Written by 12:22 Financial Centre

AFME Prudential Data Report Q4 2021 and Full Year 2021

This report collates information on European GSIBs’ prudential capital, leverage and liquidity ratios with updated statistics as at 31 December 2021. It also illustrates the recent performance of the debt and contingent convertibles (CoCo) markets and the funding structure for banks in Europe as at March 2022.

Most prudential data publications and statistical sources compile information that is not comparable or is published 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. All data is sourced from public information, with the exception of CoCo markets performance and banks’ debt structure by seniority. All figures exclude any estimates for the impact of the final Basel III proposals.

As this Data Report illustrates, European systemically important banks (or EU-GSIBs) have improved their capital, leverage, loss-absorption and liquidity positions over the last years, in compliance with CRDIV. The CRDIV rules comprise minimum requirements on bank solvency and liquidity, which seek to enhance the soundness of banks’ balance sheets.

PDF: Prudential Data Report

Source: AFME, Prudential Data Report
Photo: AFME / Pixabay

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