In a couple of weeks’ time, at the FEBS conference in Rome, Stefan Kerbl and Zsofia Döme from the Austrian national bank (OENB), will present a paper on the comparability of Basel risk weights in the EU banking sector. The short story: according to Stefan and Zsofia there are significant differences in the ways European… Read More How questionable is the comparability of Basel risk weights in the EU banking sector?
The EBA just published the results of the 2016 transparency exercise. Yay! The EBA decided to deliver on its promise to present more detailed data of individual banks. (I hope the EBA now forgives me for posting a critical note on their bank disclosure plans earlier this year.) I toyed a bit with the data… Read More Sovereign Holdings by EU Banks
The EBA transparency exercise results offer a wealth of data. They will keep researchers busy for some months to come. The table below shows a couple of highlights, where all numbers are in %, and the data is sorted on 2015 Leverage ratio values: CET1 and Leverage Ratios are increasing. This is encouraging for sure.… Read More Dutch CET1 and Leverage ratios
Today, the EBA presented the 2015 EU-wide transparency exercise results. I am reading the data, which shows improvements in the resilience of the EU banking sector, covers around 70% of total EU banking assets for the reference dates of 31 December 2014 and 30 June 2015. (Some banks have not even published their capital positions… Read More Yay! EBA presents the 2015 EU-wide transparency exercise results