The Risk Indicators (RIs) data are collected and compiled by the European Banking Authority and relate to supervisory data on liquidity, funding, asset quality, profitability, concentration, solvency, operational and market risk, and SME risks.
Data are fully based on the EBA’s implementing technical standards (ITS) on supervisory reporting (EU Regulation No 680/2014 and it subsequent amendments). For further details on the main methodological aspects of the EBA’s ITS, please refer to the ITS’s webpage .
The information is transmitted according to the rules defined in the Decision ESRB/2015/2 .
In comparison to the EBA key risk indicators (transmitted to the ECB according to the Decision ESRB/2011/6 , until Q2 2015 and since then discontinued), the EBA RIs are significantly enhanced, drawing on the substantial increase in the availability and extent of harmonised supervisory data from across the EU following the implementation of the ITS.
Reference periods for RIs: quarters from Q3 2014 to on-going.
Reference periods for old KRIs (discontinued): quarters from Q1 2011 to Q2 2015.
Quarterly
Risk Indicators are submitted two working days after the remittance dates set out in Article 4 of EBA Decision EBA/DC/090 of 21 May 2014.
For information about the naming convention (series key dimensions and metadata), refer to the KRI underlying DSD (ECB_CBD1) maintained by the ECB.
No seasonal adjustment
Key Risk Indicators (KRI)
Risk Indicators are submitted by the European Banking Authority (EBA)
The EBA RIs are submitted two working days after the remittance dates set out in Article 4 of EBA Decision EBA/DC/090 of 21 May 2014.
The EBA RIs are based on a sample of 194 EU banks (the list of the banks can be found under the following link . For further details on the main methodological aspects of the RIs please refer to the following methodological guide . The old KRIs (discontinued) were compiled separately for two samples of Large Banking Groups. The first sample coincides with the set of banks classified as "large" in the Consolidated Banking Data (CBD). These institutions are the Large Institutions in the series keys and refer to EU banking groups with an amount of their total assets greater than 0.5% of the activity of the national banking sector. The second sample, the so-called Big institutions in the series keys, comprises EU banking groups representing at least 50% of the activity of the national banking sector. The first sample comprises 36 groups headquartered in 10 EU countries, whereas the second sample comprises 56 banks headquartered in the 19 EU countries.
Download the series catalogue containing a full list of series and associated metadata of the dataset KRI in CSV format (zipped)
change from old KRIs to RIs : a file with an overview of the RIs by risk category and with a mapping of old KRIs and RIs can be accessed via this link .