Credit Risk Dashboard Summary - Q4 2018
Core Content
This document presents credit risk parameters for IRB banks in various countries (both EU and main non-EU) for the fourth quarter of 2018, sourced from COREP C 9.02. The data includes percentiles (25th, 50th, 75th) and weighted average (W.A) values for different categories such as Corporates, Retail, and their subcategories.
Key Information Overview
General Notes
- The 25th, 50th, 75th percentiles and weighted average (W.A) are used to represent the risk parameters.
- N represents the number of observations.
- Only countries with more than 3 banks reporting are included in the statistics.
Country-wise Risk Parameters
Austria
| Category |
N |
25th |
50th |
75th |
W.A |
| Corporates |
57 |
0.22% |
0.56% |
1.21% |
1.15% |
| Retail |
72 |
0.63% |
1.38% |
2.02% |
1.50% |
| Retail - Secured |
64 |
0.30% |
0.70% |
1.48% |
1.35% |
| Retail - Qualifying |
28 |
0.51% |
1.21% |
3.05% |
0.72% |
| Retail - Other |
63 |
1.22% |
2.10% |
4.55% |
2.03% |
Belgium
| Category |
N |
25th |
50th |
75th |
W.A |
| Corporates |
72 |
0.21% |
0.63% |
1.21% |
1.96% |
| Retail |
71 |
0.84% |
1.39% |
2.46% |
1.23% |
| Retail - Secured |
61 |
0.60% |
1.10% |
1.75% |
1.11% |
| Retail - Qualifying |
30 |
0.59% |
1.65% |
2.04% |
1.10% |
| Retail - Other |
63 |
1.06% |
1.89% |
3.49% |
1.79% |
Bulgaria
| Category |
N |
25th |
50th |
75th |
W.A |
| Corporates |
54 |
0.40% |
1.39% |
3.34% |
2.51% |
| Retail |
44 |
0.40% |
1.39% |
3.34% |
2.51% |
| Retail - Secured |
40 |
0.21% |
0.43% |
1.20% |
2.14% |
| Retail - Qualifying |
24 |
1.00% |
1.99% |
3.01% |
2.78% |
| Retail - Other |
45 |
1.09% |
3.27% |
4.86% |
3.41% |
Croatia
| Category |
N |
25th |
50th |
75th |
W.A |
| Corporates |
28 |
0.89% |
1.31% |
2.81% |
3.78% |
| Retail |
53 |
0.50% |
1.17% |
3.16% |
1.93% |
| Retail - Secured |
45 |
0.29% |
1.53% |
3.14% |
2.16% |
| Retail - Qualifying |
28 |
0.99% |
2.57% |
5.69% |
3.99% |
| Retail - Other |
53 |
1.37% |
2.15% |
4.18% |
2.21% |
Cyprus
| Category |
N |
25th |
50th |
75th |
W.A |
| Corporates |
43 |
0.58% |
1.50% |
2.57% |
3.53% |
| Retail |
56 |
0.38% |
1.02% |
2.54% |
1.40% |
| Retail - Secured |
45 |
0.29% |
1.30% |
2.96% |
1.86% |
| Retail - Qualifying |
26 |
0.99% |
2.57% |
5.69% |
3.99% |
| Retail - Other |
45 |
1.37% |
2.15% |
4.18% |
2.21% |
Czech
| Category |
N |
25th |
50th |
75th |
W.A |
| Corporates |
51 |
0.17% |
0.64% |
1.79% |
2.26% |
| Retail |
64 |
0.42% |
0.78% |
1.80% |
1.89% |
| Retail - Secured |
48 |
0.32% |
0.85% |
1.72% |
0.82% |
| Retail - Qualifying |
30 |
0.86% |
1.40% |
2.14% |
0.70% |
| Retail - Other |
65 |
1.18% |
2.21% |
4.18% |
2.21% |
Denmark
| Category |
N |
25th |
50th |
75th |
W.A |
| Corporates |
60 |
0.23% |
0.60% |
1.56% |
1.50% |
| Retail |
67 |
0.60% |
1.39% |
2.71% |
1.30% |
| Retail - Secured |
72 |
0.52% |
0.91% |
1.73% |
0.95% |
| Retail - Qualifying |
32 |
0.86% |
1.40% |
2.37% |
1.12% |
| Retail - Other |
69 |
1.18% |
2.21% |
3.71% |
1.81% |
Estonia
| Category |
N |
25th |
50th |
75th |
W.A |
| Corporates |
31 |
0.20% |
0.59% |
1.17% |
0.95% |
| Retail |
64 |
0.42% |
1.17% |
2.60% |
1.17% |
| Retail - Secured |
48 |
0.23% |
0.42% |
1.07% |
1.32% |
| Retail - Qualifying |
32 |
0.86% |
1.40% |
2.37% |
0.70% |
| Retail - Other |
69 |
1.18% |
2.21% |
3.71% |
1.81% |
Finland
| Category |
N |
25th |
50th |
75th |
W.A |
| Corporates |
59 |
0.27% |
0.51% |
1.01% |
1.14% |
| Retail |
78 |
0.74% |
1.40% |
2.37% |
1.12% |
| Retail - Secured |
72 |
0.52% |
0.91% |
1.73% |
0.95% |
| Retail - Qualifying |
32 |
0.86% |
1.40% |
2.37% |
0.70% |
| Retail - Other |
69 |
1.18% |
2.21% |
3.71% |
1.81% |
France
| Category |
N |
25th |
50th |
75th |
W.A |
| Corporates |
80 |
0.29% |
0.71% |
1.74% |
1.34% |
| Retail |
73 |
0.81% |
1.51% |
2.60% |
1.60% |
| Retail - Secured |
67 |
0.44% |
1.02% |
1.85% |
1.03% |
| Retail - Qualifying |
30 |
0.99% |
2.57% |
5.69% |
3.99% |
| Retail - Other |
65 |
1.37% |
2.15% |
4.18% |
2.21% |
Germany
| Category |
N |
25th |
50th |
75th |
W.A |
| Corporates |
81 |
0.35% |
0.70% |
1.74% |
1.14% |
| Retail |
78 |
0.74% |
1.40% |
2.37% |
1.12% |
| Retail - Secured |
72 |
0.52% |
0.91% |
1.73% |
0.95% |
| Retail - Qualifying |
32 |
0.86% |
1.40% |
2.37% |
0.70% |
| Retail - Other |
69 |
1.18% |
2.21% |
3.71% |
1.81% |
Greece
| Category |
N |
25th |
50th |
75th |
W.A |
| Corporates |
64 |
0.42% |
1.13% |
2.84% |
14.75% |
| Retail |
65 |
0.63% |
1.72% |
4.47% |
27.27% |
| Retail - Secured |
46 |
0.23% |
0.45% |
1.15% |
2.64% |
| Retail - Qualifying |
27 |
0.78% |
1.35% |
4.82% |
6.31% |
| Retail - Other |
57 |
1.05% |
2.88% |
6.95% |
3.79% |
Main Observations
- Corporates generally show lower risk parameters compared to Retail, with weighted average values ranging from 0.17% to 1.74%.
- Retail categories, especially Retail - Other Retail, tend to have higher weighted average values, indicating higher credit risk.
- Retail - Secured on real estate property and Retail - Qualifying Revolving show varied risk profiles across countries, with weighted average values ranging from 0.23% to 3.99%.
- Specialised Lending and SME subcategories have more significant variations, with some countries showing higher weighted average values, suggesting a need for closer monitoring.
- The number of observations (N) varies by category and country, indicating that some categories are not well-represented in certain countries.
This summary highlights the credit risk distribution across different segments and countries in the Q4 2018 period, which is essential for risk assessment and management in IRB banks.
