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SNCI early-warning dashboard

About this app

Four dials (earnings, business model, risk/capital, governance) — the SNCI withdrawal traffic light reacts to qualitative risk signals.

The idea

SNCI status under Art. 4(1)(145) CRR unlocks relief, but it is not a permanent label. According to the app, supervisors can withdraw the status at their discretion even when an institution meets all quantitative criteria (supervisory opt-out, Art. 4(1)(145)(j) CRR), based on qualitative risk signals. For an institution this means: if you use the relief, keep an eye on the signals that could trigger such a decision.

What the app shows

Four gauges stand for earnings, business model, risk and capital, and governance. Behind them are indicators with the app’s warning and alarm thresholds: cost-income ratio, return on equity, interest margin and three-year trend; sector concentration (HHI), balance-sheet growth and top-10 concentration; CET1 ratio, risk costs, LCR and NPL ratio; audit findings, turnover in key functions and a MaRisk score. A central traffic light aggregates the four dimensions.

Try it

Load the scenarios “stable bank”, “stress”, “crisis” and “Musterstadt” and compare the traffic light. Then move single indicators, for example lower the CET1 ratio or raise the NPL ratio, and watch which gauge tips first. The thresholds are assumptions of the app, not supervisory limits. The app is a learning model and not legal advice.

Frequently asked questions

Can supervisors withdraw an institution’s SNCI status?
According to the app, yes: even if an institution meets all quantitative SNCI criteria, the competent authority can refuse or withdraw the status under Art. 4(1)(145)(j) CRR. The basis is qualitative risk signals. The relief tied to the status can then fall away as well.
Which indicators signal stress at a bank?
Typical warning signs are a rising cost-income ratio, falling interest margin and return on equity, high credit concentrations, a falling CET1 ratio, rising risk costs and NPL ratio, and many audit findings. The app groups such indicators into four dimensions.
What is a bank’s cost-income ratio?
The cost-income ratio (CIR) relates administrative expenses to income. A CIR of 70 % means 70 cents of cost for every euro of income. The higher the value, the less room remains for loan-loss provisions and capital building.
What does the SNCI early-warning dashboard show?
Four gauges with 14 adjustable indicators in total and a traffic light showing the risk of SNCI withdrawal in the model. Four scenarios from “stable bank” to “crisis” serve as starting points. Thresholds and weighting are the app’s assumptions.

Subject: MaRisk 9 — SNCI

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