Case study · Power BI · Regulatory reporting
EU bank capital
Three years of the supervisory returns EU banks file under COREP and FINREP, rebuilt as a Power BI model: capital ratios, risk-weighted assets, loan quality and profit. The sector’s CET1 ratio is one number. Average the banks’ own ratios and you get a very different one, and the data gives no hint which you are looking at.
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The average bank is not the sector
The gap does not close
By size of bank
| Total assets | Banks | CET1, sector | CET1, average | Share of RWAs | RWA density |
|---|