Finanzielle Leistung der europäischen Banken
Welche Erkenntnisse lassen sich aus den Auswirkungen der anhaltenden makroökonomischen Unsicherheiten auf die erwarteten Kreditverluste (ECL) der Banken in Europa gewinnen?
Studie 2023: Finanzielle Leistung der europäischen Banken
Wie werden die erwarteten Kreditverluste (ECL) europäischer Banken durch immer häufiger auftretende aussergewöhnliche Ereignisse beeinträchtigt?
Inhalt auf Englisch
In recent years, the banking sector has had to endure numerous crises, including the Covid-19 pandemic, the war in Ukraine and the subsequent global inflation. What do the 2022 annual results of the 26 largest banks in Europe indicate about the impact on Expected Credit Losses (ECL) in this unusual environment?
We have analysed the 2022 annual reports of 26 banks in 11 European countries to better understand the impact of “unprecedented events” on their Expected Credit Losses. This study is the sixth in its series and follows on from previous editions of the report since its launch in 2020.
A focus on Expected Credit Losses
The study mainly focuses on the ECL-related impacts and covers:
- Weight of cumulative overlays in AC loans ECL allowance;
- Breakdown of changes in AC loans gross credit exposure and ECL allowance by stage;
- AC loans global coverage ratio;
- Underlying parameters of macro-economic scenarios.
Kontakt
Vincent Guillard Partner - Paris
Nicolas Millot Paris
