,155.82 Equity instruments 350.02 346.11 263.08 296.38 307.37 Derivatives 1,938.96 1,552.27 2,141.29 1,896.68 1,801.03

Trading 1,758.89 1,412.56 1,973.91 1,727.91 1,645.25 Derivatives – hedge accounting 180.07 139.71 167.38 168.77 155.78

Investments in subsidiaries, joint-ventures and associates 150.27 149.41 148.24 153.30 155.02 Intangible assets and goodwill 136.40 135.52 131.46 119.99 117.35 Other assets 1) 1,076.02 966.45 1,098.81 1,020.15 1,019.71 Total assets 23,262.85 22,181.93 23,991.84 24,430.45 24,337.88Share of unencumbered assets 2) 80.34% 80.74% 79.33% 77.86% 77.64%Share of encumbered assets 2) 19.66% 19.26% 20.67% 22.14% 22.36%

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 113 in the third and fourth quarter of 2019, 112 in the first and second quarter of 2020 and 110 in the third quarter of 2020. 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.


T02.03.2 Composition of assets by country/1(EUR billions; percentages)

Assets(Q3 2020) Total Belgium Germany Estonia Ireland Greece Spain France Italy Cyprus

Cash, cash balances at central banks, other demand deposits 3,089.65 89.53 653.33 8.32 90.31 28.91 352.69 1,069.49 185.88 10.16 Loans and advances 14,691.92 352.32 2,250.27 23.97 265.07 152.74 2,216.66 4,988.16 1,617.90 19.90

Central banks 263.09 C 12.28 C 4.78 C 23.42 80.07 C CGeneral governments 902.51 27.86 174.67 0.60 1.68 C 89.90 393.35 C CCredit institutions 1,230.41 C 354.36 C 33.42 6.95 132.07 417.36 80.79 0.36 Other financial corporations 1,454.86 17.16 317.72 0.24 31.67 7.52 112.43 562.94 179.92 0.98 Non-financial corporations 5,216.93 99.42 824.09 10.12 84.54 75.84 747.57 1,696.96 710.08 9.76 Households 5,623.12 171.46 567.14 12.97 108.97 61.67 1,111.27 1,837.47 509.97 8.47

Debt securities 3,155.82 95.96 548.64 2.67 47.55 39.61 479.16 935.93 531.32 7.71 Equity instruments 307.37 1.20 30.34 0.02 0.63 0.65 26.23 197.98 27.61 0.03 Derivatives 1,801.03 20.14 573.74 0.07 49.99 9.94 163.84 744.65 91.27 0.03

Trading 1,645.25 C 559.67 C 47.86 9.89 145.90 661.61 84.80 CDerivatives – hedge accounting 155.78 C 14.07 C 2.13 0.05 17.95 83.05 6.47 C

Investments in subsidiaries, joint-ventures and associates 155.02 4.11 17.26 C 1.19 0.73 23.71 73.07 20.68 0.09 Intangible assets and goodwill 117.35 2.14 12.81 C 1.61 1.46 27.79 46.59 14.26 0.08 Other assets 1) 1,019.71 17.56 100.30 0.21 12.87 40.76 187.39 434.42 116.21 3.19 Total assets 24,337.88 582.96 4,186.68 35.39 469.22 274.79 3,477.48 8,490.31 2,605.12 41.19 Share of unencumbered assets 2) 77.64% 81.67% 71.22% 90.06% 89.19% 72.63% 76.93% 80.60% 71.89% CShare of encumbered assets 2) 22.36% 18.33% 28.78% 9.94% 10.81% 27.37% 23.07% 19.40% 28.11% 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.


T02.03.2 Composition of assets by country/2(EUR billions; percentages)

Assets(Q3 2020) Latvia Lithuania Luxembourg Malta Netherlands Austria Portugal Slovenia Slovakia 3) Finland

Cash, cash balances at central banks, other demand deposits C 9.52 40.44 4.92 357.98 84.87 14.71 C - 80.54 Loans and advances C 13.89 93.91 10.83 1,692.95 381.72 124.78 C - 467.36

Central banks C C C C 6.94 24.73 C C - 0.78 General governments C C C C 125.74 12.97 C C - 17.37 Credit institutions C 0.06 37.85 0.81 123.77 14.40 3.56 C - COther financial corporations C 0.09 12.70 1.12 155.38 20.41 1.37 C - CNon-financial corporations C 5.86 11.60 3.09 543.70 161.39 43.61 C - 180.80 Households C 7.73 29.93 5.66 737.43 147.81 70.97 C - 224.39

Debt securities C 1.39 29.48 6.00 193.61 80.63 59.61 C - 89.48 Equity instruments C 0.02 C 0.06 10.71 1.75 3.27 C - CDerivatives C 0.03 1.50 0.01 80.62 9.97 2.18 C - C

Trading C C 1.40 C 58.55 8.21 C C - CDerivatives – hedge accounting C C 0.09 C 22.07 1.76 C C - C

Investments in subsidiaries, joint-ventures and associates C C C 0.13 4.52 4.36 1.29 C - 3.71 Intangible assets and goodwill C C 0.86 0.09 2.38 2.73 0.38 C - COther assets 1) C 0.19 2.43 0.45 68.86 10.14 15.50 C - 8.63 Total assets C 25.07 169.82 22.50 2,411.63 576.17 221.73 C - 712.30 Share of unencumbered assets 2) C C 93.00% 91.79% 81.72% 83.69% 84.69% C - 67.42%Share of encumbered assets 2) C C 7.00% 8.21% 18.28% 16.31% 15.31% C - 32.58%

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.


T02.03.3 Composition of assets by classification (business model)(EUR billions; percentages)

Assets(Q3 2020) Total

Corporate/wholesale

lenders



lenders


Retail and consumer

credit lenders


Universal and

investment banks

Not classified

Cash, cash balances at central banks, other demand deposits 3,089.65 182.15 103.36 61.05 357.89 1,340.80 119.42 28.18 896.80 -Loans and advances 14,691.92 815.62 123.11 332.57 1,828.85 6,881.12 806.64 66.11 3,837.90 -

Central banks 263.09 C C C 27.20 188.21 C C 46.66 -General governments 902.51 C C 176.97 57.19 322.89 C C 129.40 -Credit institutions 1,230.41 128.70 64.07 32.14 71.17 540.72 20.77 0.39 372.45 -Other financial corporations 1,454.86 79.52 23.30 6.79 82.62 911.29 32.88 0.75 317.71 -Non-financial corporations 5,216.93 428.20 22.59 112.87 729.30 2,285.84 184.41 28.56 1,425.15 -Households 5,623.12 64.48 C C 861.37 2,632.17 470.84 34.23 1,546.54 -

Debt securities 3,155.82 155.06 73.36 79.26 501.26 1,315.59 265.93 12.26 753.10 -Equity instruments 307.37 5.24 C C 15.56 222.07 6.93 0.20 41.54 -Derivatives 1,801.03 76.18 C 22.87 58.85 1,186.14 5.48 C 428.15 -

Trading 1,645.25 67.92 C 1.34 50.92 1,094.13 2.02 C 405.94 -Derivatives – hedge accounting 155.78 8.26 C 21.54 7.93 92.01 3.46 C 22.20 -

Investments in subsidiaries, joint-ventures and associates 155.02 6.55 C C 17.27 59.78 15.06 C 51.96 -Intangible assets and goodwill 117.35 0.77 2.76 0.21 15.53 66.28 2.54 0.24 29.00 -Other assets 1) 1,019.71 23.95 3.79 30.69 161.91 533.30 50.60 1.16 214.32 -Total assets 24,337.88 1,265.53 333.30 542.98 2,957.13 11,605.06 1,272.61 108.50 6,252.76 -Share of unencumbered assets 2) 77.64% 58.96% 86.97% 61.22% 75.53% 80.86% 71.75% 94.21% 78.28% -Share of encumbered assets 2) 22.36% 41.04% 13.03% 38.78% 24.47% 19.14% 28.25% 5.79% 21.72% -

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) G-SIBs: global systemically important banks. Data based on the last available list of G-SIBs as published by the Financial Stability Board.


T02.03.3 Composition of assets by classification (geographical diversification)(EUR billions; percentages)

SSM Non-SSM

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

Cash, cash balances at central banks, other demand deposits 3,089.65 158.20 1,004.24 258.40 11.63 1,657.18 Loans and advances 14,691.92 869.75 5,095.30 1,353.67 76.77 7,296.43

Central banks 263.09 C 107.29 43.98 C 111.63 General governments 902.51 103.89 351.85 96.32 2.50 347.94 Credit institutions 1,230.41 C 486.29 62.70 C 652.25 Other financial corporations 1,454.86 C 417.46 62.43 C 923.70 Non-financial corporations 5,216.93 282.12 1,961.07 504.27 32.06 2,437.40 Households 5,623.12 408.13 1,771.34 583.96 36.19 2,823.51

Debt securities 3,155.82 311.69 1,153.52 300.08 19.49 1,371.04 Equity instruments 307.37 21.30 61.29 8.02 0.93 215.83 Derivatives 1,801.03 C 366.12 95.89 C 1,318.26

Trading 1,645.25 C 332.96 76.73 C 1,220.09 Derivatives – hedge accounting 155.78 C 33.16 19.16 C 98.17

Investments in subsidiaries, joint-ventures and associates 155.02 C 64.50 8.28 C 62.26 Intangible assets and goodwill 117.35 C 32.72 10.83 C 70.54 Other assets 1) 1,019.71 64.86 289.45 72.17 1.79 591.44 Total assets 24,337.88 1,468.96 8,067.16 2,107.34 111.44 12,582.97 Share of unencumbered assets 2) 77.64% 67.37% 74.96% 76.60% 52.66% 80.95%Share of encumbered assets 2) 22.36% 32.63% 25.04% 23.40% 47.34% 19.05%

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.



exposures 3)



T02.03.3 Composition of assets by classification (size)(EUR billions; percentages)



billion


billion


Cash, cash balances at central banks, other demand deposits 3,089.65 73.27 359.83 275.38 1,040.37 1,340.80 Loans and advances 14,691.92 181.34 1,643.24 1,067.41 4,918.83 6,881.12

Central banks 263.09 1.88 4.75 7.68 61.58 188.21 General governments 902.51 2.89 123.40 155.16 298.16 322.89 Credit institutions 1,230.41 13.88 121.39 86.22 468.21 540.72 Other financial corporations 1,454.86 13.92 102.63 74.97 352.05 911.29 Non-financial corporations 5,216.93 58.13 601.23 418.85 1,852.87 2,285.84 Households 5,623.12 90.63 689.84 324.52 1,885.96 2,632.17

Debt securities 3,155.82 66.71 477.56 292.10 1,003.88 1,315.59 Equity instruments 307.37 1.14 33.36 5.79 45.01 222.07 Derivatives 1,801.03 12.14 96.85 115.08 390.82 1,186.14

Trading 1,645.25 12.03 82.09 93.97 363.03 1,094.13 Derivatives – hedge accounting 155.78 0.12 14.75 21.11 27.79 92.01

Investments in subsidiaries, joint-ventures and associates 155.02 0.59 17.83 9.64 67.18 59.78 Intangible assets and goodwill 117.35 1.42 8.58 4.82 36.25 66.28 Other assets 1) 1,019.71 12.05 130.51 100.55 243.29 533.30 Total assets 24,337.88 348.66 2,767.75 1,870.77 7,745.63 11,605.06 Share of unencumbered assets 2) 77.64% 79.96% 73.22% 74.62% 75.02% 80.86%Share of encumbered assets 2) 22.36% 20.04% 26.78% 25.38% 24.98% 19.14%


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.


G-SIBs 3)


T02.03.3 Composition of assets by classification (risk-based) 1)

(EUR billions; percentages)

Assets(Q3 2020) Total Banks with low risk Banks with medium,


Cash, cash balances at central banks, other demand deposits 3,089.65 1,971.88 1,117.77 Loans and advances 14,691.92 9,576.69 5,115.24

Central banks 263.09 134.88 129.22 General governments 902.51 654.11 248.39 Credit institutions 1,230.41 823.10 407.31 Other financial corporations 1,454.86 786.73 668.12 Non-financial corporations 5,216.93 3,450.74 1,766.19 Households 5,623.12 3,727.12 1,896.00

Debt securities 3,155.82 1,850.93 1,304.89 Equity instruments 307.37 189.39 117.98 Derivatives 1,801.03 888.93 912.10

Trading 1,645.25 782.27 862.98 Derivatives – hedge accounting 155.78 106.66 49.12

Investments in subsidiaries, joint-ventures and associates 155.02 115.61 39.42 Intangible assets and goodwill 117.35 82.25 35.10 Other assets 2) 1,019.71 605.03 414.68 Total assets 24,337.88 15,280.70 9,057.18 Share of unencumbered assets 3) 77.64% 78.13% 76.81%Share of encumbered assets 3) 22.36% 21.87% 23.19%

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.


T02.04.1 Composition of liabilities and equity by reference period(EUR billions)

Liabilities and equity Q3 2019 Q4 2019 Q1 2020 Q2 2020 Q3 2020

Deposits 14,411.86 14,047.32 15,076.79 15,846.88 16,021.44 Central banks 922.04 806.95 1,214.79 1,693.54 1,781.03 General governments 591.76 558.52 587.15 569.26 561.02 Credit institutions 1,652.16 1,472.52 1,623.82 1,550.42 1,507.83 Other financial corporations 2,130.56 1,960.77 2,283.49 2,152.50 2,163.47 Non-financial corporations 2,980.30 3,023.72 3,115.55 3,426.07 3,516.74 Households 6,135.04 6,224.84 6,251.99 6,455.09 6,491.36

Debt securities issued 3,909.09 3,822.08 3,780.18 3,788.34 3,641.95 of which: subordinated 285.42 280.98 285.15 281.43 284.41

Derivatives 1,992.98 1,582.16 2,164.55 1,935.75 1,812.41 of which: trading 1,738.22 1,379.45 1,934.83 1,696.10 1,605.21

Provisions 1) 138.82 134.85 128.37 126.18 124.86 Other liabilities 2) 1,290.61 1,063.48 1,318.41 1,217.30 1,216.01 Equity 1,519.50 1,532.04 1,523.54 1,516.01 1,521.20

Paid-up capital 649.16 655.37 658.27 650.97 645.81 Reserves 719.79 718.35 792.32 796.26 790.85 Minority interests 59.90 61.32 59.85 58.11 57.82 Other comprehensive income -36.07 -40.41 -64.32 -65.06 -74.16 Other 3) 126.73 137.41 77.42 75.73 100.88

Total liabilities and equity 23,262.85 22,181.93 23,991.84 24,430.45 24,337.88

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 113 in the third and fourth quarter of 2019, 112 in the first and second quarter of 2020 and 110 in the third quarter of 2020. 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.


T02.04.2 Composition of liabilities and equity by country/1(EUR billions)

Liabilities and equity(Q3 2020) Total Belgium Germany Estonia Ireland Greece Spain France Italy Cyprus

Deposits 16,021.44 442.89 2,480.98 29.04 325.63 225.04 2,547.78 5,287.89 1,890.88 36.42 Central banks 1,781.03 39.80 239.67 C 12.28 39.38 315.55 549.14 321.35 CGeneral governments 561.02 19.27 161.52 3.91 5.92 9.99 102.03 105.73 74.76 CCredit institutions 1,507.83 35.98 504.84 C 61.97 5.55 182.62 430.40 122.62 2.11 Other financial corporations 2,163.47 49.45 484.83 1.14 30.63 5.92 187.20 901.63 164.42 3.42 Non-financial corporations 3,516.74 73.88 418.03 9.48 106.13 37.81 517.65 1,371.44 409.40 6.90 Households 6,491.36 224.52 672.09 11.66 108.70 126.39 1,242.72 1,929.55 798.33 22.23

Debt securities issued 3,641.95 63.86 635.40 C 22.54 6.37 414.04 1,322.38 285.28 0.43 of which: subordinated 284.41 4.05 29.23 C 5.32 2.79 52.48 89.82 34.68 C

Derivatives 1,812.41 27.40 555.83 0.07 49.18 8.62 148.49 746.75 101.72 0.07 of which: trading 1,605.21 16.81 532.86 0.07 47.83 7.04 136.06 666.76 83.16 0.01

Provisions 1) 124.86 1.16 32.93 C 1.85 1.24 23.55 29.98 23.28 0.18 Other liabilities 2) 1,216.01 9.99 255.25 0.40 19.69 6.69 122.65 603.66 114.28 0.57 Equity 1,521.20 37.66 226.29 4.71 50.33 26.82 220.97 499.65 189.68 3.51

Paid-up capital 645.81 13.60 116.54 0.24 16.77 52.44 128.02 142.70 98.67 2.24 Reserves 790.85 21.79 91.84 4.23 34.24 -27.15 127.69 297.12 77.35 0.98 Minority interests 57.82 C 5.21 C 0.36 0.16 19.88 20.41 1.89 COther comprehensive income -74.16 C -2.87 C -2.12 -0.04 -48.56 0.44 -6.00 COther 3) 100.88 3.24 15.58 0.24 1.08 1.42 -6.07 38.97 17.78 0.14

Total liabilities and equity 24,337.88 582.96 4,186.68 35.39 469.22 274.79 3,477.48 8,490.31 2,605.12 41.19

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.


T02.04.2 Composition of liabilities and equity by country/2(EUR billions)

Liabilities and equity(Q3 2020) Latvia Lithuania Luxembourg Malta Netherlands Austria Portugal Slovenia Slovakia 4) Finland

Deposits C 22.47 141.32 19.52 1,592.89 443.39 182.95 C - 322.03 Central banks C C 5.59 C 172.79 34.05 15.72 C - 31.95 General governments C C 8.03 C 22.31 20.02 5.32 C - CCredit institutions C 1.48 9.26 0.24 75.16 50.06 5.70 C - COther financial corporations C 0.66 62.54 2.14 211.69 26.84 5.74 C - 24.30 Non-financial corporations C 5.77 16.74 2.94 311.34 92.53 36.56 C - 93.83 Households C 13.25 39.16 13.80 799.61 219.89 113.91 C - 134.98

Debt securities issued C C 9.27 0.68 551.13 63.52 7.79 C - 257.71 of which: subordinated C C C 0.22 40.81 11.46 2.94 C - 9.73

Derivatives C 0.03 3.29 0.05 108.48 8.12 2.30 C - Cof which: trading C 0.03 1.67 0.02 56.76 6.62 1.89 C - C

Provisions 1) C C 0.58 0.15 2.87 3.93 1.69 C - COther liabilities 2) C 0.39 2.52 0.29 28.80 9.59 7.63 C - 33.21 Equity C 2.14 12.84 1.81 127.47 47.62 19.37 C - 46.17

Paid-up capital C 0.98 5.46 0.81 35.11 13.46 9.59 C - 7.21 Reserves C 0.96 6.43 1.01 73.59 29.03 11.59 C - 38.46 Minority interests C C C C 1.49 C 2.19 C - COther comprehensive income C C C C -0.57 C -4.80 C - COther 3) C 0.21 0.64 -0.00 17.85 5.34 0.80 C - 3.23

Total liabilities and equity C 25.07 169.82 22.50 2,411.63 576.17 221.73 C - 712.30

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.


T02.04.3 Composition of liabilities and equity by classification (business model)(EUR billions)

Liabilities and equity(Q3 2020) Total

Corporate/wholesale

lenders



lenders


Retail and consumer

credit lenders


Universal and

investment banks

Not classified

Deposits 16,021.44 824.09 247.98 74.03 2,327.54 7,331.71 1,036.60 92.57 4,086.93 -Central banks 1,781.03 107.34 3.78 35.24 309.11 808.37 109.90 3.34 403.93 -General governments 561.02 65.72 C C 91.62 207.54 29.00 6.51 152.26 -Credit institutions 1,507.83 240.20 57.12 11.27 126.51 553.69 45.00 4.14 469.89 -Other financial corporations 2,163.47 157.04 147.16 18.79 145.22 1,158.77 100.36 3.61 432.52 -Non-financial corporations 3,516.74 113.69 C C 458.59 1,793.76 103.92 25.11 1,001.15 -Households 6,491.36 140.09 C C 1,196.49 2,809.58 648.41 49.86 1,627.18 -

Debt securities issued 3,641.95 264.13 C C 261.85 1,588.22 101.61 1.57 1,031.28 -of which: subordinated 284.41 12.46 C C 40.77 131.19 9.10 0.38 90.32 -

Derivatives 1,812.41 70.86 23.07 55.54 52.10 1,154.00 8.87 0.28 447.69 -of which: trading 1,605.21 58.65 22.69 3.66 40.54 1,071.02 2.09 0.20 406.34 -

Provisions 1) 124.86 18.07 C C 20.40 53.57 5.08 0.20 25.57 -Other liabilities 2) 1,216.01 16.41 C C 77.75 826.15 28.50 1.42 243.94 -Equity 1,521.20 71.96 26.16 32.42 217.48 651.42 91.95 12.47 417.35 -

Paid-up capital 645.81 45.04 8.04 C 135.28 252.61 31.50 C 145.13 -Reserves 790.85 27.68 17.02 10.18 72.23 365.07 52.49 6.46 239.72 -Minority interests 57.82 0.34 C C 14.50 32.44 0.70 C 9.42 -Other comprehensive income -74.16 -3.19 C -1.39 -14.11 -35.88 0.33 C -19.63 -Other 3) 100.88 2.09 1.32 0.21 9.58 37.17 6.94 0.88 42.70 -

Total liabilities and equity 24,337.88 1,265.53 333.30 542.98 2,957.13 11,605.06 1,272.61 108.50 6,252.76 -

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) 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.


T02.04.3 Composition of liabilities and equity by classification (geographical diversification)(EUR billions)

SSMNon-SSM


Deposits 16,021.44 1,130.52 5,589.90 1,317.00 61.25 7,922.78 Central banks 1,781.03 154.24 629.95 136.66 11.47 848.71 General governments 561.02 30.22 250.93 56.00 6.37 217.49 Credit institutions 1,507.83 77.23 645.53 74.67 4.28 706.11 Other financial corporations 2,163.47 103.43 674.69 90.93 3.39 1,291.03 Non-financial corporations 3,516.74 132.57 1,083.73 316.34 10.40 1,973.69 Households 6,491.36 632.83 2,305.06 642.39 25.34 2,885.74

Debt securities issued 3,641.95 C 1,220.05 470.52 C 1,755.00 of which: subordinated 284.41 11.18 92.06 25.72 1.01 154.44

Derivatives 1,812.41 C 381.91 116.93 C 1,292.80 of which: trading 1,605.21 14.17 315.63 75.05 0.06 1,200.31

Provisions 1) 124.86 C 53.94 5.96 C 55.71 Other liabilities 2) 1,216.01 44.74 266.02 54.82 1.74 848.69 Equity 1,521.20 109.36 555.35 142.12 6.38 707.99

Paid-up capital 645.81 54.15 270.79 35.55 3.60 281.72 Reserves 790.85 49.35 248.34 99.79 2.37 390.99 Minority interests 57.82 C 7.47 6.63 C 38.01 Other comprehensive income -74.16 C -12.13 -10.91 C -50.44 Other 3) 100.88 C 40.87 11.07 C 47.70

Total liabilities and equity 24,337.88 1,468.96 8,067.16 2,107.34 111.44 12,582.97

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) 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.



exposures 4)



T02.04.3 Composition of liabilities and equity by classification (size)(EUR billions)



billion


billion


Deposits 16,021.44 255.97 1,946.38 1,139.72 5,347.67 7,331.71 Central banks 1,781.03 10.70 251.95 139.95 570.05 808.37 General governments 561.02 10.07 76.29 57.99 209.14 207.54 Credit institutions 1,507.83 10.33 187.03 147.38 609.40 553.69 Other financial corporations 2,163.47 41.64 278.91 145.43 538.73 1,158.77 Non-financial corporations 3,516.74 46.69 299.38 216.05 1,160.86 1,793.76 Households 6,491.36 136.54 852.82 432.93 2,259.49 2,809.58

Debt securities issued 3,641.95 41.23 377.10 395.44 1,239.96 1,588.22 of which: subordinated 284.41 1.63 21.94 18.20 111.46 131.19

Derivatives 1,812.41 12.61 106.90 147.38 391.53 1,154.00 of which: trading 1,605.21 11.51 81.78 89.16 351.75 1,071.02

Provisions 1) 124.86 1.64 16.84 11.02 41.80 53.57 Other liabilities 2) 1,216.01 7.08 85.80 58.71 238.28 826.15 Equity 1,521.20 30.13 234.75 118.51 486.40 651.42

Paid-up capital 645.81 15.17 142.42 43.80 191.80 252.61 Reserves 790.85 14.16 84.27 75.51 251.84 365.07 Minority interests 57.82 0.10 4.64 1.19 19.47 32.44 Other comprehensive income -74.16 -0.83 -5.49 -5.64 -26.33 -35.88 Other 3) 100.88 1.53 8.91 3.64 49.62 37.17

Total liabilities and equity 24,337.88 348.66 2,767.75 1,870.77 7,745.63 11,605.06

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.



G-SIBs 4)


T02.04.3 Composition of liabilities and equity by classification (risk-based) 1)

(EUR billions)

Liabilities and equity(Q3 2020) Total Banks with low risk Banks with medium,


Deposits 16,021.44 10,112.26 5,909.19 Central banks 1,781.03 1,111.59 669.43 General governments 561.02 353.75 207.27 Credit institutions 1,507.83 919.66 588.16 Other financial corporations 2,163.47 1,409.35 754.12 Non-financial corporations 3,516.74 2,228.07 1,288.67 Households 6,491.36 4,089.82 2,401.54

Debt securities issued 3,641.95 2,572.05 1,069.91 of which: subordinated 284.41 186.46 97.95

Derivatives 1,812.41 923.56 888.85 of which: trading 1,605.21 766.28 838.93

Provisions 2) 124.86 76.45 48.41 Other liabilities 3) 1,216.01 637.01 579.00 Equity 1,521.20 959.38 561.82

Paid-up capital 645.81 341.35 304.46 Reserves 790.85 564.16 226.70 Minority interests 57.82 41.37 16.46 Other comprehensive income -74.16 -49.27 -24.89 Other 4) 100.88 61.79 39.10

Total liabilities and equity 24,337.88 15,280.70 9,057.18

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.


T02.05.1 Total exposure to general governments by country of the counterparty by reference period(EUR millions)

Exposure to General governments Q4 2019 Q2 2020 5)

SSM Belgium 121,899.01 134,137.22 Germany 285,120.33 319,652.25 Estonia 766.69 949.02 Ireland 21,192.57 27,544.68 Greece 23,405.02 29,008.62 Spain 323,487.21 371,672.43 France 566,411.18 632,625.41 Italy 403,393.84 442,249.74 Cyprus 11,625.49 12,751.08 Latvia 1,391.59 1,777.52 Lithuania 1,607.23 2,376.92 Luxembourg 22,815.68 22,980.54 Malta 1,568.70 2,192.89 Netherlands 196,314.31 205,033.81 Austria 62,860.86 69,473.09 Portugal 48,101.46 54,860.74 Slovenia 4,881.74 6,099.44 Slovakia 12,079.54 15,170.72 Finland 90,917.56 89,404.94

Non-SSM EEA 1) 213,596.84 247,223.71 Non-EEA Europe 2) 24,599.02 22,827.86 RoW 3) 402,504.98 460,077.50 Total non-domestic unallocated exposure 4) 49,785.66 54,995.56 Total exposure 2,890,326.54 3,225,085.67

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 110 banks in the fourth quarter of 2019 and 109 banks in the second quarter of 2020. 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) 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) This table is based on Template C 33.00.a. Institutions are required to report this template twice a year only, in the second and fourth quarters.


T02.05.2 Total exposure to general governments by country of the counterparty by country/1(EUR millions)

Exposure to General governments(Q2 2020) Total Belgium Germany Estonia Ireland Greece Spain France Italy Cyprus

SSM Belgium 134,137.22 59,442.46 6,352.07 C 1,183.73 C C 30,746.62 3,620.33 C Germany 319,652.25 1,790.53 209,511.74 C 1,192.94 C 2,927.16 35,004.47 26,152.82 C Estonia 949.02 19.79 6.64 761.20 C C C C C C Ireland 27,544.68 1,858.86 1,485.81 C 15,096.69 C 300.50 3,383.39 2,844.71 C Greece 29,008.62 C 1,763.72 C C 25,553.60 187.61 841.69 C C Spain 371,672.43 6,691.76 10,769.03 C 2,448.62 1,807.89 267,800.65 22,591.18 44,498.91 C France 632,625.41 13,119.18 11,819.11 C 4,487.80 C 4,001.94 569,638.29 13,810.86 C Italy 442,249.74 20,744.09 26,349.58 C 862.74 5,499.77 41,804.92 49,534.28 290,411.37 C Cyprus 12,751.08 C C C C 1,338.45 C C C 11,374.55 Latvia 1,777.52 109.17 335.39 211.04 C C C C C C Lithuania 2,376.92 194.52 C 342.90 C C C 88.61 C C Luxembourg 22,980.54 1,401.70 312.32 C C C C 10,695.34 445.99 C Malta 2,192.89 C C C C C C C C C Netherlands 205,033.81 1,278.98 2,603.53 C 608.30 C C 2,351.29 581.94 C Austria 69,473.09 C 13,415.12 C C C C 4,043.07 C C Portugal 54,860.74 C 3,259.63 C C 243.96 14,123.79 7,251.80 3,763.29 C Slovenia 6,099.44 621.39 569.05 C C C C C C C Slovakia 15,170.72 C 584.96 C 73.03 C C 448.53 1,820.54 C Finland 89,404.94 C 2,808.04 C C C C 3,441.61 89.20 C

Non-SSM EEA 1) 247,223.71 49,893.84 20,779.98 C 4,410.25 564.28 C 27,651.67 22,865.23 CNon-EEA Europe 2) 22,827.86 C 1,711.30 C C 447.44 85.43 5,395.84 4,383.05 CRoW 3) 460,077.50 11,261.45 54,933.27 C 2,577.39 C 132,056.86 145,713.24 41,568.68 180.36 Total non-domestic unallocated exposure 4) 54,995.56 C 13,202.99 C 983.34 C C 8,528.46 9,346.07 CTotal exposure 3,225,085.67 176,787.31 382,634.51 1,376.80 34,732.97 40,358.57 502,753.27 927,956.67 478,243.87 11,947.25

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.


T02.05.2 Total exposure to general governments by country of the counterparty by country/2(EUR millions)

Exposure to General governments(Q2 2020) Latvia Lithuania Luxembourg Malta Netherlands Austria Portugal Slovenia Slovakia 5) Finland

SSM Belgium C C 1,864.08 241.49 29,045.35 416.21 C C - 443.14 Germany C C 712.72 400.68 32,146.16 2,502.28 C C - 6,471.30 Estonia C C C C C C C C - C Ireland C C 429.01 C 468.78 351.11 1,035.30 C - C Greece C C C C C C C C - C Spain C C 1,241.77 C 5,923.33 1,001.59 6,506.70 C - C France C C 1,820.33 228.86 11,473.93 823.93 C C - 158.08 Italy C C C 49.62 C 625.37 C C - C Cyprus C C C C C C C C - C Latvia C C 92.62 C C 79.59 C C - C Lithuania C 1,330.54 87.13 C C 93.53 C C - C Luxembourg C C 4,013.22 C 4,066.72 415.39 330.47 C - C Malta C C C 2,146.27 C C C C - C Netherlands C C 68.17 C 195,770.02 282.48 C C - 1,127.12 Austria C C 150.80 C 7,621.08 32,102.56 C C - C Portugal C C C C 70.07 167.45 21,121.29 C - C Slovenia C C 43.50 C C 1,106.94 C C - C Slovakia C C 260.56 C C 8,193.59 C C - C Finland C C C C 7,977.83 77.82 C C - 74,002.40

Non-SSM EEA 1) C 66.61 756.57 C 15,665.99 37,068.01 C C - CNon-EEA Europe 2) C C C C 3,963.36 5,863.47 C C - CRoW 3) C C 2,292.78 C 44,908.42 2,216.70 C C - CTotal non-domestic unallocated exposure 4) C C 625.41 84.46 8,137.83 C C C - CTotal exposure C 1,571.91 15,017.68 3,566.60 370,557.14 94,764.88 42,235.69 C - 135,063.51

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.


T02.05.3 Total exposure to general governments by country of the counterparty by classification (business model)(EUR millions)

Exposure to General governments(Q2 2020) Total

Corporate/wholesale

lender



lender


Retail and consumer

credit lenders


Universal and investment

banksNot classified

SSM Belgium 134,137.22 1,708.32 2,371.96 C 4,313.86 47,188.59 9,900.04 223.30 66,379.25 C Germany 319,652.25 130,376.40 10,160.53 C 13,970.38 74,039.06 9,046.60 177.31 77,898.82 C Estonia 949.02 C C C C 0.05 C 764.26 C C Ireland 27,544.68 510.93 1,417.85 C 17,020.65 4,836.01 893.56 146.03 2,681.63 C Greece 29,008.62 C C C 25,729.06 1,264.09 90.78 C 1,912.70 C Spain 371,672.43 1,939.71 2,155.59 C 135,525.59 85,555.65 52,048.03 270.38 90,175.92 C France 632,625.41 5,734.32 4,513.33 84,286.36 11,236.79 361,722.54 C 159.31 50,144.38 C Italy 442,249.74 5,328.07 1,392.19 C 92,292.85 109,925.85 114,324.57 142.79 95,206.45 C Cyprus 12,751.08 C C C 12,685.74 C C C C C Latvia 1,777.52 146.60 194.18 C 125.67 137.30 C 897.53 237.50 C Lithuania 2,376.92 C C C 158.54 89.82 C 1,782.63 238.99 C Luxembourg 22,980.54 179.54 874.59 1,358.92 5,480.82 10,741.86 C C 3,670.71 C Malta 2,192.89 186.61 C C 2,001.90 C C C C C Netherlands 205,033.81 693.98 C 165,536.50 594.73 13,817.16 2,408.22 111.54 20,031.42 C Austria 69,473.09 10,501.72 1,296.48 1,136.41 30,165.96 18,066.65 C 152.19 7,799.61 C Portugal 54,860.74 695.51 C 40.11 25,780.55 17,894.75 2,465.59 C 4,044.38 C Slovenia 6,099.44 213.56 C C 1,139.20 1,153.54 C 2,534.42 859.17 C Slovakia 15,170.72 297.47 C C 8,412.23 1,089.85 C 121.69 5,169.19 C Finland 89,404.94 424.51 1,422.96 C C 7,008.69 37.19 66.23 48,470.57 C

Non-SSM EEA 1) 247,223.71 3,856.19 1,186.92 C 45,786.58 89,670.06 686.42 669.26 94,812.84 CNon-EEA Europe 2) 22,827.86 223.97 C 899.02 6,154.66 7,499.46 C 850.05 3,903.37 CRoW 3) 460,077.50 7,472.52 5,374.13 C 14,106.63 275,075.69 926.43 132.15 147,756.40 CTotal non-domestic unallocated exposure 4) 54,995.56 7,657.51 1,845.59 C 17,580.26 10,818.36 2,073.56 115.93 14,820.16 CTotal exposure 3,225,085.67 178,253.48 C 300,346.59 470,603.06 1,137,595.03 309,105.12 9,413.11 736,402.80 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 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.


T02.05.3 Total exposure to general governments by country of the counterparty by classification (size)(EUR millions)



billion


billion


SSM Belgium 134,137.22 C 10,673.18 C 35,963.00 47,188.59 Germany 319,652.25 1,946.07 36,296.48 27,248.48 180,122.16 74,039.06 Estonia 949.02 764.26 C C 16.95 0.05 Ireland 27,544.68 549.22 3,826.39 15,462.31 2,870.75 4,836.01 Greece 29,008.62 C 25,646.77 C 2,069.50 1,264.09 Spain 371,672.43 1,507.67 74,657.33 13,302.10 196,649.68 85,555.65 France 632,625.41 2,081.52 97,338.73 15,371.03 156,111.59 361,722.54 Italy 442,249.74 3,324.60 98,876.09 129,990.09 100,133.11 109,925.85 Cyprus 12,751.08 11,383.95 1,366.89 C C CLatvia 1,777.52 986.66 171.64 193.49 288.44 137.30 Lithuania 2,376.92 1,851.68 146.60 75.87 212.94 89.82 Luxembourg 22,980.54 882.17 6,093.66 1,903.43 3,359.42 10,741.86 Malta 2,192.89 2,146.27 C C C CNetherlands 205,033.81 220.63 4,874.19 166,804.80 19,317.02 13,817.16 Austria 69,473.09 C 16,558.34 C 19,274.10 18,066.65 Portugal 54,860.74 308.87 25,009.62 4,864.68 6,782.82 17,894.75 Slovenia 6,099.44 2,594.91 460.80 334.38 1,555.81 1,153.54 Slovakia 15,170.72 C 376.38 C 10,784.82 1,089.85 Finland 89,404.94 167.42 C C C 7,008.69

Non-SSM EEA 1) 247,223.71 1,368.65 12,971.58 25,098.89 118,114.52 89,670.06 Non-EEA Europe 2) 22,827.86 C 4,669.71 C 4,766.36 7,499.46 RoW 3) 460,077.50 2,156.30 15,998.99 14,433.54 152,412.98 275,075.69 Total non-domestic unallocated exposure 4) 54,995.56 2,235.76 8,948.41 5,109.43 27,883.59 10,818.36 Total exposure 3,225,085.67 41,835.60 477,862.58 486,720.95 1,081,071.50 1,137,595.03

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.

Exposure to General governments(Q2 2020) Total


G-SIBs 5)


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 2020) Total Banks with low risk Banks with medium,


SSM Belgium 134,137.22 108,263.76 25,873.46 Germany 319,652.25 209,898.29 109,753.96 Estonia 949.02 C CIreland 27,544.68 8,566.43 18,978.24 Greece 29,008.62 845.34 28,163.27 Spain 371,672.43 218,929.65 152,742.78 France 632,625.41 455,828.75 176,796.65 Italy 442,249.74 146,025.95 296,223.79 Cyprus 12,751.08 C CLatvia 1,777.52 1,274.56 502.96 Lithuania 2,376.92 1,304.99 1,071.93 Luxembourg 22,980.54 15,173.17 7,807.37 Malta 2,192.89 C CNetherlands 205,033.81 187,033.26 18,000.55 Austria 69,473.09 29,558.98 39,914.11 Portugal 54,860.74 20,370.52 34,490.21 Slovenia 6,099.44 2,093.34 4,006.10 Slovakia 15,170.72 11,288.99 3,881.73 Finland 89,404.94 46,168.23 43,236.71

Non-SSM EEA 2) 247,223.71 131,453.43 115,770.28 Non-EEA Europe 3) 22,827.86 7,438.46 15,389.40 RoW 4) 460,077.50 303,578.21 156,499.29 Total non-domestic unallocated exposure 5) 54,995.56 31,914.67 23,080.89 Total exposure 3,225,085.67 1,937,930.65 1,287,155.02

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.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.


T03.01.1 Total capital ratio and its components by reference period(EUR billions; percentages)

Indicator Q3 2019 Q4 2019 Q1 2020 Q2 2020 Q3 2020

CET1 amount 1), 2) 1,192.97 1,224.13 1,197.83 1,229.34 1,224.65 Tier 1 amount 2) 1,293.38 1,321.79 1,299.88 1,332.31 1,329.42 Total capital amount 2) 1,498.03 1,524.68 1,504.55 1,540.58 1,533.94 Total risk exposure amount 8,302.12 8,218.13 8,312.91 8,257.79 8,053.28 CET1 ratio 1), 2) 14.37% 14.90% 14.41% 14.89% 15.21%Tier 1 ratio 2) 15.58% 16.08% 15.64% 16.13% 16.51%Total capital ratio 2) 18.04% 18.55% 18.10% 18.66% 19.05%

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 113 in the third and fourth quarter of 2019, 112 in the first and second quarter of 2020 and 110 in the third quarter of 2020. 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).


T03.01.2 Total capital ratio and its components by country(EUR billions; percentages)

Amount Ratio Amount Ratio Amount RatioBelgium 182.62 38.48 21.07% 34.69 19.00% 32.60 17.85%Germany 1,166.47 227.28 19.48% 196.49 16.84% 180.48 15.47%Estonia 14.52 4.18 28.81% 4.18 28.78% 4.18 28.78%Ireland 218.38 49.52 22.68% 44.29 20.28% 41.63 19.06%Greece 165.38 27.07 16.37% 24.35 14.73% 24.35 14.72%Spain 1,366.43 221.74 16.23% 192.07 14.06% 171.37 12.54%France 2,566.20 485.29 18.91% 419.44 16.34% 394.48 15.37%Italy 1,022.23 195.28 19.10% 170.51 16.68% 154.62 15.13%Cyprus 19.25 3.75 19.48% 3.55 18.46% 3.20 16.64%Latvia C C C C C C CLithuania 8.72 1.93 22.11% 1.90 21.75% 1.90 21.75%Luxembourg 58.57 12.04 20.57% 11.42 19.50% 11.25 19.21%Malta 8.77 1.82 20.81% 1.56 17.76% 1.56 17.76%Netherlands 643.43 149.76 23.27% 123.74 19.23% 110.42 17.16%Austria 265.83 48.63 18.29% 40.72 15.32% 36.31 13.66%Portugal 116.07 18.91 16.29% 16.72 14.41% 15.58 13.42%Slovenia C C C C C C CSlovakia 1) - - - - - - -Finland 212.28 44.18 20.81% 40.06 18.87% 37.00 17.43%Total 8,053.28 1,533.94 19.05% 1,329.42 16.51% 1,224.65 15.21%

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.

Country(Q3 2020) CET1 2) 3)

Total capital 2)

Tier 1 2)Total risk exposure amount


T03.01.3 Total solvency ratio and its components by classification (business model)(EUR billions; percentages)

Amount Ratio Amount Ratio Amount RatioCorporate/wholesale lenders 403.68 82.38 20.41% 66.64 16.51% 64.17 15.90%Custodian and asset managers 91.12 23.62 25.92% 22.09 24.25% 21.32 23.40%Development/promotional lenders 97.48 31.33 32.14% 31.21 32.02% 29.79 30.56%Diversified lenders 1,220.08 215.86 17.69% 187.41 15.36% 174.04 14.26%G-SIBs 1) 3,549.63 641.15 18.06% 553.15 15.58% 501.14 14.12%Retail and consumer credit lenders 468.83 89.24 19.03% 82.24 17.54% 80.72 17.22%Small market lenders 49.32 11.77 23.87% 11.14 22.59% 11.14 22.58%Universal and investment banks 2,173.13 438.61 20.18% 375.53 17.28% 342.35 15.75%Not classified - - - - - - -Total 8,053.28 1,533.94 19.05% 1,329.42 16.51% 1,224.65 15.21%

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.

Category(Q3 2020)

Total risk exposure amount

Total capital 2)

Tier 1 2)

CET1 2) 3)


T03.01.3 Total capital ratio and its components by classification (geographical diversification)(EUR billions; percentages)

Amount Ratio Amount Ratio Amount RatioBanks with significant domestic exposures 1) 556.78 108.31 19.45% 99.50 17.87% 97.44 17.50%Banks with largest non-domestic exposures

SSM 2,912.54 565.69 19.42% 493.11 16.93% 458.59 15.75%Non-SSM EEA 2) 684.13 139.01 20.32% 124.04 18.13% 112.52 16.45%Non-EEA Europe 3) 33.84 6.74 19.93% 6.01 17.75% 5.88 17.38%RoW 4) 3,865.99 714.20 18.47% 606.76 15.69% 550.22 14.23%

Total 8,053.28 1,533.94 19.05% 1,329.42 16.51% 1,224.65 15.21%

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.

Category(Q3 2020)

Total capital 5)

Tier 1 5)

CET1 5) 6)Total risk exposure

amount


T03.01.3 Total capital ratio and its components by classification (size)(EUR billions; percentages)

Amount Ratio Amount Ratio Amount RatioBanks with total assets

Less than €30 billion 132.44 29.10 21.97% 26.84 20.27% 26.17 19.76%Between €30 billion and €100 billion 1,162.56 228.79 19.68% 209.06 17.98% 204.23 17.57%Between €100 billion and €200 billion 590.65 122.87 20.80% 108.23 18.32% 101.45 17.18%More than €200 billion 2,617.99 512.04 19.56% 432.14 16.51% 391.66 14.96%

G-SIBs 1) 3,549.63 641.15 18.06% 553.15 15.58% 501.14 14.12%Total 8,053.28 1,533.94 19.05% 1,329.42 16.51% 1,224.65 15.21%

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.

Category(Q3 2020)

Total capital 2)

Tier 1 2)


amount


T03.01.3 Total capital ratio and its components by classification (risk-based) 1)


Amount Ratio Amount Ratio Amount RatioBanks with low risk 5,094.77 963.02 18.90% 831.72 16.32% 768.82 15.09%Banks with medium, high risk and non-rated 2,958.51 570.93 19.30% 497.70 16.82% 455.84 15.41%Total 8,053.28 1,533.94 19.05% 1,329.42 16.51% 1,224.65 15.21%

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.

Category(Q3 2020)

Total capital 2)

Tier 1 2)


amount


T03.02.1 CET1 ratio band by reference period(number of institutions)

Indicator Q3 2019 Q4 2019 Q1 2020 Q2 2020 Q3 2020

CET1 ratio 1) ≤ 10% 3 1 - - -10% < CET1 ratio ≤ 20% 85 84 86 81 82CET1 ratio > 20% 25 28 26 31 28Total 113 113 112 112 110

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 113 in the third and fourth quarter of 2019, 112 in the first and second quarter of 2020 and 110 in the third quarter of 2020. 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).


T03.02.2 CET1 ratio band by country(number of institutions)

Country(Q3 2020) CET1 ratio 2) ≤ 10% 10% < CET1 ratio ≤ 20% CET1 ratio > 20%

Belgium - 3 3Germany - 15 6Estonia - - 3Ireland - 3 3Greece - 4 -Spain - 12 -France - 9 2Italy - 10 1Cyprus - 2 1Latvia - - 2Lithuania - 2 1Luxembourg - 3 2Malta - 3 -Netherlands - 3 3Austria - 6 -Portugal - 3 -Slovenia - 2 -Slovakia 1) - - -Finland - 2 1Total - 82 28

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).


T03.02.3 CET1 ratio band by classification (geographical diversification)(number of institutions)

Category(Q3 2020) CET1 ratio 5) ≤ 10% 10% < CET1 ratio ≤ 20% CET1 ratio > 20%

Banks with significant domestic exposures 1) - 13 3Banks with largest non-domestic exposures

SSM - 46 13Non-SSM EEA 2) - 8 9Non-EEA Europe 3) - 3 -RoW 4) - 12 3

Total - 82 28

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).


T03.02.3 CET1 ratio band by classification (size)(number of institutions)

Category(Q3 2020) CET1 ratio 2) ≤ 10% 10% < CET1 ratio ≤ 20% CET1 ratio > 20%

Banks with total assetsLess than €30 billion - 15 11Between €30 billion and €100 billion - 32 13Between €100 billion and €200 billion - 9 4More than €200 billion - 18 -

G-SIBs 1) - 8 -Total - 82 28

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).


T03.03.1 Leverage ratios by reference period(EUR billions; percentages)

Leverage ratio and its components Q3 2019 Q4 2019 Q1 2020 Q2 2020 Q3 2020

Exposure values 24,064.03 23,266.51 24,537.29 25,178.99 23,764.15 Assets other than derivatives and securities financing transactions 19,818.55 19,440.42 20,356.19 21,150.45 21,018.47 Derivatives C C C C 717.05 Securities financing transactions 1,766.95 1,430.44 1,775.02 1,641.83 1,597.98 Off-balance sheet items 1,870.33 1,817.06 1,799.74 1,886.14 1,872.73 Deductions of exposures to public sector entities funding general interest investments C C C C -1,442.07

Fully phased-in definitionTier 1 capital 1,254.29 1,285.42 1,272.40 1,290.83 1,288.83 Total exposure 23,856.44 23,063.43 24,332.34 24,996.37 23,586.59

Exposure values 24,064.03 23,266.51 24,537.29 25,178.99 23,764.15 Asset amount deducted from Tier 1 capital -207.59 -203.09 -204.95 -182.63 -177.57

Leverage ratio (fully phased-in definition) 5.26% 5.57% 5.23% 5.16% 5.46%Transitional definitionTier 1 capital 1,293.38 1,321.91 1,304.06 1,332.31 1,329.42 Total exposure 23,873.15 23,079.54 24,347.17 25,015.62 23,611.11

Exposure values 24,064.03 23,266.51 24,537.29 25,178.99 23,764.15 Asset amount deducted from Tier 1 capital -190.88 -186.97 -190.12 -163.38 -153.04

Leverage ratio (transitional definition) 5.42% 5.73% 5.36% 5.33% 5.63%

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 113 in the third and fourth quarter of 2019, 112 in the first and second quarter of 2020 and 110 in the third quarter of 2020. 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.


T03.03.2 Leverage ratios by country/1(EUR billions; percentages)

Leverage ratio and its components(Q3 2020) Total Belgium Germany Estonia Ireland Greece Spain France Italy Cyprus

Exposure values 23,764.15 578.14 3,833.90 37.10 462.34 259.95 3,463.87 7,852.66 2,809.84 42.55 Assets other than derivatives and securities financing transactions 21,018.47 536.45 3,306.52 35.32 388.64 258.08 3,140.95 6,911.78 2,368.90 41.35 Derivatives 717.05 -3.28 185.67 C 9.38 3.12 64.27 311.12 44.20 0.03 Securities financing transactions 1,597.98 41.34 226.27 C 31.45 2.28 145.16 787.68 137.77 COff-balance sheet items 1,872.73 39.55 284.37 1.63 59.03 6.44 256.33 678.78 289.39 1.14 Deductions of exposures to public sector entities funding general interest investments -1,442.07 -35.93 -168.93 C -26.16 -9.97 -142.84 -836.70 -30.42 C

Fully phased-in definitionTier 1 capital 1,288.83 34.66 193.25 4.18 41.47 19.87 184.38 412.25 157.38 3.26 Total exposure 23,586.59 575.04 3,814.30 37.05 455.41 256.41 3,419.48 7,795.85 2,784.41 42.24

Exposure values 23,764.15 578.14 3,833.90 37.10 462.34 259.95 3,463.87 7,852.66 2,809.84 42.55 Asset amount deducted from Tier 1 capital -177.57 -3.10 -19.60 -0.05 -6.93 -3.54 -44.39 -56.81 -25.43 -0.30

Leverage ratio (fully phased-in definition) 5.46% 6.03% 5.07% 11.28% 9.11% 7.75% 5.39% 5.29% 5.65% 7.73%Transitional definitionTier 1 capital 1,329.42 34.69 196.49 4.18 44.29 24.35 192.07 419.44 170.51 3.55 Total exposure 23,611.11 575.08 3,814.58 37.05 458.24 259.42 3,424.30 7,799.02 2,794.17 42.36

Exposure values 23,764.15 578.14 3,833.90 37.10 462.34 259.95 3,463.87 7,852.66 2,809.84 42.55 Asset amount deducted from Tier 1 capital -153.04 -3.06 -19.32 -0.05 -4.10 -0.53 -39.57 -53.64 -15.67 -0.19

Leverage ratio (transitional definition) 5.63% 6.03% 5.15% 11.28% 9.67% 9.39% 5.61% 5.38% 6.10% 8.39%

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.


T03.03.2 Leverage ratios by country/2(EUR billions; percentages)

Leverage ratio and its components(Q3 2020) Latvia Lithuania Luxembourg Malta Netherlands Austria Portugal Slovenia Slovakia 1) Finland

Exposure values C 26.55 178.03 23.20 2,589.53 625.25 233.56 C - 708.04 Assets other than derivatives and securities financing transactions C 25.04 160.00 22.40 2,399.97 542.03 219.34 C - 626.25 Derivatives C 0.07 C 0.03 64.06 C C C - CSecurities financing transactions C C 9.81 C 143.68 40.31 0.61 C - COff-balance sheet items C 1.45 6.63 0.74 145.85 34.60 12.38 C - 50.32 Deductions of exposures to public sector entities funding general interest investments C C C C -164.03 C C C - C

Fully phased-in definitionTier 1 capital C 1.91 11.41 1.54 122.39 40.62 16.51 C - 40.02 Total exposure C 26.50 176.88 23.03 2,584.04 621.53 231.87 C - 703.07

Exposure values C 26.55 178.03 23.20 2,589.53 625.25 233.56 C - 708.04 Asset amount deducted from Tier 1 capital C -0.05 -1.15 -0.17 -5.48 -3.72 -1.70 C - -4.97

Leverage ratio (fully phased-in definition) C 7.20% 6.45% 6.69% 4.74% 6.54% 7.12% C - 5.69%Transitional definitionTier 1 capital C 1.90 11.42 1.56 123.74 40.72 16.72 C - 40.06 Total exposure C 26.49 176.90 23.04 2,584.42 621.53 231.96 C - 703.07

Exposure values C 26.55 178.03 23.20 2,589.53 625.25 233.56 C - 708.04 Asset amount deducted from Tier 1 capital C -0.06 -1.14 -0.15 -5.11 -3.72 -1.60 C - -4.97

Leverage ratio (transitional definition) C 7.16% 6.46% 6.75% 4.79% 6.55% 7.21% C - 5.70%

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) There are no significant institutions at the highest level of consolidation in Slovakia.


T03.03.3 Leverage ratios by classification (business model)(EUR billions; percentages)

Leverage ratio and its components(Q3 2020) Total

Corporate/wholesale lenders



lenders


Retail and consumer

credit lenders


Universal and

investment banks

Not classified

Exposure values 23,764.15 1,260.49 C C 3,011.41 11,146.95 1,242.72 C 6,180.14 -Assets other than derivatives and securities financing transactions 21,018.47 1,151.27 285.17 498.31 2,797.58 9,544.38 1,220.00 108.24 5,413.51 -Derivatives 717.05 19.37 12.46 -29.03 27.55 474.72 2.99 0.36 208.63 -Securities financing transactions 1,597.98 50.24 C C 80.02 1,054.57 36.86 C 342.17 -Off-balance sheet items 1,872.73 102.29 5.27 31.74 175.18 991.32 47.29 7.86 511.77 -Deductions of exposures to public sector entities funding general interest investments -1,442.07 -62.67 C C -68.93 -918.04 -64.42 C -295.94 -

Fully phased-in definitionTier 1 capital 1,288.83 65.71 22.08 31.21 174.43 536.71 79.36 11.15 368.17 -Total exposure 23,586.59 1,258.55 320.01 481.68 2,977.02 11,056.13 1,232.76 116.08 6,144.36 -

Exposure values 23,764.15 1,260.49 C C 3,011.41 11,146.95 1,242.72 C 6,180.14 -Asset amount deducted from Tier 1 capital -177.57 -1.95 C C -34.39 -90.82 -9.96 C -35.78 -

Leverage ratio (fully phased-in definition) 5.46% 5.22% 6.90% 6.48% 5.86% 4.85% 6.44% 9.61% 5.99% -Transitional definitionTier 1 capital 1,329.42 66.64 22.09 31.21 187.41 553.15 82.24 11.14 375.53 -Total exposure 23,611.11 1,258.68 320.01 481.68 2,987.12 11,061.88 1,235.67 116.07 6,149.99 -

Exposure values 23,764.15 1,260.49 C C 3,011.41 11,146.95 1,242.72 C 6,180.14 -Asset amount deducted from Tier 1 capital -153.04 -1.81 C C -24.29 -85.07 -7.05 C -30.15 -

Leverage ratio (transitional definition) 5.63% 5.29% 6.90% 6.48% 6.27% 5.00% 6.66% 9.60% 6.11% -

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.


T03.03.3 Leverage ratios by classification (geographical diversification)(EUR billions; percentages)

SSMNon-SSM


Exposure values 23,764.15 1,465.78 8,206.41 2,076.80 108.91 11,906.24 Assets other than derivatives and securities financing transactions 21,018.47 1,377.33 7,442.27 1,913.89 106.59 10,178.39 Derivatives 717.05 C 114.36 18.70 C 567.29 Securities financing transactions 1,597.98 C 365.19 101.84 C 1,078.60 Off-balance sheet items 1,872.73 86.03 653.47 128.19 9.43 995.60 Deductions of exposures to public sector entities funding general interest investments -1,442.07 C -368.88 -85.81 C -913.64

Fully phased-in definitionTier 1 capital 1,288.83 94.95 473.66 120.53 5.99 593.69 Total exposure 23,586.59 1,453.74 8,155.34 2,058.11 108.85 11,810.54

Exposure values 23,764.15 1,465.78 8,206.41 2,076.80 108.91 11,906.24 Asset amount deducted from Tier 1 capital -177.57 -12.05 -51.07 -18.70 -0.06 -95.70

Leverage ratio (fully phased-in definition) 5.46% 6.53% 5.81% 5.86% 5.50% 5.03%Transitional definitionTier 1 capital 1,329.42 99.50 493.11 124.04 6.01 606.76 Total exposure 23,611.11 1,458.46 8,166.59 2,061.78 108.85 11,815.44

Exposure values 23,764.15 1,465.78 8,206.41 2,076.80 108.91 11,906.24 Asset amount deducted from Tier 1 capital -153.04 -7.33 -39.82 -15.03 -0.06 -90.80

Leverage ratio (transitional definition) 5.63% 6.82% 6.04% 6.02% 5.52% 5.14%



exposures 1)


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.


T03.03.3 Leverage ratios by classification (size)(EUR billions; percentages)



billion


billion


Exposure values 23,764.15 369.43 2,720.13 1,820.14 7,707.50 11,146.95 Assets other than derivatives and securities financing transactions 21,018.47 331.22 2,556.28 1,671.83 6,914.75 9,544.38 Derivatives 717.05 C C C 187.02 474.72 Securities financing transactions 1,597.98 6.38 67.42 78.13 391.49 1,054.57 Off-balance sheet items 1,872.73 15.29 169.73 107.58 588.80 991.32 Deductions of exposures to public sector entities funding general interest investments -1,442.07 C C C -374.56 -918.04

Fully phased-in definitionTier 1 capital 1,288.83 26.27 200.40 102.11 423.33 536.71 Total exposure 23,586.59 366.83 2,698.46 1,806.68 7,658.48 11,056.13

Exposure values 23,764.15 369.43 2,720.13 1,820.14 7,707.50 11,146.95 Asset amount deducted from Tier 1 capital -177.57 -2.60 -21.67 -13.46 -49.01 -90.82

Leverage ratio (fully phased-in definition) 5.46% 7.16% 7.43% 5.65% 5.53% 4.85%Transitional definitionTier 1 capital 1,329.42 26.84 209.06 108.23 432.14 553.15 Total exposure 23,611.11 366.96 2,704.86 1,812.64 7,664.77 11,061.88

Exposure values 23,764.15 369.43 2,720.13 1,820.14 7,707.50 11,146.95 Asset amount deducted from Tier 1 capital -153.04 -2.48 -15.27 -7.50 -42.73 -85.07

Leverage ratio (transitional definition) 5.63% 7.31% 7.73% 5.97% 5.64% 5.00%



G-SIBs 1)



T03.03.3 Leverage ratios by classification (risk-based) 1)


Leverage ratio and its components(Q3 2020) Total Banks with low risk Banks with medium,


Exposure values 23,764.15 14,994.96 8,769.20 Assets other than derivatives and securities financing transactions 21,018.47 13,552.50 7,465.97 Derivatives 717.05 362.05 355.00 Securities financing transactions 1,597.98 963.71 634.27 Off-balance sheet items 1,872.73 1,151.60 721.13 Deductions of exposures to public sector entities funding general interest investments -1,442.07 -1,034.90 -407.17

Fully phased-in definitionTier 1 capital 1,288.83 813.52 475.30 Total exposure 23,586.59 14,881.42 8,705.17

Exposure values 23,764.15 14,994.96 8,769.20 Asset amount deducted from Tier 1 capital -177.57 -113.54 -64.03

Leverage ratio (fully phased-in definition) 5.46% 5.47% 5.46%Transitional definitionTier 1 capital 1,329.42 831.72 497.70 Total exposure 23,611.11 14,890.16 8,720.96

Exposure values 23,764.15 14,994.96 8,769.20 Asset amount deducted from Tier 1 capital -153.04 -104.80 -48.24

Leverage ratio (transitional definition) 5.63% 5.59% 5.71%

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.


T03.04.1 Leverage ratio band by reference period(number of institutions)

Indicator Q3 2019 Q4 2019 Q1 2020 Q2 2020 Q3 2020

LR 1) ≤ 3% 6 4 3 3 33% < LR ≤ 6% 48 48 51 53 51LR > 6% 59 61 58 56 56Total 113 113 112 112 110

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 113 in the third and fourth quarter of 2019, 112 in the first and second quarter of 2020 and 110 in the third quarter of 2020. 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.


T03.04.2 Leverage ratio band by country(number of institutions)

Country(Q3 2020) LR 2) ≤ 3% 3% < LR ≤ 6% LR > 6%

Belgium - 3 3Germany - 13 8Estonia - - 3Ireland - - 6Greece - - 4Spain - 9 3France 2 6 3Italy - 7 4Cyprus - - 3Latvia - - 2Lithuania - - 3Luxembourg - 3 2Malta - 1 2Netherlands 1 5 -Austria - 1 5Portugal - 1 2Slovenia - - 2Slovakia 1) - - -Finland - 2 1Total 3 51 56

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.


T03.04.3 Leverage ratio band by classification (geographical diversification)(number of institutions)

Category(Q3 2020) LR 5) ≤ 3% 3% < LR ≤ 6% LR > 6%

Banks with significant domestic exposures 1) 1 9 6Banks with largest non-domestic exposures

SSM 2 25 32Non-SSM EEA 2) - 5 12Non-EEA Europe 3) - 1 2RoW 4) - 11 4

Total 3 51 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) LR stands for Leverage Ratio.


T03.04.3 Leverage ratio band by classification (size)(number of institutions)

Category(Q3 2020) LR 2) ≤ 3% 3% < LR ≤ 6% LR > 6%

Banks with total assetsLess than €30 billion 1 5 20Between €30 billion and €100 billion 1 18 26Between €100 billion and €200 billion 1 6 6More than €200 billion - 14 4

G-SIBs 1) - 8 -Total 3 51 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) LR stands for Leverage Ratio.


T03.05.1 Risk exposures composition by reference period(EUR billions; percentages)

Risk exposures Q3 2019 Q4 2019 Q1 2020 Q2 2020 Q3 2020

Credit risk-weighted exposure amounts 7,027.88 6,950.91 7,049.30 6,960.35 6,805.13 Standardised approach (SA) 2,929.53 2,905.78 2,864.90 2,791.84 2,714.50

of which: exposures to institutions 114.47 110.17 118.32 117.40 115.10 of which: exposures to corporates 1,018.76 1,018.89 1,015.94 968.44 924.48 of which: exposures to retail 538.80 542.75 519.72 501.98 495.64 of which: exposures secured by mortgages on immovable property 325.73 321.97 319.77 315.84 307.20

Internal ratings based approach (IRB) 4,090.87 4,038.47 4,064.64 4,056.89 3,983.33 of which: exposures to institutions 220.00 203.57 213.69 198.06 188.49 of which: exposures to corporates 1) 2,268.44 2,230.98 2,330.38 2,326.95 2,264.87 of which: exposures to retail 2) 386.08 387.13 392.47 386.79 381.05 of which: exposures to retail secured by real estate 3) 529.66 528.17 518.49 526.32 525.48

Risk exposure for contributions to the default fund of a CCP 4) 7.48 6.66 6.44 6.42 6.25 Securitisation positions - - 113.32 105.19 101.05

Settlement/delivery risk exposure amount 0.51 0.73 1.45 0.60 0.55 Market risk exposure amount 275.32 251.19 296.38 320.85 277.79

Market risk exposure under SA 5) 94.52 79.71 88.91 90.06 85.63 Market risk exposure under IM approach 6) 180.80 171.48 207.47 230.79 192.17

Operational risk exposure amount 851.73 845.09 836.20 837.60 832.64 Operational risk exposure under BIA 7) 58.90 53.23 53.04 51.94 50.91 Operational risk exposure under TSA/ASA 8) 335.71 343.79 336.58 337.25 333.46 Operational risk exposure under AMA 9) 457.13 448.07 446.58 448.40 448.27

Risk exposure for credit valuation adjustment 62.04 52.74 57.93 55.71 51.39 Other 10) 84.63 117.47 71.63 82.69 85.77 Total risk exposure amount 8,302.12 8,218.13 8,312.91 8,257.79 8,053.28

Risk weights SA vs. IRB - Credit Risk 11) Q3 2019 Q4 2019 Q1 2020 Q2 2020 Q3 2020

Standardised approach (SA)Risk weights of exposures to institutions 14.71% 14.87% 14.11% 14.88% 14.73%Risk weights of exposures to corporates 92.29% 91.87% 91.84% 89.48% 89.22%Risk weights of exposures to retail 70.29% 70.27% 70.20% 69.26% 69.51%Risk weights of exposures secured by mortgages on immovable property 41.01% 40.62% 40.72% 40.21% 40.25%

Internal ratings based approach (IRB) Risk weights of exposures to institutions 17.59% 17.26% 16.90% 16.40% 16.55%Risk weights of exposures to corporates 1) 45.97% 44.88% 44.96% 45.03% 45.05%Risk weights of exposures to retail 2) 28.47% 28.41% 29.09% 28.62% 28.09%Risk weights of exposures to retail secured by real estate 3) 14.34% 14.12% 13.93% 13.80% 13.61%

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 113 in the third and fourth quarter of 2019, 112 in the first and second quarter of 2020 and 110 in the third quarter of 2020. 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.


T03.05.2 Risk exposures composition by country/1(EUR billions; percentages)

Risk exposures(Q3 2020) Total Belgium Germany Estonia Ireland Greece Spain France Italy Cyprus

Credit risk-weighted exposure amounts 6,805.13 147.59 936.22 12.98 188.36 148.85 1,184.63 2,206.48 874.78 16.71Standardised approach (SA) 2,714.50 29.82 201.35 7.71 115.98 131.76 697.27 828.92 398.67 16.57

of which: exposures to institutions 115.10 1.66 10.02 0.07 4.78 1.83 21.11 34.86 21.46 0.62of which: exposures to corporates 924.48 10.96 86.45 C 70.63 31.67 186.23 300.83 117.09 5.30of which: exposures to retail 495.64 2.05 47.44 1.58 8.67 8.37 159.35 157.74 60.93 1.76of which: exposures secured by mortgages on immovable property 307.20 1.09 13.59 C C 16.95 102.56 83.40 29.40 1.80

Internal ratings based approach (IRB) 3,983.33 117.30 706.01 C 68.28 C 477.63 1,339.06 460.70 Cof which: exposures to institutions 188.49 4.90 55.83 C 3.77 C 15.77 51.69 22.28 Cof which: exposures to corporates 1) 2,264.87 57.35 441.34 C 34.98 C 260.27 683.83 305.22 Cof which: exposures to retail 2) 381.05 5.84 55.10 C 4.73 C 62.05 160.06 32.58 Cof which: exposures to retail secured by real estate 3) 525.48 20.12 55.09 C 22.46 C 84.57 146.72 61.35 C

Risk exposure for contributions to the default fund of a CCP 4) 6.25 0.14 1.65 C 0.08 C 0.28 3.18 0.36 CSecuritisation positions 101.05 0.33 27.22 C 4.02 C 9.45 35.32 15.05 C

Settlement/delivery risk exposure amount 0.55 C 0.26 C C C C C C CMarket risk exposure amount 277.79 4.28 69.44 0.07 6.44 4.05 39.76 78.40 37.07 C

Market risk exposure under SA 5) 85.63 0.94 17.15 C C 1.00 14.46 20.83 11.99 CMarket risk exposure under IM approach 6) 192.17 3.34 52.29 C C 3.05 25.29 57.56 25.08 C

Operational risk exposure amount 832.64 18.29 135.90 1.29 21.05 12.21 128.14 260.82 99.03 2.45Operational risk exposure under BIA 7) 50.91 C 6.31 C C C C 8.24 18.42 COperational risk exposure under TSA/ASA 8) 333.46 16.75 36.44 C C C 102.74 81.95 17.36 1.69Operational risk exposure under AMA 9) 448.27 C 93.15 C C C C 170.63 63.25 C

Risk exposure for credit valuation adjustment 51.39 C 17.83 C 2.52 C C 14.99 C 0.01Other 10) 85.77 10.97 6.83 C C C 10.66 C 7.29 CTotal risk exposure amount 8,053.28 182.62 1,166.47 14.52 218.38 165.38 1,366.43 2,566.20 1,022.23 19.25

Risk weights SA vs. IRB - Credit Risk 11)


Standardised approach (SA)Risk weights of exposures to institutions 14.73% 17.97% 3.94% 22.08% 39.38% 15.00% 29.22% 14.28% 26.99% 25.33%Risk weights of exposures to corporates 89.22% 82.00% 89.96% C 92.28% 90.76% 93.37% 83.66% 91.54% 91.56%Risk weights of exposures to retail 69.51% 66.39% 72.76% 64.55% 73.40% 69.22% 69.56% 69.25% 66.83% 71.03%Risk weights of exposures secured by mortgages on immovable property 40.25% 45.64% 37.46% C C 42.05% 37.12% 43.59% 36.84% 37.82%

Internal ratings based approach (IRB) Risk weights of exposures to institutions 16.55% 11.80% 18.50% C 14.83% C 10.72% 14.19% 35.11% CRisk weights of exposures to corporates 1) 45.05% 48.57% 40.75% C 70.20% C 53.95% 45.72% 48.32% CRisk weights of exposures to retail 2) 28.09% 18.48% 30.82% C 50.24% C 41.75% 22.70% 28.50% CRisk weights of exposures to retail secured by real estate 3) 13.61% 11.96% 14.10% C 25.87% C 14.18% 12.05% 19.04% 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.


T03.05.2 Risk exposures composition by country/2(EUR billions; percentages)Risk exposures(Q3 2020) Latvia Lithuania Luxembourg Malta Netherlands Austria Portugal Slovenia Slovakia 12) Finland

Credit risk-weighted exposure amounts C 7.76 50.58 7.89 511.69 225.61 99.62 C - 169.72Standardised approach (SA) C 2.62 27.98 7.83 66.63 96.01 55.15 C - 18.19

of which: exposures to institutions C 0.63 8.04 0.60 3.69 3.26 1.62 C - 0.43of which: exposures to corporates C C 16.48 3.20 28.67 35.04 20.43 C - 4.29of which: exposures to retail C 0.53 C 0.84 12.97 16.53 7.45 C - 4.66of which: exposures secured by mortgages on immovable property C C C 1.59 C 18.33 C C - C

Internal ratings based approach (IRB) C C C C 438.77 128.57 C C - Cof which: exposures to institutions C C C C 17.88 5.61 C C - Cof which: exposures to corporates 1) C C C C 250.73 87.45 C C - Cof which: exposures to retail 2) C C C C 28.89 13.45 C C - Cof which: exposures to retail secured by real estate 3) C C C C 80.46 11.33 C C - C

Risk exposure for contributions to the default fund of a CCP 4) C C C C 0.50 0.03 C C - CSecuritisation positions C C 0.03 C 5.79 1.01 C C - C

Settlement/delivery risk exposure amount C C C C C C C C - CMarket risk exposure amount C 0.04 0.49 C 14.24 8.39 5.26 C - 9.22

Market risk exposure under SA 5) C C C C C 3.55 C C - CMarket risk exposure under IM approach 6) C C C C C 4.83 C C - C

Operational risk exposure amount C 0.72 5.89 0.85 88.12 27.47 9.42 C - 19.07Operational risk exposure under BIA 7) C C C 0.60 C 4.91 C C - COperational risk exposure under TSA/ASA 8) C C 3.57 C C 7.29 C C - 18.66Operational risk exposure under AMA 9) C C C C 84.57 15.27 C C - C

Risk exposure for credit valuation adjustment C C 0.36 0.00 C 0.94 C C - 1.01Other 10) C C C C 25.05 C 1.42 C - CTotal risk exposure amount C 8.72 58.57 8.77 643.43 265.83 116.07 C - 212.28



Standardised approach (SA)Risk weights of exposures to institutions C 20.73% 20.62% 29.56% 15.69% 20.91% 26.52% C - 10.49%Risk weights of exposures to corporates C C 97.11% 93.31% 92.87% 93.33% 95.56% C - 94.85%Risk weights of exposures to retail C 70.55% C 72.22% 70.87% 69.29% 68.80% C - 74.32%Risk weights of exposures secured by mortgages on immovable property C C C 36.83% C 42.24% C C - C

Internal ratings based approach (IRB) Risk weights of exposures to institutions C C C C 16.80% 25.33% C C - CRisk weights of exposures to corporates 1) C C C C 32.77% 61.57% C C - CRisk weights of exposures to retail 2) C C C C 41.13% 36.22% C C - CRisk weights of exposures to retail secured by real estate 3) C C C C 11.10% 15.59% 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.


T03.05.3 Risk exposures composition by classification (business model)(EUR billions; percentages)

Risk exposures(Q3 2020) Total


lender



lenders


Retail and consumer

credit lenders


Universal and

investment Not classified

Credit risk-weighted exposure amounts 6,805.13 353.32 64.34 90.33 1,058.81 2,964.98 419.03 43.61 1,810.72 -Standardised approach (SA) 2,714.50 94.51 48.17 87.67 546.97 999.56 357.62 29.58 550.40 -

of which: exposures to institutions 115.10 2.61 12.38 2.62 24.05 27.24 20.14 1.23 24.83 -of which: exposures to corporates 924.48 55.70 29.31 34.00 152.86 325.41 95.34 10.49 221.37 -of which: exposures to retail 495.64 7.87 C C 61.57 230.68 78.91 8.94 103.42 -of which: exposures secured by mortgages on immovable property 307.20 7.64 C C 85.73 105.97 68.16 3.57 28.93 -

Internal ratings based approach (IRB) 3,983.33 250.48 C C 504.90 1,900.74 60.45 C 1,235.76 -of which: exposures to institutions 188.49 19.67 C C 15.73 74.68 1.57 C 72.21 -of which: exposures to corporates 1) 2,264.87 198.64 C C 292.48 1,043.24 15.08 9.76 694.41 -of which: exposures to retail 2) 381.05 8.79 C C 52.68 210.30 22.44 1.25 85.60 -of which: exposures to retail secured by real estate 3) 525.48 2.30 C C 91.07 255.06 18.84 2.56 155.65 -

Risk exposure for contributions to the default fund of a CCP 4) 6.25 0.38 0.18 C 0.08 3.56 0.01 C 2.04 -Securitisation positions 101.05 7.95 C 1.13 6.86 61.11 0.95 C 22.52 -

Settlement/delivery risk exposure amount 0.55 C C C C 0.19 C C 0.16 -Market risk exposure amount 277.79 15.52 10.06 C 28.21 136.86 2.59 0.71 83.35 -

Market risk exposure under SA 5) 85.63 9.35 C C 15.60 27.24 C C 25.26 -Market risk exposure under IM approach 6) 192.17 6.17 C C 12.61 109.62 C C 58.09 -

Operational risk exposure amount 832.64 26.84 14.19 4.34 119.04 412.00 43.10 4.60 208.53 -Operational risk exposure under BIA 7) 50.91 C C C 7.58 6.16 C 2.29 9.35 -Operational risk exposure under TSA/ASA 8) 333.46 23.94 5.05 1.70 81.94 120.68 27.40 1.88 70.87 -Operational risk exposure under AMA 9) 448.27 C C C 29.51 285.16 C 0.43 128.31 -

Risk exposure for credit valuation adjustment 51.39 4.94 2.25 2.24 C 20.58 C C 16.40 -Other 10) 85.77 C C C 10.18 15.02 2.87 0.36 53.98 -Total RWA 8,053.28 403.68 91.12 97.48 1,220.08 3,549.63 468.83 49.32 2,173.13 -


(Q3 2020)Total


lender



lenders


Retail and consumer

credit lenders


Universal and

investment Not classified

Standardised approach (SA)Risk weights of exposures to institutions 14.73% 2.65% 18.51% 20.85% 27.54% 11.79% 27.46% 23.78% 12.01% -Risk weights of exposures to corporates 89.22% 90.07% 94.14% 82.84% 91.11% 86.56% 88.78% 93.08% 92.31% -Risk weights of exposures to retail 69.51% 68.26% 73.21% C 68.02% 69.50% 69.29% 69.60% 70.82% -Risk weights of exposures secured by mortgages on immovable property 40.25% 47.04% C C 40.55% 41.98% 36.27% 38.39% 39.15% -

Internal ratings based approach (IRB) Risk weights of exposures to institutions 16.55% 13.92% C C 21.01% 16.08% 22.31% 21.50% 18.69% -Risk weights of exposures to corporates 1) 45.05% 41.50% C C 56.62% 41.08% 60.04% 65.81% 48.70% -Risk weights of exposures to retail 2) 28.09% 29.69% C C 33.71% 29.47% 37.41% 38.37% 21.74% -Risk weights of exposures to retail secured by real estate 3) 13.61% 16.25% C C 16.32% 13.69% 14.36% 16.98% 12.17% -

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.


T03.05.3 Risk exposures composition by classification (geographical diversification)(EUR billions; percentages)

SSM Non-SSM EEA 13) Non-EEA Europe 14) RoW 15)

Credit risk-weighted exposure amounts 6,805.13 494.96 2,517.34 561.91 29.78 3,201.16Standardised approach (SA) 2,714.50 395.08 1,013.73 145.01 16.67 1,144.01

of which: exposures to institutions 115.10 23.14 43.11 3.11 1.46 44.29of which: exposures to corporates 924.48 106.71 353.35 43.13 5.02 416.26of which: exposures to retail 495.64 52.60 165.88 C C 251.22of which: exposures secured by mortgages on immovable property 307.20 74.08 102.58 19.58 2.01 108.94

Internal ratings based approach (IRB) 3,983.33 98.46 1,469.32 C C 1,990.56of which: exposures to institutions 188.49 2.96 75.90 C C 92.36of which: exposures to corporates 1) 2,264.87 54.21 863.85 C C 1,097.51of which: exposures to retail 2) 381.05 16.90 110.82 C C 217.47of which: exposures to retail secured by real estate 3) 525.48 22.21 185.87 C C 244.98

Risk exposure for contributions to the default fund of a CCP 4) 6.25 0.12 1.45 C C 4.18Securitisation positions 101.05 1.29 32.83 C C 62.41

Settlement/delivery risk exposure amount 0.55 C 0.17 C C 0.16Market risk exposure amount 277.79 6.35 95.80 19.89 0.83 154.93

Market risk exposure under SA 5) 85.63 C 36.81 C C 35.12Market risk exposure under IM approach 6) 192.17 C 58.98 C C 119.81

Operational risk exposure amount 832.64 53.45 260.39 68.99 2.92 446.89Operational risk exposure under BIA 7) 50.91 18.31 18.85 4.58 1.33 7.83Operational risk exposure under TSA/ASA 8) 333.46 C 118.74 C C 136.25Operational risk exposure under AMA 9) 448.27 C 122.80 C C 302.81

Risk exposure for credit valuation adjustment 51.39 1.58 17.00 C C 28.15Other 10) 85.77 C 21.84 28.86 C 34.71Total risk exposure amount 8,053.28 556.78 2,912.54 684.13 33.84 3,865.99

SSM Non-SSM EEA 13) Non-EEA Europe 14) RoW 15)

Standardised approach (SA)Risk weights of exposures to institutions 14.73% 26.07% 13.42% 15.86% 35.72% 12.73%Risk weights of exposures to corporates 89.22% 85.34% 91.58% 89.78% 91.01% 88.23%Risk weights of exposures to retail 69.51% 66.89% 69.95% 71.71% C 69.61%Risk weights of exposures secured by mortgages on immovable property 40.25% 37.86% 41.08% 44.33% 40.26% 40.55%

Internal ratings based approach (IRB) Risk weights of exposures to institutions 16.55% 29.26% 18.40% 14.80% C 15.37%Risk weights of exposures to corporates 1) 45.05% 54.69% 44.47% 53.84% C 43.66%Risk weights of exposures to retail 2) 28.09% 32.09% 27.20% 29.63% C 28.13%Risk weights of exposures to retail secured by real estate 3) 13.61% 17.36% 15.39% 14.22% C 12.22%

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.


Banks with significant domestic exposures 12)



(Q3 2020)Total

Banks with significant domestic exposures 12)



T03.05.3 Risk exposures composition by classification (size)(EUR billions; percentages)

Less than €30 billion Between €30 billion and €100 billion

Between €100 billion and €200 billion


Credit risk-weighted exposure amounts 6,805.13 109.86 1,029.56 496.96 2,203.77 2,964.98Standardised approach (SA) 2,714.50 89.75 743.37 219.24 662.58 999.56

of which: exposures to institutions 115.10 6.33 37.54 13.16 30.83 27.24of which: exposures to corporates 924.48 28.82 267.22 77.43 225.60 325.41of which: exposures to retail 495.64 15.76 101.93 27.56 119.71 230.68of which: exposures secured by mortgages on immovable property 307.20 14.05 99.80 28.71 58.67 105.97

Internal ratings based approach (IRB) 3,983.33 19.43 279.40 270.96 1,512.80 1,900.74of which: exposures to institutions 188.49 0.99 9.53 13.34 89.94 74.68of which: exposures to corporates 1) 2,264.87 11.07 153.64 181.99 874.94 1,043.24of which: exposures to retail 2) 381.05 1.69 40.31 18.01 110.74 210.30of which: exposures to retail secured by real estate 3) 525.48 5.30 45.91 39.67 179.55 255.06

Risk exposure for contributions to the default fund of a CCP 4) 6.25 0.38 0.13 0.31 1.86 3.56Securitisation positions 101.05 0.29 6.66 6.46 26.53 61.11

Settlement/delivery risk exposure amount 0.55 0.03 0.16 C C 0.19Market risk exposure amount 277.79 C 22.00 C 90.95 136.86

Market risk exposure under SA 5) 85.63 C 16.69 C 28.22 27.24Market risk exposure under IM approach 6) 192.17 C 5.31 C 62.73 109.62

Operational risk exposure amount 832.64 13.92 96.23 56.83 253.66 412.00Operational risk exposure under BIA 7) 50.91 C C C 7.72 6.16Operational risk exposure under TSA/ASA 8) 333.46 7.42 71.88 26.83 106.66 120.68Operational risk exposure under AMA 9) 448.27 C C C 139.29 285.16

Risk exposure for credit valuation adjustment 51.39 C 7.71 C C 20.58Other 10) 85.77 3.98 6.91 5.97 53.89 15.02Total risk exposure amount 8,053.28 132.44 1,162.56 590.65 2,617.99 3,549.63

Less than €30 billion Between €30 billion and €100 billion

Between €100 billion and €200 billion


Standardised approach (SA)Risk weights of exposures to institutions 14.73% 23.64% 26.14% 15.20% 10.50% 11.79%Risk weights of exposures to corporates 89.22% 90.86% 91.37% 91.20% 89.81% 86.56%Risk weights of exposures to retail 69.51% 68.97% 69.44% 67.51% 70.16% 69.50%Risk weights of exposures secured by mortgages on immovable property 40.25% 37.13% 38.87% 44.29% 38.78% 41.98%

Internal ratings based approach (IRB) Risk weights of exposures to institutions 16.55% 25.67% 10.88% 14.07% 18.43% 16.08%Risk weights of exposures to corporates 1) 45.05% 65.30% 48.58% 55.09% 47.96% 41.08%Risk weights of exposures to retail 2) 28.09% 36.50% 33.84% 31.12% 24.02% 29.47%Risk weights of exposures to retail secured by real estate 3) 13.61% 13.43% 16.53% 17.85% 12.31% 13.69%

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.


Total assetsG-SIBs 12)


(Q3 2020)Total

Total assetsG-SIBs 12)


T03.05.3 Risk exposures composition by classification (risk-based) 1)


Risk exposures(Q3 2020) Total Banks with low risk Banks with medium,

high risk and non-ratedCredit risk-weighted exposure amounts 6,805.13 4,378.30 2,426.83

Standardised approach (SA) 2,714.50 1,593.90 1,120.60of which: exposures to institutions 115.10 53.37 61.73of which: exposures to corporates 924.48 550.58 373.90of which: exposures to retail 495.64 351.32 144.32of which: exposures secured by mortgages on immovable property 307.20 161.52 145.68

Internal ratings based approach (IRB) 3,983.33 2,718.68 1,264.65of which: exposures to institutions 188.49 127.68 60.81of which: exposures to corporates 2) 2,264.87 1,474.17 790.71of which: exposures to retail 3) 381.05 272.47 108.58of which: exposures to retail secured by real estate 4) 525.48 344.02 181.45

Risk exposure for contributions to the default fund of a CCP 5) 6.25 3.88 2.36Securitisation positions 101.05 61.84 39.22

Settlement/delivery risk exposure amount 0.55 0.14 0.42Market risk exposure amount 277.79 168.63 109.16

Market risk exposure under SA 6) 85.63 52.49 33.14Market risk exposure under IM approach 7) 192.17 116.14 76.02

Operational risk exposure amount 832.64 484.78 347.86Operational risk exposure under BIA 8) 50.91 23.77 27.14Operational risk exposure under TSA/ASA 9) 333.46 212.65 120.81Operational risk exposure under AMA 10) 448.27 248.36 199.91

Risk exposure for credit valuation adjustment 51.39 27.02 24.37Other 11) 85.77 35.90 49.87Total risk exposure amount 8,053.28 5,094.77 2,958.51



high risk and non-ratedStandardised approach (SA)

Risk weights of exposures to institutions 14.73% 11.35% 19.82%Risk weights of exposures to corporates 89.22% 88.79% 89.85%Risk weights of exposures to retail 69.51% 69.93% 68.52%Risk weights of exposures secured by mortgages on immovable property 40.25% 40.98% 39.48%

Internal ratings based approach (IRB) Risk weights of exposures to institutions 16.55% 15.00% 21.14%Risk weights of exposures to corporates 2) 45.05% 45.50% 44.22%Risk weights of exposures to retail 3) 28.09% 26.70% 32.33%Risk weights of exposures to retail secured by real estate 4) 13.61% 13.01% 14.91%

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.


T03.06 IRB credit risk parameters by residence of the obligor(EUR billions; percentages)

AT BE CH CZ DE ES FI FR GB IE IT LU NL USPD assigned to the obligor grade or pool (%)

Institutions 0.15% 0.11% 0.06% 0.25% 0.15% 0.14% 0.16% 0.09% 0.11% 0.15% 1.10% 0.16% 0.59% 0.21%Corporates 1.16% 2.10% 0.98% 1.95% 1.10% 2.87% 1.25% 1.85% 1.06% 1.49% 5.37% 1.18% 1.54% 1.23%

of which: SME 2.23% 2.61% 1.01% 3.10% 1.15% 4.00% 1.72% 2.99% 2.75% 3.23% 10.56% 3.13% 2.71% 3.04%Retail 1.32% 0.99% 0.76% 1.58% 1.02% 1.94% 1.21% 1.45% 2.34% 1.91% 2.48% 1.16% 0.70% 2.31%

Retail - Secured by immovable property - Non-SME 0.90% 0.73% 0.74% 1.05% 0.79% 1.11% 0.71% 0.90% 2.36% 1.65% 1.57% 0.96% 0.58% 0.92%Qualifying Revolving C C 1.88% 3.31% 0.64% 2.75% 1.65% 3.13% 1.61% 2.56% 3.01% C C 1.47%Other Retail 1.80% 1.67% 1.04% 2.79% 1.90% 4.40% 3.16% 1.90% 3.47% 4.57% 5.73% 1.90% 2.12% C

Exposure weighted average lgd (%)Institutions 24.38% 15.45% 30.94% 25.83% 26.99% 24.16% 20.49% 21.80% 27.30% 30.66% 24.11% 21.10% 23.57% 32.24%Corporates 36.01% 27.47% 30.66% 32.49% 36.32% 38.82% 37.25% 34.29% 33.67% 27.93% 37.46% 31.17% 25.04% 26.18%


Retail - Secured by immovable property - Non-SME 10.79% 13.41% 19.49% 20.55% 17.23% 20.57% 21.48% 12.27% 8.08% 23.88% 19.25% 12.99% 10.73% 16.62%Qualifying Revolving C 49.85% 49.97% 51.57% 63.09% 61.79% 55.20% 36.95% 73.56% 59.68% 55.06% C C 56.48%Other Retail 50.31% 31.57% 20.84% 43.62% 45.95% 53.09% 31.95% 22.97% 57.35% 60.69% 41.50% 18.85% 43.17% C

Exposure valueInstitutions 14.14 52.93 32.32 6.12 106.18 37.05 10.45 300.66 138.28 7.18 36.15 25.07 44.85 76.53Corporates 100.49 192.05 81.01 52.75 678.72 272.54 75.70 725.76 239.03 92.25 442.80 154.03 334.36 553.42

of which: SME 20.83 56.71 1.20 14.51 114.85 69.91 25.24 152.16 7.30 12.59 128.94 11.55 74.70 13.62Retail 76.41 273.02 11.77 61.30 645.90 406.00 99.77 1,554.69 276.65 73.42 435.84 178.77 585.27 10.28

Retail - Secured by immovable property - Non-SME 41.82 187.94 9.03 44.24 438.86 289.03 75.77 843.81 250.31 64.17 274.15 167.90 528.51 1.65Qualifying Revolving C 1.48 0.16 1.09 41.08 22.88 0.00 50.23 10.28 1.63 6.27 C C 0.13Other Retail 24.86 50.73 2.39 14.91 151.22 76.04 22.13 548.30 9.68 3.70 130.68 8.90 25.66 C

Risk weight (%)Institutions 16.37% 9.30% 13.71% 19.01% 17.29% 18.10% 12.88% 10.39% 12.98% 20.21% 36.93% 10.04% 16.72% 16.51%Corporates 44.48% 42.81% 32.83% 54.69% 40.41% 56.13% 54.52% 55.45% 41.00% 40.24% 52.44% 42.30% 39.98% 31.38%


Retail - Secured by immovable property - Non-SME 9.16% 10.95% 12.83% 18.98% 14.74% 13.33% 17.64% 10.16% 13.52% 27.95% 19.82% 8.87% 8.91% 14.19%Qualifying Revolving C 11.72% 16.70% 24.88% 12.19% 18.15% 12.99% 18.94% 31.71% 28.31% 33.77% 4.17% C COther Retail 29.43% 23.53% 12.27% 42.45% 38.10% 42.95% 36.56% 20.43% 62.79% 72.35% 36.80% 17.06% 35.77% C

Parameters and type of counterparty(Q3 2020)

Residence of the obligor1)

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 113 in the third and fourth quarter of 2019, 112 in the first and second quarter of 2020 and 110 in the third quarter of 2020. 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.


T04.01 Asset quality: performing and non-performing exposures by instrument and counterparty(EUR billions; percentages)

Amount Coverage ratio Amount Coverage ratio Amount Coverage ratio Amount Coverage ratio Amount Coverage ratioCash balances at central banks and other demand deposits - - - - - - 2729.10 0.00% 3,001.85 0.00%

Loans and advances 1) 15,387.21 0.38% 15,191.79 0.38% 15,922.83 0.41% 13,873.89 0.54% 13,686.91 0.55%Central banks 1,796.84 0.00% 1,738.45 0.00% 1,989.34 0.00% 225.68 0.01% 238.43 0.01%General governments 884.59 0.07% 864.52 0.07% 893.06 0.07% 892.08 0.07% 875.31 0.06%Credit institutions 1,283.90 0.03% 1,139.17 0.03% 1,303.47 0.03% 1,016.03 0.04% 958.18 0.04%Other financial corporations 1,074.87 0.12% 1,003.25 0.13% 1,145.68 0.12% 1,063.52 0.18% 1,043.14 0.19%Non-financial corporations 4,885.99 0.57% 4,908.62 0.55% 5,100.02 0.63% 5,151.58 0.75% 5,027.17 0.78%Households 5,461.02 0.53% 5,537.78 0.52% 5,491.25 0.54% 5,525.00 0.60% 5,544.68 0.60%

Debt securities 2,427.42 0.07% 2,397.12 0.07% 2,498.88 0.07% 2,666.74 0.07% 2,580.52 0.07%Other 2) 9.79 1.11% 4.45 1.03% 4.48 1.13% 5.26 4.07% 8.04 0.84%Off-balance sheet exposures 5,645.72 0.11% 5,478.86 0.11% 5,678.18 0.12% 5,972.37 0.13% 5,973.10 0.14%Total 23,470.14 0.28% 23,072.21 0.29% 24,104.36 0.30% 25,247.36 0.34% 25,250.42 0.34%

Amount Coverage ratio Amount Coverage ratio Amount Coverage ratio Amount Coverage ratio Amount Coverage ratioCash balances at central banks and other demand deposits - - - - - - 0.12 82.77% 0.13 78.70%

Loans and advances 1) 542.70 46.01% 506.04 45.95% 501.03 46.04% 503.25 45.49% 484.97 45.54%Central banks 0.03 93.81% 0.03 93.95% 0.03 95.38% 0.03 99.11% C CGeneral governments 4.65 25.85% 4.25 26.28% 4.37 26.87% 4.75 24.81% 4.64 23.37%Credit institutions 2.11 47.36% 1.45 52.86% 1.46 53.66% 1.31 51.32% C 67.75%Other financial corporations 13.89 48.64% 12.24 49.59% 12.46 49.28% 12.38 51.05% 12.40 47.89%Non-financial corporations 315.02 49.28% 289.41 49.36% 284.25 49.55% 286.88 48.61% 277.75 48.62%Households 207.02 41.28% 198.65 41.13% 198.45 41.17% 197.90 41.07% 188.84 41.24%

Debt securities 4.08 53.45% 3.60 56.57% 3.64 56.59% 4.19 52.65% 3.93 51.12%Other 2) 14.61 61.00% 7.32 61.53% 7.45 64.00% 14.71 72.29% 14.43 61.12%Off-balance sheet exposures 40.18 16.55% 41.98 15.99% 40.80 16.20% 39.77 16.22% 40.65 15.46%Total 601.58 44.46% 558.93 43.98% 552.91 44.15% 562.03 44.18% 544.11 43.75%

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 113 in the third and fourth quarter of 2019, 112 in the first and second quarter of 2020 and 110 in the third quarter of 2020. 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: held for trading exposures are excluded.2) Other includes Debt instrument held for sale.

Type of instrument and counterpartyPerforming exposures

Q3 2019 Q4 2019 Q1 2020 Q2 2020 Q3 2020

Type of instrument and counterpartyNon-performing exposures

Q3 2019 Q4 2019 Q1 2020 Q2 2020 Q3 2020


T04.02.1 Asset quality: non-performing loans and advances by reference period(EUR billions; percentages)

Item Q3 2019 Q4 2019 Q1 2020 Q2 2020 Q3 2020

Loans and advances 1) 15,929.92 15,697.83 16,423.85 17,106.36 17,173.85Non-performing loans and advances 542.70 506.04 501.03 503.37 485.10Non-performing loans ratio 3.41% 3.22% 3.05% 2.94% 2.82%

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 113 in the third and fourth quarter of 2019, 112 in the first and second quarter of 2020 and 110 in the third quarter of 2020. 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.


T04.02.2 Asset quality: non-performing loans and advances by country(EUR billions; percentages)

Country(Q3 2020) Loans and advances 2) Non-performing loans and advances Non-performing loans ratio

Belgium 445.48 7.48 1.68%Germany 2,865.53 34.31 1.20%Estonia 32.29 0.46 1.43%Ireland 359.65 12.16 3.38%Greece 208.77 60.23 28.85%Spain 2,570.81 76.91 2.99%France 5,456.26 125.39 2.30%Italy 1,840.36 98.66 5.36%Cyprus 31.73 3.93 12.37%Latvia C C CLithuania 23.22 0.29 1.23%Luxembourg 134.76 1.02 0.75%Malta 15.88 0.52 3.27%Netherlands 2,049.27 37.34 1.82%Austria 461.40 9.21 2.00%Portugal 144.89 8.91 6.15%Slovenia C C CSlovakia 1) - - -Finland 506.06 7.53 1.49%Total 17,173.85 485.10 2.82%

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.


T04.02.3 Asset quality: non performing loans and advances by classification (business model)(EUR billions; percentages)

Category(Q3 2020) Loans and advances 2) Non-performing loans and advances Non-performing loans ratio

Corporate/wholesale lenders 986.24 10.58 1.07%Custodian and asset managers 226.31 0.80 0.36%Development/promotional lenders 394.94 3.91 0.99%Diversified lenders 2,235.94 138.47 6.19%G-SIBs 1) 7,625.90 181.79 2.38%Retail and consumer credit lenders 939.23 29.06 3.09%Small market lenders 94.19 1.80 1.91%Universal and investment banks 4,671.12 118.69 2.54%Not classified - - -Total 17,173.85 485.10 2.82%

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.


T04.02.3 Asset quality: non-performing loans and advances by classification (geographical diversification)(EUR billions; percentages)


Banks with significant domestic exposures 1) 1,042.43 36.50 3.50%Banks with largest non-domestic exposures

SSM 6,136.78 219.59 3.58%Non-SSM EEA 2) 1,577.98 35.49 2.25%Non-EEA Europe 3) 90.08 3.38 3.76%RoW 4) 8,326.59 190.13 2.28%

Total 17,173.85 485.10 2.82%

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.


T04.02.3 Asset quality: non-performing loans and advances by classification (size)(EUR billions; percentages)


Banks with total assetsLess than €30 billion 256.63 7.85 3.06%Between €30 billion and €100 billion 2,051.85 110.26 5.37%Between €100 billion and €200 billion 1,351.32 43.03 3.18%More than €200 billion 5,888.15 142.16 2.41%

G-SIBs 1) 7,625.90 181.79 2.38%Total 17,173.85 485.10 2.82%

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.


T04.02.3 Asset quality: non-performing loans and advances by classification (risk-based) 1)



Banks with low risk 11,083.99 259.06 2.34%Banks with medium, high risk and non-rated 6,089.86 226.04 3.71%Total 17,173.85 485.10 2.82%

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.


T04.03.1 Asset quality: forbearance by instrument and counterparty(EUR billions; percentages)

Amount Coverage ratio Amount Coverage ratio Amount Coverage ratio Amount Coverage ratio Amount Coverage ratioCash balances at central banks and other demand deposits - - - - - - C C C C

Loans and advances 1) 128.01 6.15% 122.51 6.23% 120.20 6.40% 146.73 5.58% 158.82 5.17%Central banks C C C C C C C C C CGeneral governments 2.04 0.89% 1.75 1.33% 1.66 1.07% 1.69 1.13% 1.27 1.45%Credit institutions C C C C C C C C C COther financial corporations 1.39 2.57% 1.26 2.84% 1.39 2.49% 3.47 1.94% 3.48 2.34%Non-financial corporations 64.67 5.82% 61.92 5.93% 62.12 6.04% 79.38 5.36% 88.73 4.88%Households 59.91 6.78% 57.57 6.78% 55.03 7.06% 62.18 6.19% 65.25 5.79%

Debt securities 0.26 1.25% C 0.63% 0.64 0.38% 0.42 0.59% C COther 2) 0.19 30.41% C C 0.11 13.10% C C 0.22 6.18%Off-balance sheet exposures 4.99 2.30% 5.61 1.89% 4.92 1.69% 7.90 0.88% 11.45 0.84%Total 133.45 6.04% 128.75 6.03% 125.87 6.19% 155.49 5.39% 171.09 4.87%

Amount Coverage ratio Amount Coverage ratio Amount Coverage ratio Amount Coverage ratio Amount Coverage ratioCash balances at central banks and other demand deposits - - - - - - C C C C

Loans and advances 1) 213.62 38.52% 197.31 38.45% 193.76 38.39% 197.21 37.99% 190.69 37.61%Central banks C C C C C C C C C CGeneral governments 0.87 15.63% 0.76 14.72% 0.81 22.19% 1.01 20.21% 0.79 14.25%Credit institutions C 28.02% C 26.99% C 25.58% C 26.84% C 30.45%Other financial corporations 5.58 49.75% 4.51 49.69% 4.92 47.54% 4.85 47.78% 4.73 44.50%Non-financial corporations 127.98 42.64% 116.08 43.08% 112.87 42.91% 115.99 42.00% 112.75 41.19%Households 78.95 31.32% 75.74 30.96% 74.96 31.19% 75.16 31.43% 72.24 31.85%

Debt securities 1.27 49.06% 1.01 49.09% 0.91 43.51% 1.03 31.18% 0.98 32.35%Other 2) 4.28 52.69% 2.37 60.84% 2.88 55.60% C 60.59% C 53.87%Off-balance sheet exposures 2.94 7.06% 2.78 8.80% 2.91 7.24% 3.67 8.63% 4.16 7.67%Total 222.11 38.44% 203.47 38.36% 200.45 38.21% 206.20 37.90% 201.27 37.41%

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 113 in the third and fourth quarter of 2019, 112 in the first and second quarter of 2020 and 110 in the third quarter of 2020. 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: held for trading exposures are excluded.2) Other includes Debt instrument held for sale.

Type of instrument and counterpartyPerforming forborne exposures

Q3 2019 Q4 2019 Q1 2020 Q2 2020 Q3 2020

Type of instrument and counterpartyNon-performing forborne exposures

Q3 2019 Q4 2019 Q1 2020 Q2 2020 Q3 2020


T04.03.2 Asset quality: non-performing exposures and forbearance by country(EUR billions; percentages)

Amount Coverage ratio Amount Coverage ratio Amount Coverage ratio Amount Coverage ratioBelgium 644.53 0.34% 7.74 49.60% 3.04 3.79% 2.63 27.74%Germany 4,050.60 0.18% 39.33 34.36% 26.16 1.86% 16.10 32.80%Estonia 38.94 0.22% 0.51 31.60% 0.51 1.79% 0.30 38.04%Ireland 518.16 0.68% 12.90 27.85% 4.77 6.34% 8.14 27.91%Greece 219.14 1.13% 63.92 45.83% 12.47 6.59% 25.87 35.49%Spain 3,665.12 0.60% 83.14 42.78% 32.47 9.08% 40.74 39.49%France 8,488.83 0.30% 138.76 46.13% 21.33 6.57% 32.47 38.29%Italy 3,072.24 0.37% 119.56 50.90% 20.89 6.05% 40.16 45.94%Cyprus 39.49 0.38% 4.99 47.37% 0.88 1.79% 2.45 41.13%Latvia C C C C C C C CLithuania 27.20 0.17% 0.29 31.58% 0.21 2.06% 0.16 32.11%Luxembourg 192.95 0.15% 1.10 30.78% 1.06 1.28% 0.40 18.49%Malta 24.51 0.33% 0.60 26.29% 0.23 4.12% 0.28 27.11%Netherlands 2,639.87 0.18% 41.42 25.01% 34.10 1.30% 20.09 21.44%Austria 647.65 0.49% 9.90 53.56% 4.29 3.03% 3.24 51.20%Portugal 227.63 0.70% 10.73 53.91% 4.60 6.73% 4.84 58.67%Slovenia C C C C C C C CSlovakia 1) - - - - - - - -Finland 713.73 C 8.40 29.33% 3.87 1.13% 3.00 18.18%Total 25,250.42 0.34% 544.11 43.75% 171.09 4.87% 201.27 37.41%


Country(Q3 2020)

Total exposures Forborne exposuresPerforming Non-performing Performing Non-performing


T04.03.3 Asset quality: non-performing exposures and forbearance by classification (business model)(EUR billions; percentages)

Amount Coverage ratio Amount Coverage ratio Amount Coverage ratio Amount Coverage ratioCorporate/wholesale lenders 1,380.48 0.23% 12.03 37.50% 11.88 2.34% 6.85 37.01%Custodian and asset managers 327.06 0.09% 0.82 25.90% C C C CDevelopment/promotional lenders C C 6.30 13.68% C 2.61% C 12.26%Diversified lenders 3,194.24 0.50% 159.96 44.45% 38.23 5.43% 66.97 38.04%G-SIBs 1) 11,606.14 0.33% 202.60 44.94% 66.75 5.43% 64.50 39.86%Retail and consumer credit lenders 1,348.95 0.36% 30.89 46.09% 9.56 6.67% 12.58 40.70%Small market lenders C 0.40% 1.91 42.94% 0.99 2.96% 0.94 42.21%Universal and investment banks 6,757.08 0.32% 129.59 42.65% 41.91 3.95% 48.17 32.88%Not classified - - - - - - - -Total 25,250.42 0.34% 544.11 43.75% 171.09 4.87% 201.27 37.41%


Category(Q3 2020)



T04.03.3 Asset quality: non-performing exposures and forbearance by classification (geographical diversification)(EUR billions; percentages)

Amount Coverage ratio Amount Coverage ratio Amount Coverage ratio Amount Coverage ratioBanks with significant domestic exposures 1) 1,590.45 0.37% 51.54 43.47% 10.88 5.29% 18.03 40.65%Banks with largest non-domestic exposures

SSM 8,899.84 0.32% 241.62 45.56% 76.02 4.27% 91.87 39.35%Non-SSM EEA 2) 2,194.30 0.39% 37.79 41.16% C 5.11% 16.75 32.79%Non-EEA Europe 3) 133.01 0.30% 3.68 50.19% C C 1.26 48.38%RoW 4) 12,432.82 0.34% 209.48 42.09% 71.64 5.42% 73.36 35.04%

Total 25,250.42 0.34% 544.11 43.75% 171.09 4.87% 201.27 37.41%

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.

Category(Q3 2020)



T04.03.3 Asset quality: non-performing exposures and forbearance by classification (size)(EUR billions; percentages)

Amount Coverage ratio Amount Coverage ratio Amount Coverage ratio Amount Coverage ratioBanks with total assets

Less than €30 billion 357.18 0.28% 9.45 42.86% 2.91 2.60% 4.21 39.26%Between €30 billion and €100 billion 2,878.13 0.44% 120.90 43.44% 38.95 5.15% 48.71 38.00%Between €100 billion and €200 billion 1,932.37 0.36% 54.69 44.26% 14.16 4.48% 23.16 39.76%More than €200 billion 8,476.60 0.31% 156.48 42.33% 48.33 4.11% 60.69 33.30%

G-SIBs 1) 11,606.14 0.33% 202.60 44.94% 66.75 5.43% 64.50 39.86%Total 25,250.42 0.34% 544.11 43.75% 171.09 4.87% 201.27 37.41%

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.

Category(Q3 2020)



T04.03.3 Asset quality: non-performing exposures and forbearance by classification (risk-based) 1)


Amount Coverage ratio Amount Coverage ratio Amount Coverage ratio Amount Coverage ratioBanks with low risk 16,080.46 0.35% 283.36 43.13% 91.93 5.28% 97.70 36.15%Banks with medium, high risk and non-rated 9,169.96 0.32% 260.75 44.43% 79.16 4.39% 103.56 38.60%Total 25,250.42 0.34% 544.11 43.75% 171.09 4.87% 201.27 37.41%


Category(Q3 2020)



T04.04.1 Asset quality: fair value hierarchy by reference period(EUR billions; percentages)

Level 1 Level 2 Level 3 Level 1 Level 2 Level 3 Level 1 Level 2 Level 3 Level 1 Level 2 Level 3 Level 1 Level 2 Level 3Derivatives 35.48 1,853.40 47.17 21.46 1,495.29 33.63 48.73 2,039.33 51.12 39.35 1,811.34 44.04 35.24 1,721.86 39.65 Equity instruments 266.81 28.46 50.16 252.54 35.96 53.07 182.24 26.61 49.36 209.19 32.57 49.96 220.59 32.45 50.05 Debt securities 1,424.81 418.22 47.53 1,306.53 382.80 47.34 1,436.32 390.00 56.42 1,514.70 402.75 47.12 1,462.85 406.90 46.87 Loans and advances 4.94 1,259.75 58.25 4.92 973.68 63.25 4.28 1,242.82 72.75 5.71 1,150.20 72.64 4.77 1,142.13 62.16 Total 1,732.05 3,559.82 203.12 1,585.45 2,887.72 197.29 1,671.57 3,698.76 229.64 1,768.95 3,396.85 213.76 1,723.45 3,303.33 198.73 as a share of total assets 7.45% 15.30% 0.87% 7.15% 13.02% 0.89% 6.97% 15.42% 0.96% 7.24% 13.90% 0.87% 7.08% 13.57% 0.82%

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 113 in the third and fourth quarter of 2019, 112 in the first and second quarter of 2020 and 110 in the third quarter of 2020. 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.

Type of instrumentFair value hierarchy

Q3 2019 Q4 2019 Q1 2020 Q2 2020 Q3 2020


T04.04.2 Asset quality: fair value hierarchy by country(EUR billions; percentages)

Amount Ratio Amount Ratio Amount RatioBelgium 582.96 28.05 4.81% 21.51 3.69% 4.67 0.80%Germany 4,186.68 237.01 5.66% 908.27 21.69% 59.16 1.41%Estonia 35.39 0.74 2.09% C C 0.02 0.05%Ireland 469.22 30.68 6.54% 63.99 13.64% 3.78 0.81%Greece 274.79 15.02 5.47% 12.12 4.41% 0.80 0.29%Spain 3,477.48 245.08 7.05% 294.32 8.46% 14.77 0.42%France 8,490.31 658.76 7.76% 1,500.98 17.68% 75.70 0.89%Italy 2,605.12 256.85 9.86% 134.02 5.14% 15.06 0.58%Cyprus 41.19 1.19 2.89% 0.03 0.07% C CLatvia C C C C C C CLithuania 25.07 0.70 2.80% 0.03 0.10% 0.02 0.06%Luxembourg 169.82 2.90 1.71% 5.48 3.23% C CMalta 22.50 1.60 7.10% 0.82 3.63% 0.02 0.10%Netherlands 2,411.63 123.71 5.13% 156.20 6.48% 8.22 0.34%Austria 576.17 26.98 4.68% 15.08 2.62% 4.60 0.80%Portugal 221.73 32.99 14.88% 2.53 1.14% 5.40 2.43%Slovenia C C C C C C CSlovakia 1) - - - - - - -Finland 712.30 56.98 8.00% C C C CTotal 24,337.88 1,723.45 7.08% 3,303.33 13.57% 198.73 0.82%

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.

Country(Q3 2020)

Level 1 Level 2 Level 3Total assets


T04.04.3 Asset quality: fair value hierarchy by classification (business model)(EUR billions; percentages)

Amount Ratio Amount Ratio Amount RatioCorporate/wholesale lenders 1,265.53 93.47 7.39% 134.71 10.64% 10.31 0.81%Custodian and asset managers 333.30 31.04 9.31% 41.54 12.46% 3.14 0.94%Development/promotional lenders 542.98 23.50 4.33% 24.54 4.52% 13.55 2.49%Diversified lenders 2,957.13 183.28 6.20% 74.03 2.50% 17.97 0.61%G-SIBs 1) 11,605.06 884.20 7.62% 2,236.60 19.27% 92.30 0.80%Retail and consumer credit lenders 1,272.61 63.33 4.98% 17.62 1.38% 17.77 1.40%Small market lenders 108.50 6.38 5.88% 3.60 3.32% 0.28 0.26%Universal and investment banks 6,252.76 438.25 7.01% 770.70 12.33% 43.41 0.69%Not classified - - - - - - -Total 24,337.88 1,723.45 7.08% 3,303.33 13.57% 198.73 0.82%

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.

Category(Q3 2020) Total assets

Level 1 Level 2 Level 3


T04.04.3 Asset quality: fair value hierarchy by classification (geographical diversification)(EUR billions; percentages)

Amount Ratio Amount Ratio Amount RatioBanks with significant domestic exposures 1) 1,468.96 73.14 4.98% 29.79 2.03% 12.53 0.85%Banks with largest non-domestic exposures

SSM 8,067.16 568.56 7.05% 625.30 7.75% 72.21 0.90%Non-SSM EEA 2) 2,107.34 C 5.92% C 11.28% C 0.71%Non-EEA Europe 3) 111.44 C C C C C CRoW 4) 12,582.97 952.36 7.57% 2,409.68 19.15% 98.33 0.78%

Total 24,337.88 1,723.45 7.08% 3,303.33 13.57% 198.73 0.82%

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.

Category(Q3 2020)



T04.04.3 Asset quality: fair value hierarchy by classification (size)(EUR billions; percentages)

Amount Ratio Amount Ratio Amount RatioBanks with total assets

Less than €30 billion 348.66 15.09 4.33% 19.10 5.48% 2.10 0.60%Between €30 billion and €100 billion 2,767.75 165.96 6.00% 128.06 4.63% 46.46 1.68%Between €100 billion and €200 billion 1,870.77 109.39 5.85% 157.16 8.40% 16.65 0.89%More than €200 billion 7,745.63 548.81 7.09% 762.42 9.84% 41.21 0.53%

G-SIBs 1) 11,605.06 884.20 7.62% 2,236.60 19.27% 92.30 0.80%Total 24,337.88 1,723.45 7.08% 3,303.33 13.57% 198.73 0.82%

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.

Category(Q3 2020)



T04.04.3 Asset quality: fair value hierarchy by classification (risk-based) 1)

(EUR billions, percentages)

Amount Ratio Amount Ratio Amount RatioLow risk banks 15,280.70 1,050.02 6.87% 1,787.10 11.70% 117.02 0.77%Medium, high risk and non-rated banks 9,057.18 673.44 7.44% 1,516.23 16.74% 81.71 0.90%Total 24,337.88 1,723.45 7.08% 3,303.33 13.57% 198.73 0.82%

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.

Category(Q3 2020)



T05.01.1 Loan-to-deposit ratio by reference period(EUR billions; percentages)

Indicator Q3 2019 Q4 2019 Q1 2020 Q2 2020 Q3 2020

Total loans and advances to non-financial corporations and households 10,645.12 10,727.93 10,870.08 10,949.83 10,840.04Total deposits from non-financial corporations and households 9,115.34 9,248.56 9,367.54 9,881.16 10,008.10Loan-to-deposit ratio 116.78% 116.00% 116.04% 110.82% 108.31%

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 113 in the third and fourth quarter of 2019, 112 in the first and second quarter of 2020 and 110 in the third quarter of 2020. 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.


T05.01.2 Loan-to-deposit ratio by country(EUR billions; percentages)

Country(Q3 2020)

Total loans and advancesto non-financial corporations and households

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

Belgium 270.88 298.40 90.78%Germany 1,391.23 1,090.12 127.62%Estonia 23.09 21.14 109.23%Ireland 193.51 214.83 90.07%Greece 137.50 164.20 83.74%Spain 1,858.84 1,760.36 105.59%France 3,534.43 3,301.00 107.07%Italy 1,220.05 1,207.73 101.02%Cyprus 18.23 29.13 62.60%Latvia C C CLithuania 13.59 19.03 71.41%Luxembourg 41.53 55.90 74.29%Malta 8.75 16.74 52.24%Netherlands 1,281.13 1,110.95 115.32%Austria 309.20 312.42 98.97%Portugal 114.58 150.47 76.15%Slovenia C C CSlovakia 1) - - -Finland 405.19 228.81 177.09%Total 10,840.04 10,008.10 108.31%



T05.01.3 Loan-to-deposit ratio by classification (business model)(EUR billions; percentages)

Category(Q3 2020)



Corporate/wholesale lenders 492.68 253.78 194.13%Custodian and asset managers C C CDevelopment/promotional lenders C C CDiversified lenders 1,590.67 1,655.08 96.11%G-SIBs 1) 4,918.01 4,603.34 106.84%Retail and consumer credit lenders 655.25 752.33 87.10%Small market lenders 62.78 74.97 83.74%Universal and investment banks 2,971.69 2,628.33 113.06%Not classified - - -Total 10,840.04 10,008.10 108.31%



T05.01.3 Loan-to-deposit ratio by classification (geographical diversification)(EUR billions; percentages)

Category(Q3 2020)



Banks with significant domestic exposures 1) 690.25 765.40 90.18%Banks with largest non-domestic exposures

SSM 3,732.40 3,388.79 110.14%Non-SSM EEA 2) 1,088.23 958.73 113.51%Non-EEA Europe 3) 68.25 35.74 190.95%RoW 4) 5,260.91 4,859.43 108.26%

Total 10,840.04 10,008.10 108.31%

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.


T05.01.3 Loan-to-deposit ratio by classification (size)(EUR billions; percentages)

Category(Q3 2020)



Banks with total assetsLess than €30 billion 148.76 183.23 81.19%Between €30 billion and €100 billion 1,291.07 1,152.20 112.05%Between €100 billion and €200 billion 743.38 648.98 114.54%More than €200 billion 3,738.83 3,420.35 109.31%

G-SIBs 1) 4,918.01 4,603.34 106.84%Total 10,840.04 10,008.10 108.31%



T05.01.3 Loan-to-deposit ratio by classification (risk-based) 1)


Category(Q3 2020)



Banks with low risk 7,177.86 6,317.90 113.61%Banks with medium, high risk and non-rated 3,662.18 3,690.20 99.24%Total 10,840.04 10,008.10 108.31%



T05.02.1 Deposits to total funding ratio by reference period(percentages)

Indicator Q3 2019 Q4 2019 Q1 2020 Q2 2020 Q3 2020Deposits from credit institutions and other financial corporations to total funding

20.27% 18.93% 20.33% 18.55% 18.37%

Deposits from non-financial corporations to total funding 15.97% 16.67% 16.21% 17.16% 17.59%Deposits from households to total funding 32.88% 34.31% 32.53% 32.33% 32.48%

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 113 in the third and fourth quarter of 2019, 112 in the first and second quarter of 2020 and 110 in the third quarter of 2020. 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.


T05.02.2 Deposits to total funding ratio by country(percentages)

Country(Q3 2020)

Deposits from credit institutions and other financial corporations to total funding

Deposits from non-financial corporations to total funding Deposits from households to total funding

Belgium 16.74% 14.48% 44.00%Germany 30.54% 12.90% 20.74%Estonia 7.59% 31.07% 38.22%Ireland 25.71% 29.47% 30.18%Greece 4.91% 16.20% 54.16%Spain 12.25% 17.14% 41.15%France 19.88% 20.47% 28.80%Italy 13.11% 18.70% 36.46%Cyprus 14.93% 18.65% 60.09%Latvia C C CLithuania 9.37% 25.28% 58.05%Luxembourg 47.47% 11.07% 25.89%Malta 11.70% 14.49% 68.04%Netherlands 13.35% 14.49% 37.22%Austria 15.08% 18.15% 43.12%Portugal 5.94% 18.99% 59.17%Slovenia C C CSlovakia 1) - - -Finland 7.11% 15.86% 22.82%



T05.02.3 Deposits to total funding ratio by classification (business model)(percentages)

Category(Q3 2020)



Corporate/wholesale lenders 36.39% 10.41% 12.83%Custodian and asset managers 73.90% 5.24% 7.01%Development/promotional lenders 6.71% 1.35% CDiversified lenders 10.38% 17.53% 45.72%G-SIBs 1) 18.77% 19.66% 30.79%Retail and consumer credit lenders 12.69% 9.07% 56.61%Small market lenders 8.13% 26.33% 52.29%Universal and investment banks 17.38% 19.29% 31.35%Not classified - - -



T05.02.3 Deposits to total funding ratio by classification (geographical diversification)(percentages)

Category(Q3 2020)



Banks with significant domestic exposures 1) 13.89% 10.19% 48.65%Banks with largest non-domestic exposures

SSM 19.18% 15.74% 33.49%Non-SSM EEA 2) 9.15% 17.48% 35.49%Non-EEA Europe 3) 7.47% 10.13% 24.69%RoW 4) 20.19% 19.95% 29.17%

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.


T05.02.3 Deposits to total funding ratio by classification (size)(percentages)

Category(Q3 2020)



Banks with total assetsLess than €30 billion 17.32% 15.56% 45.51%Between €30 billion and €100 billion 19.78% 12.71% 36.21%Between €100 billion and €200 billion 18.97% 13.99% 28.04%More than €200 billion 17.23% 17.42% 33.90%

G-SIBs 1) 18.77% 19.66% 30.79%



T05.02.3 Deposits to total funding ratio by classification (risk-based) 1)

(percentages)

Category(Q3 2020)



Banks with low risk 18.23% 17.44% 32.02%Banks with medium, high risk and non-rated 18.61% 17.86% 33.29%



T06.01.1 Liquidity coverage ratio by reference period(EUR billions; percentages)

Liquidity coverage ratio and its components 1) Q3 2019 Q4 2019 Q1 2020 Q2 2020 Q3 2020

Numerator: Liquidity buffer 3,532.24 3,389.30 3,718.72 4,422.86 4,637.66 Level 1 assets: unadjusted 3,334.54 3,219.60 3,542.98 4,258.68 4,477.71

Level 1 asset collaterals and secured cash adjustments for 30 days outflows and inflows 91.05 64.05 108.62 80.50 74.01

Level 1 assets: adjusted amount 3,425.59 3,283.65 3,651.61 4,339.18 4,551.72 Excluding EHQCB 2) 3,266.90 3,112.17 3,489.74 4,202.39 4,435.30 EHQCB 158.69 171.48 161.87 136.79 116.42

Level 2 assets: unadjusted 198.86 173.16 176.65 C CLevel 2 asset collaterals adjustments for 30 days outflows and inflows -1.53 9.00 -8.32 C CLevel 2 assets: adjusted amount 197.32 182.16 168.33 161.14 165.09

Level 2A 118.59 101.10 119.51 105.53 105.79 Level 2B 78.74 81.06 48.83 55.61 59.30

Excess liquidity asset amount 1.16 3.46 0.91 C CDenominator: Net liquidity outflow 2,434.97 2,322.87 2,537.15 2,672.15 2,712.97 Total outflows 3,692.65 3,494.26 3,979.17 3,899.15 3,950.78 Reduction for inflows 1,257.67 1,171.39 1,442.02 1,227.00 1,237.80 Liquidity coverage ratio 145.06% 145.91% 146.57% 165.52% 170.94%

Source: ECB.Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available. Up to the end of the reference period Q4 2019, the tables showing information on the liquidity coverage ratio were derived by aggregating data from stand-alone entities and from banking groups where the ultimate EU parent is within the SSM. As of the reference period Q1 2020, the liquidity sample matches the full sample. Specifically, there are 105 in the third and fourth quarter of 2019, 112 in the first and second quarter of 2020 and 110 in the third quarter of 2020. 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.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) Data refer to the end of the quarter specified in the header.2) EHQCB stands for Extremely High Quality Covered Bonds.


T06.01.2 Liquidity coverage ratio by country/1(EUR billions; percentages)

Liquidity coverage ratio and its components 1)


Numerator: Liquidity buffer 4,637.66 152.09 801.05 8.2068 128.29 38.88 644.18 1,488.79 507.66 14.87 Level 1 assets: unadjusted 4,477.71 145.72 760.95 C 126.46 38.82 630.43 1,429.23 494.90 C

Level 1 asset collaterals and secured cash adjustments for 30 days outflows and inflows 74.01 0.51 17.71 C 2.45 0.29 -3.58 11.70 1.20 C

Level 1 assets: adjusted amount 4,551.72 146.23 778.66 8.2104 128.90 39.11 626.85 1,440.92 496.10 14.50 Excluding EHQCB 2) 4,435.30 141.38 748.17 C 122.71 C 623.51 1,414.88 492.79 CEHQCB 116.42 4.86 30.49 C 6.19 C 3.35 26.05 3.31 C

Level 2 assets: unadjusted C C C C C C C C C CLevel 2 asset collaterals adjustments for 30 days outflows and inflows C C C C C C C C C CLevel 2 assets: adjusted amount 165.09 6.57 38.39 C C 0.07 18.97 58.58 13.98 0.37

Level 2A 105.79 4.94 30.71 C C C C 33.86 10.42 CLevel 2B 59.30 1.63 7.67 C C C C 24.72 3.56 C

Excess liquidity asset amount C C C C C C C C C CDenominator: Net liquidity outflow 2,712.97 88.56 489.55 4.5553 77.42 24.96 339.69 916.71 264.46 4.80 Total outflows 3,950.78 109.62 680.42 5.4561 97.50 28.66 432.47 1,473.22 368.80 5.79 Reduction for inflows 1,237.80 21.06 190.88 0.9009 20.08 3.70 92.77 556.50 104.34 0.99 Liquidity coverage ratio 170.94% 171.73% 163.63% 180.16% 165.70% 155.80% 189.63% 162.41% 191.96% 310.01%

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) Data refer to the end of the quarter specified in the header.2) EHQCB stands for Extremely High Quality Covered Bonds.


T06.01.2 Liquidity coverage ratio by country/2(EUR billions; percentages)



Numerator: Liquidity buffer C 7.90 48.14 7.59 463.57 120.63 54.27 C - 140.78 Level 1 assets: unadjusted C 7.85 45.39 7.47 447.27 119.48 52.76 C - 137.60

Level 1 asset collaterals and secured cash adjustments for 30 days outflows and inflows C C 2.02 C 34.83 C C C - C

Level 1 assets: adjusted amount C C 47.42 C 482.11 C C C - CExcluding EHQCB 2) C 7.85 44.27 7.43 474.83 123.37 52.97 C - 109.59 EHQCB C C 3.15 C 7.28 C C C - C

Level 2 assets: unadjusted C C C C C C C C - CLevel 2 asset collaterals adjustments for 30 days outflows and inflows C C C C C C C C - CLevel 2 assets: adjusted amount C C 2.61 C 17.59 1.08 1.52 C - 3.34

Level 2A C C C C 8.73 0.73 0.31 C - CLevel 2B C C C C 8.86 0.35 1.21 C - C

Excess liquidity asset amount C C C C C C C C - CDenominator: Net liquidity outflow C 1.37 29.17 1.96 299.20 68.96 21.18 C - 77.27 Total outflows C 3.31 53.53 3.14 454.98 104.55 32.65 C - 92.41 Reduction for inflows C 1.94 24.36 1.18 155.78 35.59 11.47 C - 15.14 Liquidity coverage ratio C 575.30% 165.01% 387.81% 154.94% 174.92% 256.26% C - 182.18%

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) 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 Slovakia.


T06.01.3 Liquidity coverage ratio by classification (business model)(EUR billions; percentages)


(Q3 2020)Total

Corporate/wholesale lenders



lenders


Retail and consumer

credit lenders


Universal and

investment banks

Not classified

Numerator: Liquidity buffer 4,637.66 257.32 125.72 79.20 604.85 2,050.64 221.48 29.06 1,269.39 -Level 1 assets: unadjusted 4,477.71 246.48 120.53 C 595.39 1,968.79 217.66 C 1,223.37 -

Level 1 asset collaterals and secured cash adjustments for 30 days outflows and inflows 74.01 5.62 0.85 C 6.82 17.65 0.12 C 45.74 -

Level 1 assets: adjusted amount 4,551.72 252.11 121.38 C 602.21 1,986.44 217.78 C 1,269.11 -Excluding EHQCB 2) 4,435.30 233.61 115.37 C 589.75 1,960.49 214.43 C 1,223.40 -EHQCB 116.42 18.50 6.01 C 12.46 25.95 3.35 C 45.70 -

Level 2 assets: unadjusted C C C C C C C C C -Level 2 asset collaterals adjustments for 30 days outflows and inflows C C C C C C C C C -Level 2 assets: adjusted amount 165.09 8.20 6.05 C 9.42 84.39 4.08 C 50.03 -

Level 2A 105.79 4.97 3.51 C 5.27 52.69 1.85 C 36.61 -Level 2B 59.30 3.23 2.54 C 4.16 31.69 2.23 C 13.43 -

Excess liquidity asset amount C C C C C C C C C -Denominator: Net liquidity outflow 2,712.97 136.88 71.98 42.49 300.93 1,287.76 95.59 10.43 766.91 -Total outflows 3,950.78 191.14 115.33 53.29 389.20 2,061.09 121.82 14.95 1,003.96 -Reduction for inflows 1,237.80 54.26 43.35 10.80 88.27 773.32 26.23 4.52 237.05 -Liquidity coverage ratio 170.94% 187.99% 174.65% 186.40% 201.00% 159.24% 231.70% 278.48% 165.52% -

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) 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.


T06.01.3 Liquidity coverage ratio by classification (geographical diversification)(EUR billions; percentages)

SSMNon-SSM


Numerator: Liquidity buffer 4,637.66 254.56 1,582.00 453.62 15.00 2,332.47 Level 1 assets: unadjusted 4,477.71 C 1,536.80 443.34 C 2,230.83

Level 1 asset collaterals and secured cash adjustments for 30 days outflows and inflows 74.01 C 16.43 -2.37 C 58.33

Level 1 assets: adjusted amount 4,551.72 C 1,553.23 440.97 C 2,289.16 Excluding EHQCB 2) 4,435.30 C 1,510.34 406.15 C 2,252.84 EHQCB 116.42 C 42.88 34.82 C 36.32

Level 2 assets: unadjusted C C C C C CLevel 2 asset collaterals adjustments for 30 days outflows and inflows C C C C C CLevel 2 assets: adjusted amount 165.09 C 48.57 10.43 C 103.21

Level 2A 105.79 C 30.49 7.75 C 65.79 Level 2B 59.30 C 18.07 2.68 C 37.42

Excess liquidity asset amount C C C C C CDenominator: Net liquidity outflow 2,712.97 114.50 883.80 255.75 6.56 1,452.37 Total outflows 3,950.78 C 1,223.13 C C 2,253.76 Reduction for inflows 1,237.80 C 339.33 C C 801.40 Liquidity coverage ratio 170.94% 222.33% 179.00% 177.37% 228.75% 160.60%


(Q3 2020)Total


exposures 3)


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) 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.


T06.01.3 Liquidity coverage ratio by classification (size)(EUR billions; percentages)



billion


billion


Numerator: Liquidity buffer 4,637.66 89.32 548.21 391.47 1,558.02 2,050.64 Level 1 assets: unadjusted 4,477.71 87.79 536.71 383.35 1,501.06 1,968.79

Level 1 asset collaterals and secured cash adjustments for 30 days outflows and inflows 74.01 1.34 4.23 12.42 38.37 17.65

Level 1 assets: adjusted amount 4,551.72 89.13 540.94 395.78 1,539.43 1,986.44 Excluding EHQCB 2) 4,435.30 85.19 530.25 379.02 1,480.35 1,960.49 EHQCB 116.42 3.94 10.69 16.75 59.08 25.95

Level 2 assets: unadjusted C C C C C CLevel 2 asset collaterals adjustments for 30 days outflows and inflows C C C C C CLevel 2 assets: adjusted amount 165.09 1.41 12.28 9.25 57.76 84.39

Level 2A 105.79 1.03 6.65 4.12 41.30 52.69 Level 2B 59.30 0.39 5.64 5.12 16.46 31.69

Excess liquidity asset amount C C C C C CDenominator: Net liquidity outflow 2,712.97 38.01 274.08 212.70 900.42 1,287.76 Total outflows 3,950.78 49.64 385.53 275.26 1,179.26 2,061.09 Reduction for inflows 1,237.80 11.63 111.45 62.56 278.84 773.32 Liquidity coverage ratio 170.94% 234.99% 200.02% 184.04% 173.03% 159.24%


(Q3 2020)Total


G-SIBs 3)

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) 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.


T06.01.3 Liquidity coverage ratio by classification (risk-based) 1)





Numerator: Liquidity buffer 4,637.66 2,887.20 1,750.46 Level 1 assets: unadjusted 4,477.71 2,778.48 1,699.22

Level 1 asset collaterals and secured cash adjustments for 30 days outflows and inflows 74.01 14.01 60.01

Level 1 assets: adjusted amount 4,551.72 2,792.49 1,759.23 Excluding EHQCB 3) 4,435.30 2,726.20 1,709.09 EHQCB 116.42 66.28 50.14

Level 2 assets: unadjusted C C CLevel 2 asset collaterals adjustments for 30 days outflows and inflows C C CLevel 2 assets: adjusted amount 165.09 112.16 52.93

Level 2A 105.79 64.39 41.39 Level 2B 59.30 47.77 11.53

Excess liquidity asset amount C C CDenominator: Net liquidity outflow 2,712.97 1,731.39 981.59 Total outflows 3,950.78 2,419.76 1,531.02 Reduction for inflows 1,237.80 688.37 549.43 Liquidity coverage ratio 170.94% 166.76% 178.33%

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) 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.


T06.02.1 Liquidity coverage ratio band by reference period(number of institutions)

Indicator Q3 2019 Q4 2019 Q1 2020 Q2 2020 Q3 2020

LCR 1) ≤ 100% 2 2 1 - -100% < LCR ≤ 150% 36 35 39 18 13LCR > 150% 67 68 72 94 97Total 105 105 112 112 110

Source: ECB.Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available. Up to the end of the reference period Q4 2019, the tables showing information on the liquidity coverage ratio were derived by aggregating data from stand-alone entities and from banking groups where the ultimate EU parent is within the SSM. As of the reference period Q1 2020, the liquidity sample matches the full sample. Specifically, there are 105 in the third and fourth quarter of 2019, 112 in the first and second quarter of 2020 and 110 in the third quarter of 2020. 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) LCR stands for Liquidity Coverage Ratio.


T06.02.2 Liquidity coverage ratio band by country(number of institutions)

Country(Q3 2020) LCR 2) ≤ 100% 100% < LCR ≤ 150% LCR > 150%

Belgium - 1 5Germany - 3 18Estonia - - 3Ireland - 2 4Greece - 2 2Spain - - 12France - 1 10Italy - - 11Cyprus - - 3Latvia - - 2Lithuania - - 3Luxembourg - 2 3Malta - - 3Netherlands - 1 5Austria - - 6Portugal - 1 2Slovenia - - 2Slovakia 1) - - -Finland - - 3Total - 13 97

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) LCR stands for Liquidity Coverage Ratio.


T06.02.3 Liquidity coverage ratio band by classification (geographical diversification)(number of institutions)

Category(Q3 2020) LCR 5) ≤ 100% 100% < LCR ≤ 150% LCR > 150%

Banks with significant domestic exposures 1) - 1 15Banks with largest non-domestic exposures

SSM - 9 50Non-SSM EEA 2) - - 17Non-EEA Europe 3) - - 3RoW 4) - 3 12

Total - 13 97

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) LCR stands for Liquidity Coverage Ratio.


T06.02.3 Liquidity coverage ratio band by classification (size)(number of institutions)

Category(Q3 2020) LCR 2) ≤ 100% 100% < LCR ≤ 150% LCR > 150%

Banks with total assetsLess than €30 billion - 2 24Between €30 billion and €100 billion - 7 38Between €100 billion and €200 billion - - 13More than €200 billion - 2 16

G-SIBs 1) - 2 6Total - 13 97

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) LCR stands for Liquidity Coverage Ratio.


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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 16 December 2020.

ISSN 2467-4303 (pdf)

EU catalogue No QB-BY-20-003-EN-N


http://www.ecb.europa.eu/

Documents

Supervisory Banking Statistics...92 2. Balance sheet composition and profitability T05.02.3 Deposits to total funding ratio by classification 93 T02.01.1 Profit and loss figures by