Last updated:
23 January 2018 10:00 CET
Series key:
BLS.Q.U2.ALL.RWA.Z.Z.B6.B3.D.BWFNET
All banks
Risk weighted assets
Backward looking six months
CRR/CRD IV
Loan demand
Weighted net percentage (tightened minus...
All banks
Risk weighted assets
Backward looking six...
CRR/CRD IV
Loan demand
Weighted net percent...
Show all
Modification of original data
Time series dimensions
- Frequency
- Quarterly [Q]
- (Modified), Quarterly (Original) [Q]
- Reference area
- Euro area (changing composition) [U2]
- Bank selection
- All banks [ALL]
- Bank lending survey item
- Risk weighted assets [RWA]
- BLS contract counterpart
- Not applicable [Z]
- BLS counterpart motivation
- Not applicable [Z]
- Time horizon
- Backward looking six months [B6]
- Effect domain
- CRR/CRD IV [B3]
- Market role
- Loan demand [D]
- BLS aggregation method
- Weighted net percentage (tightened minus eased or reverse) based on the share of each country in the total loan outstanding amounts of the area aggregate and of each bank in the total loan outstanding amount of the BLS banks sample [BWFNET]
Data information
- Series key
- BLS.Q.U2.ALL.RWA.Z.Z.B6.B3.D.BWFNET
- Last updated
- 23 January 2018 10:00 CET
- Unit
- Unit described in title
- Frequency
- Quarterly (Q)
- Reference area
- Euro area (changing composition) (U2)
- Collection indicator
- Beginning of period (B)
- Decimals
- Two (2)
- Source
- ESCB
SEE ALSO
Related statistics
- Q143 Excess liquidity change - Impact
- Q120 Regulatory or supervisory actions
- Q121 Regulatory or supervisory actions
- Q141 ECB interest rates - Impact on bank profitability
- Q126 Level of credit standards
- Q127 TLTRO I and II - Participation/reasons
- Q142 Climate change - Impact
- Q128 TLTRO I and II - Use of funds
- Q129 TLTRO I and II - Impact
- Q130 APP - Impact on banks
- Q131 APP - Use of liquidity