30/03/2021 | AFME
What this report covers
This report collates timely information on European GSIBs’ prudential capital*, leverage, loss-absorption capacity and liquidity ratios with updated information as at 31 December 2020. It also illustrates the recent performance of the debt and contingent convertibles (CoCo) markets for banks in Europe as at midMarch 2021. 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, lossabsorption 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.
*According to the 2020 FSB GSIB list. EU27 and UK