## Figure 1.17. Euro Area Banks, Sovereign Shocks, and Nonperforming Loans

## Source details

**Canonical URL:** [Figure 1.17. Euro Area Banks, Sovereign Shocks, and Nonperforming Loans](https://www.imf.org/-/media/files/publications/gfsr/2019/april/english/ch1data/ch1csv/figure1-17.csv)

## Other formats

- [Markdown version](/-/media/files/publications/gfsr/2019/april/english/ch1data/ch1csv/figure1-17.csv.md)
- [Structured JSON version](/-/media/files/publications/gfsr/2019/april/english/ch1data/ch1csv/figure1-17.csv.json)

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### 1. Banking Systems’ Holdings of Domestic Government Bonds (Percent of assets)
- 1/31/2006: Italy 4.457; France 2.976; Germany 2.470; Ireland 0.380; Spain 3.729; Portugal 1.242; Greece 10.915; Belgium 5.773
- 2/28/2006: Italy 4.457; France 3.013; Germany 2.427; Ireland 0.358; Spain 3.577; Portugal 1.202; Greece 10.674; Belgium 5.969
- 3/31/2006: Italy 4.241; France 3.098; Germany 2.416; Ireland 0.353; Spain 3.605; Portugal 1.295; Greece 10.680; Belgium 6.035

### 2. Bank Government Bond Holdings by Rating (Percent of government bond portfolio)
- Total breakdown, 2010: A rated or higher 70.71; BBB rated or lower 3.01; Other 26.28
- Total breakdown, 2018:Q2: A rated or higher 62.92; BBB rated or lower 11.99; Other 25.09

### 3. Estimated Impact of Sovereign Bond Mark-to-Market Valuations on Tier 1 Capital Ratios (Percentage points)
- Sample country impacts (2010):
  - ITA: -0.32; -2.36
  - PRT: -10.51; -4.31; -10.32
  - ESP: -0.14; -1.24
  - IRL: -7.55; -3.18; -5.09
- Sample country impacts (2018:Q2):
  - PRT: -0.22; -1.47
  - ITA: -9.62; -3.90; -9.65

### 4. Estimated Loan Losses and Reserves, 2018:Q2 (Percent of risk-weighted assets; Loan loss reserves shown with negative sign)
- Example entries, 2018:Q2:
  - Tier 1 Capital Ratios, 2018:Q2 (column context present)
  - Moderate loan loss scenario / Adverse loan loss scenario (labels present in dataset)

### 5. Tier 1 Capital Ratios: Moderate Downside Scenario (Percent)
- Sample calculations/values shown in dataset:
  - Post shock Tier 1 ratio (example): 15.26
  - Moderate loan loss adjustment: 0.15
  - Mild mark-to-market impact: -0.25
  - Resulting Tier 1 Ratio (example): 14.51

- Alternate sample (country-level example shown):
  - DEU, 2010: Post shock Tier 1 ratio 11.94

### 6. Tier 1 Capital Ratios: Adverse Downside Scenario (Percent)
- Sample calculations/values shown in dataset:
  - Post shock Tier 1 ratio (example): 11.94
  - Adverse loan loss adjustment (label present)
  - Severe mark-to-market impact (label present)
  - Resulting Tier 1 Ratio (label present)

*Dataset: Figure 1.17. Euro Area Banks, Sovereign Shocks, and Nonperforming Loans (csv worksheet sample rows and column headings).*

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_Source: https://www.imf.org/-/media/files/publications/gfsr/2019/april/english/ch1data/ch1csv/figure1-17.csv_