Risk analysis

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03. Select risk variables and weights

The available more than 80 risk variables have been divided into six main categories which can be found in the drop down menu below. Remember that the sum of the selected risk variables and weights must be 100 per cent. You can find BankResearch’s current and historic risk analyses under “Use existing risk analysis”

	Risk analysis variable	Active	Weight (%)
	Total equity capital
	Risk exposures in per cent of loans and other receivables and guarantees
	Individual capital requirement - published
	Total capital ratio
	Tier 1 capital ratio
	Common equity tier 1 capital ratio
	Total excess capital (in per cent)
	Capital requirement including buffers before MREL supplement
	Capital requirement including buffers and MREL supplement
	Total excess capital including buffers before MREL supplement (in per cent)
	Total excess capital including buffers before MREL supplement in per cent of loans and guarantees
	Interest rate risk
	Foreign exchange position
	Excess liquidity coverage compared to compulsory liquidity requirement
	Sum of large credit risk exposures
	Impairment ratio for the period (as reported in the company accounts)
	Total number of employees
	Accumulated impairment ratio (calculated)
	Receivables with suspended interest calculation in per cent of accumulated impairments
	Industry concentration - Agriculture - fishery - hunting and forestry
	Industry concentration - Industry and raw materials
	Industry concentration - Utilities
	Industry concentration - Building and construction
	Industry concentration - Trade
	Industry concentration - Transport - hotels and restaurants
	Industry concentration - Information and communication
	Industry concentration - Financing and insurance
	Industry concentration - Real estate
	Industry concentration - Other corporate
	Industry concentration - Total corporate customers
	Industry concentration - Retail customers
	Growth rate loans and other receivables (excluding repurchase/reverse transactions)
	Fees (securities trading and depository accounts) in per cent of average deposits and other debt
	Fees (payment services) in per cent of average deposits and other debt
	Fees (loans) in per cent of average loans and other receivables - excluding repurchase/reverse transactions
	Fees (guarantees) in per cent of average finance guarantees
	Fees (other) in per cent of average deposits and other debt
	Return on equity after tax
	Return on risk exposures after tax
	Growth rate loans and other receivables - CAGR (5 years up to current year)
	Gearing - Loans and other receivables (excl. repurchase/reverse transactions) as a function of total equity capital
	Net interest and fee income in per cent of average risk exposures
	Net interest and fee income in per cent of average loans and other receivables and deposits and other debt
	Net interest and fee income in per cent of average business volume
	Market value adjustments in per cent of profit before tax
	Cost / income ratio I
	Cost / income ratio III
	Profit from primary banking operations in per cent of average business volume
	Profit from primary banking operations in per cent of average working capital
	Profit from primary banking operations in per cent of average risk exposures
	Profit from primary banking operations in per cent of average equity
	Profit from primary banking operations in per cent of average total capital base
	Profit from primary banking operations in per cent of average total assets
	Cost of funds
	Return on interest bearing assets
	Risk exposures in % of total assets
	Funding ratio
	Deposits and other debt in per cent of loans and other receivables
	Equity (excluding proposed dividend) in per cent of the tier 1 capital
	Equity (excluding proposed dividend) in per cent of total capital base
	Profit after tax in per cent of average total capital base
	Profit before tax and impairments in per cent of average total capital base
	Net interest and fee income per employee (including managment) (Thousand)
	Business volume per employee (including management) (Million)
	Profit from primary operations per employee (including management) (Thousand)
	Loans and other receivables (including repurchase/reverse transactions) per employee (including management) (Million)
	Profit from primary banking operations before depreciation in per cent of loans and guarantees
	Money market factor
	Money market percentage
	Total impairments
	Total excess capital in % of loans and guarantees
	Gross fees in % af business volume (excl. repurchase/reverse transactions)
	Herfindahl Hirschman index (HHI)
	Administration cost in % of average business volume
	Return on total assets
	Common equity tier 1 capital in % of total capital
	Tier 1 capital in % of total capital
	Sum of large credit risk exposures II
	MREL capital ratio
	Total excess capital including buffers and MREL supplement (in per cent)
	Total excess capital including buffers and MREL supplement in per cent of loans and guarantees
	Common equity tier 1 capital in per cent of MREL capital base

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04. Generate and export risk analysis

Export the risk analysis of the entire population of banks and/or the individual risk profile for the selected banks

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Export individual risk analysis for the selected banks as PDF

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05. Save risk analysis

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