24 Aug 2015

Prudential Data Report: Q2 2015

Highlights

This report provides an update on the progress achieved by EU GSIBs against the rules set out in the CRDIV leg-islation. The report also illustrates the recent performance of the debt and contingent convertibles (CoCo) markets for banks in Europe.

Most prudential data publications and statistical sources compile information that is not comparable or is pub-lished with a substantial delay. This report addresses the existing data gap by publishing comparable and consistent prudential statistics of EU GSIBs on a timely basis.

For the preparation of this report, a dataset with compa-rable prudential ratios was compiled from public sources, illustrating the continued progress against the CRDIV capital and leverage requirements by the 14 EU GSIBs1. These banks together accounted for €18.3tn in assets in 2014 (€18.4 in June 2015), or approximately 55% of total assets held by banks in the EU. For some data points, no-tably CoCos, this report provides data on all European banks rather than just EU GSIBs.