Financial Stability Report 2019 Charts and tables

21.11.2019

Along with the 2019 issue of the Financial Stability Review, the Bundesbank will make the charts and tables contained in the report available as downloads. The Bundesbank and BaFin data can be obtained from the time series database. The charts contain links to the database or, if no time series have been created, to an Excel file. The data are current as at the cut-off date of the report. They are neither revised nor updated.

The international environment

Risk situation of the German financial system

Charts and tables Corresponding Time Series
3.1 Real GDP in Germany 19 KB, PDF
3.2 Labour market in Germany 16 KB, PDF
3.3 Selected interest rates in Germany 25 KB, PDF Corresponding time series
3.4 Financial market stress and financial market volatility in Germany 24 KB, PDF Corresponding time series
3.5 Spread-per-leverage ratio of non-financial corporations in Germany 19 KB, PDF
3.6 Early warning indicator and spillover indicator for Germany 45 KB, PDF Corresponding time series
3.7 Loans from monetary financial institutions to the domestic private non-financial sector 25 KB, PDF
3.8 Credit-to-GDP gap for loans granted by German banks to the private non-financial sector 30 KB, PDF Corresponding time series
3.9 Loans with increased default risk 17 KB, PDF
3.10 IRBA RWA densities of German banks for loans to enterprises and in retail business 20 KB, PDF Corresponding time series
3.11 Residential property prices in Germany 21 KB, PDF Corresponding time series
3.12 German banks’ lending to domestic households for house purchase 37 KB, PDF Corresponding time series
3.13 Prices of commercial real estate in Germany by town category 19 KB, PDF Corresponding time series
3.14 Loans by domestic credit institutions entailing commercial property risk 23 KB, PDF Corresponding time series
3.15 Solvency ratios of German life insurers according to Solvency II 18 KB, PDF
Data for the chart: 3.15 Solvency ratios of German life insurers according to Solvency II 13 KB, XLSX
Credit-to-GDP gap for loans granted by German banks to selected sectors 42 KB, PDF Corresponding time series
Early warning indicator for Germany based on various statistical filters 25 KB, PDF Corresponding time series
Growth-at-risk for Germany over a horizon of two years 35 KB, PDF Corresponding time series
Credit-to-GDP gap for German banks’ loans to households for house purchase 29 KB, PDF Corresponding time series
Table: Household expectations about the future development of real estate prices and rents in their geographical region in Germany 42 KB, PDF
Table: Breakdown of residential real estate loans to households based on debt-service-to-income ratio and loan-to-value ratio 41 KB, PDF
Risks in the banking sector

Charts and tables Corresponding Time Series
4.1 Corporate insolvencies and lending to the real economy 19 KB, PDF Corresponding time series
4.2 Concentration and similarity of German banks’ loan portfolios 18 KB, PDF Corresponding time series
4.3 Interest rate lock-in periods for loans for house purchase issued to households in Germany 28 KB, PDF Corresponding time series
4.4 Interest rate risk in the German banking sector 22 KB, PDF Corresponding time series
4.5 Capital adequacy of selected German banks 30 KB, PDF Corresponding time series
4.6 Selected components in the profit and loss account of small and medium-sized banks 17 KB, PDF Corresponding time series
4.7 Capital requirements for credit risk at large, systemically important banks 22 KB, PDF Corresponding time series
4.8 Dynamic leverage ratio and interest coverage ratio of enterprises in German banks’ domestic corporate loan portfolios 26 KB, PDF Corresponding time series
4.9 Allocation risks in domestic credit exposure of German banks 23 KB, PDF Corresponding time series
4.10 Market risk at large, systemically important banks 19 KB, PDF Corresponding time series
4.11 Components of capital requirements for market risk at large, systemically important banks 21 KB, PDF Corresponding time series
4.12 Factors influencing own funds requirements for market risk at large, systemically important banks 19 KB, PDF Corresponding time series
4.13 Net interest margin of savings banks and credit cooperatives 20 KB, PDF Corresponding time series
4.14 Percentage of German banks at risk in the low interest rate scenario 17 KB, PDF
4.15 Prospective surplus capital in the German banking system after the introduction of the countercyclical capital buffer 17 KB, PDF
Data for the chart: 4.15 Prospective surplus capital in the German banking system after the introduction of the countercyclical capital buffer 12 KB, XLSX
4.16 German banks' expected loan losses in the stress scenario 14 KB, PDF
Table 4.1: Increase in the countercyclical capital buffer in selected Euopean countries 41 KB, PDF
Sectoral distribution of investors in MREL instruments of German banks 15 KB, PDF
Interconnectedness in the German financial system

Impact of climate-related risks on financial stability