Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/299508 
Year of Publication: 
2019
Series/Report no.: 
EBA Staff Paper Series No. 3
Publisher: 
European Banking Authority (EBA), London
Abstract: 
This paper outlines the development of the European Pillar 2 framework and EU banks' capital positions since 2014. Motivated by concerns that have been raised over the years about excessive levels of required capital imposed on EU banks, we provide empirical evidence on the positioning of EU banks' capital levels relative to their requirements and expectations. Taking advantage of the information gathered by the EBA through supervisory reporting and a unique dataset collected as part of the EBA's policy work on Pillar 2 guidance, we perform a descriptive analysis of the capital margins that banks held in Q3 2017. We find that EU banks generally held ample margins of capital above regulatory requirements and expectations. As expected, we observe at times substantial differences across banks and countries.
Subjects: 
Pillar 2 Framework
capital requirements
P2R
P2G
capital levels
capital margins
capital composition
transparency
Persistent Identifier of the first edition: 
ISBN: 
978-92-9245-501-9
Document Type: 
Working Paper

Files in This Item:
File
Size





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.