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Financial Stability | Financial Stability Indicators

Financial Stability Indicators

As part of its efforts to safeguard and strengthen financial stability, the National Bank of Serbia compiles a set of macroprudential indicators that help in the control and management of systemic risk in the financial system of the country.

Selected macroprudential indicators of the financial sector

  2008 2009 2010 2011. 2012 2013 2014 2015 2016 Q1 2017 Q2 2017 Q3 2017
Regulatory capital to risk-weighted assets 21.9 21.4 19.9 19.1 19.9 20.9 20.0 20.9 21.8 22.3 22.4 22.5
Regulatory Tier I capital to risk-weighted assets 17.9 16.5 15.9 18.1 19.0 19.3 17.6 18.8 20.0 20.6 21.3 21.5
Non-performing loans net of provisions to balance sheet capital 13.4 22.1 29.0 31.5 31.0 32.7 31.0 25.9 17.6 17.1 15.2 14.3
Gross non-performing loans to total gross loans 11.3 15.7 16.9 19.0 18.6 21.4 21.5 21.6 17.0 16.8 15.6 12.2
Regulatory provisions to gross NPL 133.6 142.5 133.6 121.4 120.7 113.8 114.5 114.2 118.9 118.7 120.2 127.2
Return on Assets – ROA 2.1 1.0 1.1 0.0 0.4 -0.1 0.1 0.3 0.7 2.3 2.1 2.2
Return on Equity – ROE 9.3 4.6 5.3 0.2 2.0 -0.4 0.6 1.6 3.4 11.4 10.6 11.0
Liquid assets to short-term liabilities 68.6 63.6 56.4 62.8 57.5 62.2 56.3 52.0 53.7 52.7 55.8 53.8
Liquid assets to total balance sheet assets 43.3 41.5 35.1 37.8 34.5 38.5 35.6 34.3 36.9 36.3 38.3 37.0
Net open FX position (overall) to regulatory capital 7.4 3.6 3.9 6.2 5.5 4.4 3.9 4.4 2.7 2.7 2.6 3.8

1) Adjusted Tier 1 capital is shown conclusive with Q3 2011 (Tier 1 capital deducted by the shortfall amount of reserves).

In addition to macroprudential indicators, the National Bank of Serbia uses a number of interconnected models that simulate the behaviour of banks, companies and households. These models are used for assessing the vulnerability of not only individual institutions, but also of the financial sector as a whole, and represent analytical support to macroprudential decision-making.

More on quantitative models and their results: