EU-wide transparency exercise results 2019 - Market risk

The 2019 EU-wide transparency exercise provides detailed bank-by-bank data on capital positions, risk exposure amounts, leverage exposures and asset quality for 131 banks across 27 countries of the European Union (EU) and the European Economic Area (EEA). The data, which is exclusively based on supervisory reporting, is published at the highest level of consolidation for the reference dates of 30 September 2018, December 2018, 31 March 2019 and 30 June 2019 with the exception of the sovereign figures which are available only for the reference dates December 2018 and June 2019. The EU-wide transparency exercise is published along with the Risk Assessment Report (RAR), which is based on the full EBA's reporting sample, made up of 183 banks, of which 36 EU foreign subsidiaries of other EU banks (sample as of June 2019). In order to allow users to reconcile Transparency data with respective figures for the EU/EEA in the RAR, as well as in the interactive tools, data is also disclosed for the bucket "All other banks", which includes the aggregated values for the banks, excluding subsidiaries of other EU banks, that are in the RAR sample but have not participated in the transparency exercise. The EBA has been conducting transparency exercises at the EU-wide level on an annual basis since 2011. The transparency exercise is part of the EBA's ongoing efforts to foster transparency and market discipline in the EU financial market, and complements banks' own Pillar 3 disclosures, as laid down in the EU's capital requirements directive (CRD). Along with the dataset, the EBA also provides a wide range of interactive tools that allow users to compare and to visualise data across time and at a country and a bank-by-bank level.