A good source of data in the field of European banking is the European Central Bank. Moreover, in a situation where a specific commercial bank is a public company whose shares are listed on the stock exchange, then such entity is obliged to publish its financial statements, usually on a quarterly basis. The Basel Committee on Banking Supervision can also be a good source of data on this issue.
@dariusz All the data at the European Central Bank are aggregated data and I contacted them for this and they replied that they do not give individual bank data to those outside the European Union.