FT商學院

European banks: scoring system reveals spectrum of risk

Despite diversified risk and decent capital buffers, there is a wide range of strength and weakness

The collapse of Silicon Valley Bank has shown technology makes bank runs easier. Panic may also spread more fluidly across the world thanks to electronic media. European banks sold off heavily in response to the SVB failure in the US. In Switzerland, Credit Suisse was forced to seek central bank support.

How risky are European banks, really? SVB failed because it did not hedge interest rate risks adequately. Its deposit base was concentrated and largely uninsured. In contrast, most European banks have diversified risks, and decent capital buffers. However, Lex calculations reveal a wide spectrum of strength and weakness.

Several indicators merit monitoring. A high concentration of flighty corporate deposits is one. Almost all of SVB’s deposits belonged to businesses. These represent up to 30 per cent of total liabilities for just a handful of European banks, according to S&P.

您已閱讀41%(888字),剩餘59%(1299字)包含更多重要資訊,訂閱以繼續探索完整內容,並享受更多專屬服務。
版權聲明:本文版權歸FT中文網所有,未經允許任何單位或個人不得轉載,複製或以任何其他方式使用本文全部或部分,侵權必究。
設置字型大小×
最小
較小
默認
較大
最大
分享×