European Banks Asset Class exposures

This is a curated dataset, where the Original data are taken from European Banking Authority (EBA), who collects banks' data to perform stress-test systemic risk analysis.

Three years data are available: 2011,2014,2016. For each year, a list is provided, where each row represents a single Bank's exposure to a specific Asset Class at the cutoff date provided by EBA. Banks are European banks only, and their number varies in the three years, depending on EBA's choice about which banks are to be considered relevant for systemic risk purposes.

While on EBA website you may find more granular informations and many other different and bank specific or aggregated figures, this dataset provides a curate edgelists of Bank --> Asset Class, with a bipartite network perspective, in order to use them in analysis of fire-sales spillover systemic risk channel.

Copyright of data belongs to EBA, who must be acknowledged for any use:

See also the EBA website where original data come from: and this website: where you may find both the curated datasets and detailed description of the curation process.

Data and Resources
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Additional Info
Field Value
Accessibility Both
AccessibilityMode Download
Area Finance
Attribution requirements EBA holds copyright on these data. Acknowledges to EBA are mandatory:
Availability On-Line
Basic rights Download, Copying
ChildrenData N/A (Not appliable)
Consent obtained also covers the envisaged transfer of the personal data outside the EU N/A (Not appliable)
Consent of the data subject N/A (Not appliable)
CreationDate 2016-11-17
Creator European Banking Authority
DataProtectionDirective -
Field/Scope of use Research only
Format csv
Language eng, English
ManifestationType Virtual
Personal data was manifestly made public by the data subject N/A (Not appliable)
PersonalData No
PersonalSensitiveData N/A (Not appliable)
ProcessingDegree Secondary
Size order: thusands of links, hundreds of nodes
Sublicense rights No
Territory of use World Wide
ThematicCluster Social Network Analysis
TimeCoverage 2016-07-29 10:00,2014-10-25 15:00,2011-03-18 00:00
system:type Dataset
Management Info
Field Value
Author regoli daniele
Maintainer regoli daniele
Version 1
Last Updated 22 December 2020, 17:50 (CET)
Created 29 June 2018, 11:34 (CEST)