EBA欧洲银行-EBA-Transparency-2016.-Manual-for-using-and-managing-data_5页_679kb

报告摘要

EBA 2016 EU-wide Transparency Exercise Summary

Core Content

The European Banking Authority (EBA) conducted a 2016 EU-wide transparency exercise, publishing bank-by-bank data from 131 banks in 24 EU and EEA countries. The dataset includes approximately 4,000 data points across nine transparency templates, with an additional "All other banks" bucket that aggregates data for banks not included in the transparency exercise but part of the RAR sample to ensure consistency in EU-wide figures.

Main Tools and Resources

To facilitate data use and analysis, the EBA provided the following tools:

Interactive maps: Visual tools to explore the data.
Excel aggregation tools: Designed for data manipulation and analysis.
Complete dataset in CSV format: Available for import into analytical software.

The dataset is divided into four CSV files, each corresponding to a specific transparency template:

File Name	Transparency Template
`tr_cre`	Credit Risk_STA; Credit Risk_IRB; NPE; FBE
`tr_mrk`	Market Risk
`tr_sov`	Sovereign
`tr_oth`	Capital, RWA, P&L

Metadata and Data Dictionary

Users are provided with metadata and data dictionary files to understand the database structure and the meaning of each variable:

Metadata.xlsx: Contains decoding information for bank identifiers, including country, LEI code, and bank name.
SDD.xlsx: Provides a detailed description of the values each column can assume.

Example of Data Usage

An example is given on how to use the tr_oth.csv file to analyze the CET1 Ratio (fully loaded) for banks using Excel pivot tables:

Steps:

Download the tr_oth.csv file.
Import it into Excel using the text import wizard.
Set up the pivot table:
- Drag the "Lei_code" variable into the Row Labels.
- Drag the "Period" variable into the Columns.
- Use the "Label" to select the specific item: "Common Equity Tier 1 Capital Ratio (fully loaded)".
- Drag the "Amount" variable into the Values box and aggregate it by sum.

Sample Output:

Label	201512	201606
Sum of Amount	3.9%	12.8%
Sum of Amount	2.9%	1.5%
Sum of Amount	6.8%	8.8%
Sum of Amount	0.3%	4.1%
Sum of Amount	8.4%	10.6%
Sum of Amount	25.2%	43.5%
Sum of Amount	10.7%	1.0%
Sum of Amount	14.6%	4.2%
Sum of Amount	21.1%	4.7%
Sum of Amount	4.6%	8.7%
Sum of Amount	6.1%	8.9%
Sum of Amount	2.5%	0.3%
Sum of Amount	13.3%	5.1%
Sum of Amount	10.5%	11.8%
Sum of Amount	1.7%	0.0%
Sum of Amount	3.6%	10.9%
Sum of Amount	15.0%	12.0%
Sum of Amount	5.7%	5.3%
Sum of Amount	3.8%	15.1%
Sum of Amount	3.5%	6.6%
Sum of Amount	2.5%	24.8%

This example demonstrates the CET1 Ratio for different banks across two reporting periods: December 2015 (201512) and June 2016 (201606).

Key Information

The dataset includes aggregated values for banks in the RAR sample.
LEI codes are used as unique identifiers for banks.
ISO country codes are provided for each bank's country of origin.
The "Period" column indicates the reporting period, with values such as 201512 and 201606.
The "Item" and "Label" columns provide the variable code and its description.
The "Amount" column contains the actual values for the variables.
The "N_quarters" column refers to the number of quarters to which P&L data applies.